Merge branch 'develop'

catalyst/__main__.py

@@ -587,15 +587,6 @@ def live(ctx,
     show_default=True,
     help='an E-mail address to send the results to',
 )
-@click.option(
-    '-o',
-    '--output',
-    default='-',
-    metavar='FILENAME',
-    show_default=True,
-    help="The location to write the perf data. If this is '-' the perf"
-         " will be written to stdout.",
-)
 @click.option(
     '--print-algo/--no-print-algo',
     is_flag=True,
@@ -636,7 +627,6 @@ def remote_run(ctx,
                start,
                end,
                mail,
-               output,
                print_algo,
                local_namespace,
                exchange_name,

catalyst/algorithm.py

@@ -1432,7 +1432,7 @@ def order(self,
         limit_price : float, optional
             The limit price for the order.
         stop_price : float, optional
-            The stop price for the order.
+            Not supported.
         style : ExecutionStyle, optional
             The execution style for the order.
 
@@ -1444,13 +1444,10 @@ def order(self,
 
         Notes
         -----
-        The ``limit_price`` and ``stop_price`` arguments provide shorthands for
+        The ``limit_price`` argument provide shorthands for
         passing common execution styles. Passing ``limit_price=N`` is
-        equivalent to ``style=LimitOrder(N)``. Similarly, passing
-        ``stop_price=M`` is equivalent to ``style=StopOrder(M)``, and passing
-        ``limit_price=N`` and ``stop_price=M`` is equivalent to
-        ``style=StopLimitOrder(N, M)``. It is an error to pass both a ``style``
-        and ``limit_price`` or ``stop_price``.
+        equivalent to ``style=LimitOrder(N)``. It is an error to pass both
+        a ``style`` and ``limit_price``.
 
         Currently, orders must be done only with one ``quote_currency``
         throughout all the algorithm.
@@ -1574,7 +1571,7 @@ def order_value(self,
         limit_price : float, optional
             The limit price for the order.
         stop_price : float, optional
-            The stop price for the order.
+            Not supported.
         style : ExecutionStyle
             The execution style for the order.
 
@@ -1586,7 +1583,7 @@ def order_value(self,
         Notes
         -----
         See :func:`catalyst.api.order` for more information about
-        ``limit_price``, ``stop_price``, and ``style``
+        ``limit_price``, and ``style``
 
         See Also
         --------
@@ -1820,7 +1817,7 @@ def order_percent(self,
         limit_price : float, optional
             The limit price for the order.
         stop_price : float, optional
-            The stop price for the order.
+            Not supported.
         style : ExecutionStyle
             The execution style for the order.
 
@@ -1832,7 +1829,7 @@ def order_percent(self,
         Notes
         -----
         See :func:`catalyst.api.order` for more information about
-        ``limit_price``, ``stop_price``, and ``style``
+        ``limit_price``, and ``style``
 
         See Also
         --------
@@ -1876,7 +1873,7 @@ def order_target(self,
         limit_price : float, optional
             The limit price for the order.
         stop_price : float, optional
-            The stop price for the order.
+            Not supported.
         style : ExecutionStyle
             The execution style for the order.
 
@@ -1891,7 +1888,7 @@ def order_target(self,
         ``order_target`` takes into account open orders as well.
 
         See :func:`catalyst.api.order` for more information about
-        ``limit_price``, ``stop_price``, and ``style``
+        ``limit_price``, and ``style``
 
         See Also
         --------
@@ -1939,7 +1936,7 @@ def order_target_value(self,
         limit_price : float, optional
             The limit price for the order.
         stop_price : float, optional
-            The stop price for the order.
+            Not supported.
         style : ExecutionStyle
             The execution style for the order.
 
@@ -1952,7 +1949,7 @@ def order_target_value(self,
         -----
 
         See :func:`catalyst.api.order` for more information about
-        ``limit_price``, ``stop_price``, and ``style``
+        ``limit_price`` and ``style``
 
         See Also
         --------
@@ -1992,7 +1989,7 @@ def order_target_percent(self, asset, target,
         limit_price : float, optional
             The limit price for the order.
         stop_price : float, optional
-            The stop price for the order.
+            Not supported
         style : ExecutionStyle
             The execution style for the order.
 
