def run(ctx, algofile, algotext, define, data_frequency, capital_base, bundle,
bundle_timestamp, start, end, output, print_algo, local_namespace,
exchange_name, algo_namespace, base_currency):
"""Run a backtest for the given algorithm.
"""
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'", )
# 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 exchange_name is None:
ctx.fail("must specify an exchange name '-x'")
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,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
live=False,
exchange=exchange_name,
algo_namespace=algo_namespace,
base_currency=base_currency,
live_graph=False)
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the catalyst magic not write any data
perf.to_pickle(output)
return perf
def live(ctx, algofile, algotext, define, output, print_algo, local_namespace,
exchange_name, algo_namespace, base_currency, live_graph):
"""Trade live with the given algorithm.
"""
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'", )
if exchange_name is None:
ctx.fail("must specify an exchange name '-x'")
if algo_namespace is None:
ctx.fail("must specify an algorithm name '-n' in live execution mode")
if base_currency is None:
ctx.fail("must specify a base currency '-c' in live execution mode")
perf = _run(initialize=None,
handle_data=None,
before_trading_start=None,
analyze=None,
algofile=algofile,
algotext=algotext,
defines=define,
data_frequency=None,
capital_base=None,
data=None,
bundle=None,
bundle_timestamp=None,
start=None,
end=None,
output=output,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
live=True,
exchange=exchange_name,
algo_namespace=algo_namespace,
base_currency=base_currency,
live_graph=live_graph)
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the catalyst magic not write any data
perf.to_pickle(output)
return perf
def live(ctx,
algofile,
capital_base,
algotext,
define,
output,
print_algo,
local_namespace,
exchange_name,
algo_namespace,
base_currency,
end,
live_graph,
auth_aliases,
simulate_orders):
"""Trade live with the given algorithm.
"""
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'",
)
if exchange_name is None:
ctx.fail("must specify an exchange name '-x'")
if algo_namespace is None:
ctx.fail("must specify an algorithm name '-n' in live execution mode")
if base_currency is None:
ctx.fail("must specify a base currency '-c' in live execution mode")
if capital_base is None:
ctx.fail("must specify a capital base with '--capital-base'")
if simulate_orders:
click.echo('Running in paper trading mode.', sys.stdout)
else:
click.echo('Running in live trading mode.', sys.stdout)
perf = _run(
initialize=None,
handle_data=None,
before_trading_start=None,
analyze=None,
algofile=algofile,
algotext=algotext,
defines=define,
data_frequency=None,
capital_base=capital_base,
data=None,
bundle=None,
bundle_timestamp=None,
start=None,
end=end,
output=output,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
live=True,
exchange=exchange_name,
algo_namespace=algo_namespace,
base_currency=base_currency,
live_graph=live_graph,
analyze_live=None,
simulate_orders=simulate_orders,
auth_aliases=auth_aliases,
stats_output=None,
)
if output == '-':
click.echo(str(perf), sys.stdout)
elif output != os.devnull: # make the catalyst magic not write any data
perf.to_pickle(output)
return perf
def live(ctx, algofile, capital_base, algotext, define, output, print_algo,
local_namespace, exchange_name, algo_namespace, quote_currency, start,
end, live_graph, auth_aliases, simulate_orders):
"""Trade live with the given algorithm.
"""
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'", )
if exchange_name is None:
ctx.fail("must specify an exchange name '-x'")
if algo_namespace is None:
ctx.fail("must specify an algorithm name '-n' in live execution mode")
if quote_currency is None:
ctx.fail("must specify a quote currency '-c' in live execution mode")
if capital_base is None:
ctx.fail("must specify a capital base with '--capital-base'")
if simulate_orders:
click.echo('Running in paper trading mode.', sys.stdout)
else:
click.echo('Running in live trading mode.', sys.stdout)
perf = _run(
initialize=None,
handle_data=None,
before_trading_start=None,
analyze=None,
algofile=algofile,
algotext=algotext,
defines=define,
data_frequency=None,
capital_base=capital_base,
data=None,
bundle=None,
bundle_timestamp=None,
start=start,
end=end,
output=output,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
live=True,
exchange=exchange_name,
algo_namespace=algo_namespace,
quote_currency=quote_currency,
live_graph=live_graph,
analyze_live=None,
simulate_orders=simulate_orders,
auth_aliases=auth_aliases,
stats_output=None,
)
if output == '-':
click.echo(str(perf), sys.stdout)
elif output != os.devnull: # make the catalyst 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,
print_algo,
local_namespace,
exchange_name,
algo_namespace,
base_currency):
"""Run a backtest for the given algorithm.
"""
if (algotext is not None) == (algofile is not None):
ctx.fail(
"must specify exactly one of '-f' / '--algofile' or"
" '-t' / '--algotext'",
)
# 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'"
" in backtest mode",
)
if start is None:
ctx.fail("must specify a start date with '-s' / '--start'"
" in backtest mode")
if end is None:
ctx.fail("must specify an end date with '-e' / '--end'"
" in backtest mode")
if exchange_name is None:
ctx.fail("must specify an exchange name '-x'")
if base_currency is None:
ctx.fail("must specify a base currency with '-c' in backtest mode")
if capital_base is None:
ctx.fail("must specify a capital base with '--capital-base'")
click.echo('Running in backtesting mode.', sys.stdout)
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,
print_algo=print_algo,
local_namespace=local_namespace,
environ=os.environ,
live=False,
exchange=exchange_name,
algo_namespace=algo_namespace,
base_currency=base_currency,
analyze_live=None,
live_graph=False,
simulate_orders=True,
auth_aliases=None,
stats_output=None,
)
if output == '-':
click.echo(str(perf), sys.stdout)
elif output != os.devnull: # make the catalyst magic not write any data
perf.to_pickle(output)
return perf
