Skip to content

Added loaders parameter to run_algorithm() in run_algo.py #2199

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Closed
wants to merge 14 commits into from
Closed

Added loaders parameter to run_algorithm() in run_algo.py #2199

Show file tree
Hide file tree
Changes from 13 commits
Commits
Show all changes
14 commits
Select commit Hold shift + click to select a range
d523c83
Added ability to use a custom loader in run_algorithm()
calmitchell617 May 31, 2018
2a8018b
run_algorithm() can now accept an optional dictionary of PipelineLoaders
calmitchell617 May 31, 2018
d1e96b4
ignoring vscode setting json file
calmitchell617 May 31, 2018
bc0ca30
removed vscode json settings
calmitchell617 May 31, 2018
4579095
ignore gitignore
calmitchell617 May 31, 2018
c4dd280
removed gitignore
calmitchell617 May 31, 2018
db45582
added gitignore back
calmitchell617 May 31, 2018
ef6c860
changed some formatting
calmitchell617 May 31, 2018
3bfeb7b
changed formatting
calmitchell617 May 31, 2018
9451c4e
formatting
calmitchell617 May 31, 2018
67ee985
formatting
calmitchell617 May 31, 2018
01e3ef9
sorry for all these formatting changes
calmitchell617 May 31, 2018
339923b
just trying to keep consistent with what was already here
calmitchell617 May 31, 2018
ebcf747
changed language to show that this argument is for loading dataframes
calmitchell617 May 31, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 2 additions & 0 deletions .gitignore
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -76,3 +76,5 @@ TAGS
.ipynb_checkpoints/

.gdb_history

.vscode
19 changes: 14 additions & 5 deletions zipline/utils/run_algo.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -71,7 +71,8 @@ def _run(handle_data,
print_algo,
metrics_set,
local_namespace,
environ):
environ,
loaders):
"""Run a backtest for the given algorithm.

This is shared between the cli and :func:`zipline.run_algo`.
Expand Down Expand Up @@ -168,9 +169,12 @@ def _run(handle_data,
def choose_loader(column):
if column in USEquityPricing.columns:
return pipeline_loader
raise ValueError(
"No PipelineLoader registered for column %s." % column
)
elif column in loaders:
Copy link
Contributor

@ssanderson ssanderson May 31, 2018

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I think this will crash in the current implementation if the user doesn't supply any custom loaders (because loaders will be None, so column in loaders will barf).

return loaders[column]
else:
raise ValueError(
"No PipelineLoader registered for column %s." % column
)
else:
env = TradingEnvironment(environ=environ)
choose_loader = None
Expand Down Expand Up @@ -285,7 +289,8 @@ def run_algorithm(start,
default_extension=True,
extensions=(),
strict_extensions=True,
environ=os.environ):
environ=os.environ,
loaders=None):
"""Run a trading algorithm.

Parameters
Expand Down Expand Up @@ -344,6 +349,9 @@ def run_algorithm(start,
environ : mapping[str -> str], optional
The os environment to use. Many extensions use this to get parameters.
This defaults to ``os.environ``.
loaders : iterable{PipelineLoader}, optional
Copy link
Contributor

@llllllllll llllllllll Jun 29, 2018

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

the docstring and parameter name don't match here.

A dictionary containing custom loaders to include data from external sources
in a pipeline.

Returns
-------
Expand Down Expand Up @@ -396,4 +404,5 @@ def run_algorithm(start,
metrics_set=metrics_set,
local_namespace=False,
environ=environ,
loaders=loaders
)