@@ -2005,7 +2002,7 @@ def order_target_percent(self, asset, target,
         -----
 
         See :func:`catalyst.api.order` for more information about
-        ``limit_price``, ``stop_price``, and ``style``
+        ``limit_price`` and ``style``
 
         See Also
         --------

catalyst/constants.py

@@ -45,6 +45,8 @@
 SUPPORTED_WALLETS = ['metamask', 'ledger', 'trezor', 'bitbox', 'keystore',
                      'key']
 
+DISABLE_ALPHA_WARNING = bool(os.environ.get('CATALYST_DISABLE_ALPHA_WARNING'))
+
 ALPHA_WARNING_MESSAGE = 'Catalyst is currently in ALPHA. It is going ' \
                         'through rapid development and it is subject to ' \
                         'errors. Please use carefully. We encourage you to ' \

catalyst/exchange/exchange_algorithm.py

@@ -1163,13 +1163,14 @@ def _get_orderbook(self, asset, order_type='all', limit=None):
     def get_orderbook(self, asset, order_type='all', limit=None):
         """
         Retrieve the orderbook for the given trading pair.
+        This function is supported only in live and paper trading modes.
 
         Parameters
         ----------
         asset: TradingPair
 
         order_type: str
-            The type of orders: bid, ask or all
+            The type of the orders: 'bids' or 'asks' or 'all'
 
         limit: int
 

catalyst/exchange/utils/exchange_utils.py

@@ -14,6 +14,7 @@
 from catalyst.exchange.exchange_errors import ExchangeSymbolsNotFound
 from catalyst.exchange.utils.serialization_utils import ExchangeJSONEncoder, \
     ExchangeJSONDecoder
+from catalyst.utils.memoize import weak_lru_cache
 from catalyst.utils.paths import data_root, ensure_directory, \
     last_modified_time
 
@@ -61,57 +62,54 @@ def get_remote_folder(environ=None):
     return remote_folder
 
 
-def get_exchange_folder(exchange_name, environ=None):
+@weak_lru_cache()
+def get_exchange_folder(exchange_name):
     """
     The root path of an exchange folder.
 
     Parameters
     ----------
     exchange_name: str
-    environ:
 
     Returns
     -------
     str
 
     """
-    if not environ:
-        environ = os.environ
 
-    root = data_root(environ)
+    root = data_root()
     exchange_folder = os.path.join(root, 'exchanges', exchange_name)
     ensure_directory(exchange_folder)
 
     return exchange_folder
 
 
-def is_blacklist(exchange_name, environ=None):
-    exchange_folder = get_exchange_folder(exchange_name, environ)
+def is_blacklist(exchange_name):
+    exchange_folder = get_exchange_folder(exchange_name)
     filename = os.path.join(exchange_folder, 'blacklist.txt')
 
     return os.path.exists(filename)
 
 
-def get_exchange_symbols_filename(exchange_name, is_local=False, environ=None):
+def get_exchange_symbols_filename(exchange_name, is_local=False):
     """
     The absolute path of the exchange's symbol.json file.
 
     Parameters
     ----------
     exchange_name:
-    environ:
 
     Returns
     -------
     str
 
     """
     name = 'symbols.json' if not is_local else 'symbols_local.json'
-    exchange_folder = get_exchange_folder(exchange_name, environ)
+    exchange_folder = get_exchange_folder(exchange_name)
     return os.path.join(exchange_folder, name)
 
 
-def download_exchange_symbols(exchange_name, environ=None):
+def download_exchange_symbols(exchange_name):
     """
     Downloads the exchange's symbols.json from the repository.
 
@@ -131,7 +129,7 @@ def download_exchange_symbols(exchange_name, environ=None):
     return response
 
 
-def get_exchange_symbols(exchange_name, is_local=False, environ=None):
+def get_exchange_symbols(exchange_name, is_local=False):
     """
     The de-serialized content of the exchange's symbols.json.
 
@@ -152,7 +150,7 @@ def get_exchange_symbols(exchange_name, is_local=False, environ=None):
             pd.Timestamp('now', tz='UTC') - last_modified_time(
             filename)).days > 1):
         try:
-            download_exchange_symbols(exchange_name, environ)
+            download_exchange_symbols(exchange_name)
         except Exception:
             pass
 
@@ -171,7 +169,7 @@ def get_exchange_symbols(exchange_name, is_local=False, environ=None):
         )
 
 
-def save_exchange_symbols(exchange_name, assets, is_local=False, environ=None):
+def save_exchange_symbols(exchange_name, assets, is_local=False):
     """
     Save assets into an exchange_symbols file.
 
