def run(ctx, algofile, algotext, define, data_frequency, capital_base, bundle,
bundle_timestamp, start, end, output, trading_calendar, print_algo,
metrics_set, local_namespace):
"""Run a backtest for the given algorithm.
"""
# check that the start and end dates are passed correctly
if start is None and end is None:
# check both at the same time to avoid the case where a user
# does not pass either of these and then passes the first only
# to be told they need to pass the second argument also
ctx.fail(
"must specify dates with '-s' / '--start' and '-e' / '--end'", )
if start is None:
ctx.fail("must specify a start date with '-s' / '--start'")
if end is None:
ctx.fail("must specify an end date with '-e' / '--end'")
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'", )
trading_calendar = get_calendar(trading_calendar)
perf = _run(
initialize=None,
handle_data=None,
before_trading_start=None,
analyze=None,
algofile=algofile,
algotext=algotext,
defines=define,
data_frequency=data_frequency,
capital_base=capital_base,
data=None,
bundle=bundle,
bundle_timestamp=bundle_timestamp,
start=start,
end=end,
output=output,
trading_calendar=trading_calendar,
print_algo=print_algo,
metrics_set=metrics_set,
local_namespace=local_namespace,
environ=os.environ,
)
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the zipline magic not write any data
perf.to_pickle(output)
return perf
def run(ctx,
algofile,
algotext,
define,
data_frequency,
capital_base,
bundle,
bundle_timestamp,
start,
end,
output,
trading_calendar,
print_algo,
local_namespace):
"""Run a backtest for the given algorithm.
"""
# check that the start and end dates are passed correctly
if start is None and end is None:
# check both at the same time to avoid the case where a user
# does not pass either of these and then passes the first only
# to be told they need to pass the second argument also
ctx.fail(
"must specify dates with '-s' / '--start' and '-e' / '--end'",
)
if start is None:
ctx.fail("must specify a start date with '-s' / '--start'")
if end is None:
ctx.fail("must specify an end date with '-e' / '--end'")
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'",
)
trading_calendar = get_calendar(trading_calendar)
perf = _run(
initialize=None,
handle_data=None,
before_trading_start=None,
analyze=None,
algofile=algofile,
algotext=algotext,
defines=define,
data_frequency=data_frequency,
capital_base=capital_base,
data=None,
bundle=bundle,
bundle_timestamp=bundle_timestamp,
start=start,
end=end,
output=output,
trading_calendar=trading_calendar,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
)
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the zipline magic not write any data
perf.to_pickle(output)
return perf
def run(ctx,
algofile,
algotext,
define,
data_frequency,
capital_base,
bundle,
bundle_timestamp,
start,
end,
output,
trading_calendar,
print_algo,
local_namespace,
broker,
broker_uri,
state_file,
realtime_bar_target,
list_brokers):
"""Run a backtest for the given algorithm.
"""
if list_brokers:
click.echo("Supported brokers:")
for _, name, _ in pkgutil.iter_modules(brokers.__path__):
if name != 'broker':
click.echo(name)
return
# check that the start and end dates are passed correctly
if not broker and start is None and end is None:
# check both at the same time to avoid the case where a user
# does not pass either of these and then passes the first only
# to be told they need to pass the second argument also
ctx.fail(
"must specify dates with '-s' / '--start' and '-e' / '--end'",
)
if not broker and start is None:
ctx.fail("must specify a start date with '-s' / '--start'")
if not broker and end is None:
ctx.fail("must specify an end date with '-e' / '--end'")
if broker and broker_uri is None:
ctx.fail("must specify broker-uri if broker is specified")
if broker and state_file is None:
ctx.fail("must specify state-file with live trading")
if broker and realtime_bar_target is None:
ctx.fail("must specify realtime-bar-target with live trading")
brokerobj = None
if broker:
mod_name = 'zipline.gens.brokers.%s_broker' % broker.lower()
try:
bmod = import_module(mod_name)
except ImportError:
ctx.fail("unsupported broker: can't import module %s" % mod_name)
cl_name = '%sBroker' % broker.upper()
try:
bclass = getattr(bmod, cl_name)
except AttributeError:
ctx.fail("unsupported broker: can't import class %s from %s" %
(cl_name, mod_name))
brokerobj = bclass(broker_uri)
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'",
)
trading_calendar = get_calendar(trading_calendar)
perf = _run(
initialize=None,
handle_data=None,
before_trading_start=None,
analyze=None,
algofile=algofile,
algotext=algotext,
defines=define,
data_frequency=data_frequency,
capital_base=capital_base,
data=None,
bundle=bundle,
bundle_timestamp=bundle_timestamp,
start=start,
end=end,
output=output,
trading_calendar=trading_calendar,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
broker=brokerobj,
state_filename=state_file,
realtime_bar_target=realtime_bar_target
)
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the zipline magic not write any data
perf.to_pickle(output)
return perf