@@ -191,7 +189,7 @@ def save_exchange_symbols(exchange_name, assets, is_local=False, environ=None):
         asset_dicts[symbol] = assets[symbol].to_dict()
 
     filename = get_exchange_symbols_filename(
-        exchange_name, is_local, environ
+        exchange_name, is_local
     )
     with open(filename, 'wt') as handle:
         json.dump(asset_dicts, handle, indent=4, default=symbols_serial)
@@ -214,21 +212,21 @@ def get_symbols_string(assets):
     return ', '.join([asset.symbol for asset in array])
 
 
-def get_exchange_auth(exchange_name, alias=None, environ=None):
+def get_exchange_auth(exchange_name, alias=None):
     """
     The de-serialized contend of the exchange's auth.json file.
 
     Parameters
     ----------
     exchange_name: str
-    environ:
+    alias:
 
     Returns
     -------
     Object
 
     """
-    exchange_folder = get_exchange_folder(exchange_name, environ)
+    exchange_folder = get_exchange_folder(exchange_name)
     name = 'auth' if alias is None else alias
     filename = os.path.join(exchange_folder, '{}.json'.format(name))
 
@@ -511,52 +509,50 @@ def remove_old_files(algo_name, today, rel_path, environ=None):
     return error
 
 
-def get_exchange_minute_writer_root(exchange_name, environ=None):
+def get_exchange_minute_writer_root(exchange_name):
     """
     The minute writer folder for the exchange.
 
     Parameters
     ----------
     exchange_name: str
-    environ:
 
     Returns
     -------
     BcolzExchangeBarWriter
 
     """
-    exchange_folder = get_exchange_folder(exchange_name, environ)
+    exchange_folder = get_exchange_folder(exchange_name)
 
     minute_data_folder = os.path.join(exchange_folder, 'minute_data')
     ensure_directory(minute_data_folder)
 
     return minute_data_folder
 
 
-def get_exchange_bundles_folder(exchange_name, environ=None):
+def get_exchange_bundles_folder(exchange_name):
     """
     The temp folder for bundle downloads by algo name.
 
     Parameters
     ----------
     exchange_name: str
-    environ:
 
     Returns
     -------
     str
 
     """
-    exchange_folder = get_exchange_folder(exchange_name, environ)
+    exchange_folder = get_exchange_folder(exchange_name)
 
     temp_bundles = os.path.join(exchange_folder, 'temp_bundles')
     ensure_directory(temp_bundles)
 
     return temp_bundles
 
 
-def has_bundle(exchange_name, data_frequency, environ=None):
-    exchange_folder = get_exchange_folder(exchange_name, environ)
+def has_bundle(exchange_name, data_frequency):
+    exchange_folder = get_exchange_folder(exchange_name)
 
     folder_name = '{}_bundle'.format(data_frequency.lower())
     folder = os.path.join(exchange_folder, folder_name)

catalyst/utils/paths.py

@@ -1,7 +1,7 @@
 """
 Canonical path locations for catalyst data.
 
-Paths are rooted at $ZIPLINE_ROOT if that environment variable is set.
+Paths are rooted at $CATALYST_ROOT if that environment variable is set.
 Otherwise default to expanduser(~/.catalyst)
 """
 from errno import EEXIST
@@ -124,7 +124,7 @@ def catalyst_root(environ=None):
     if environ is None:
         environ = os.environ
 
-    root = environ.get('ZIPLINE_ROOT', None)
+    root = environ.get('CATALYST_ROOT', None)
     if root is None:
         root = os.path.join(expanduser('~'), '.catalyst')
 

catalyst/utils/remote.py

@@ -134,15 +134,19 @@ def get_remote_status(algo_id):
         raise Exception("the id you entered is invalid! "
                         "please enter a valid id.")
     json_file = {'algo_id': algo_id}
-    log.info("retrieving the status of {} algorithm".format(algo_id))
     response = send_digest_request(
         json_file=json_file, path=STATUS_PATH, method=GET
     )
     return handle_response(response, STATUS)
 
 
 def send_digest_request(json_file, path, method):
-    key, secret = retrieve_remote_auth()
+    try:
+        key, secret = retrieve_remote_auth()
+    except json.JSONDecodeError as e:
+        log.error("your key and secret aren't stored properly\n{}".
+                  format(e.msg))
+        raise
     json_file['key'] = key
     session = requests.Session()
     if method == POST: