merge master to develop

catalyst/__main__.py

@@ -400,14 +400,14 @@ def catalyst_magic(line, cell=None):
 @click.option(
     '-s',
     '--start',
-    type=Date(tz='utc', as_timestamp=True),
+    type=Date(tz='utc', as_timestamp=False),
     help='An optional future start date at '
          'which the algorithm will start at live',
 )
 @click.option(
     '-e',
     '--end',
-    type=Date(tz='utc', as_timestamp=True),
+    type=Date(tz='utc', as_timestamp=False),
     help='An optional end date at which to stop the execution.',
 )
 @click.option(
@@ -444,6 +444,7 @@ def live(ctx,
          exchange_name,
          algo_namespace,
          quote_currency,
+         start,
          end,
          live_graph,
          auth_aliases,
@@ -487,7 +488,7 @@ def live(ctx,
         data=None,
         bundle=None,
         bundle_timestamp=None,
-        start=None,
+        start=start,
         end=end,
         output=output,
         print_algo=print_algo,

catalyst/examples/portfolio_optimization.py

@@ -1,4 +1,8 @@
-'''Use this code to execute a portfolio optimization model. This code
+'''
+   Author: Rodrigo Gomez-Grassi
+   Date: Sep. 20, 2017  
+
+   Use this code to execute a portfolio optimization model. This code
    will select the portfolio with the maximum Sharpe Ratio. The parameters
    are set to use 180 days of historical data and rebalance every 30 days.
 

catalyst/exchange/live_graph_clock.py

@@ -88,7 +88,7 @@ def handle_late_start(self):
         if self.start:
             time_diff = (self.start - pd.Timestamp.utcnow())
             log.info(
-                'Tha algorithm is waiting for the specified '
+                'The algorithm is waiting for the specified '
                 'start date: {}'.format(self.start))
             sleep(time_diff.seconds)
 

catalyst/exchange/simple_clock.py

@@ -72,7 +72,7 @@ def handle_late_start(self):
         if self.start:
             time_diff = (self.start - pd.Timestamp.utcnow())
             log.info(
-                'Tha algorithm is waiting for the specified '
+                'The algorithm is waiting for the specified '
                 'start date: {}'.format(self.start))
             sleep(time_diff.seconds)
 

catalyst/utils/cli.py

@@ -116,7 +116,7 @@ def __init__(self, tz=None, as_timestamp=False):
 
     def parser(self, value):
         ts = super(Date, self).parser(value)
-        return ts.normalize() if self.as_timestamp else ts.date()
+        return ts.normalize() if self.as_timestamp else ts
 
 
 class Time(_DatetimeParam):

catalyst/utils/run_algo.py

@@ -228,6 +228,11 @@ def choose_loader(column):
         if start is None:
             start = pd.Timestamp.utcnow()
             is_start = False
+        elif start:
+            assert pd.Timestamp.utcnow() <= start, \
+                "specified start date is in the past."
+        elif start and end:
+            assert start < end, "start date is later than end date."
 
         # TODO: fix the end data.
         # is_end checks if an end date was specified by user

docs/source/releases.rst

@@ -2,6 +2,17 @@
 Release Notes
 =============
 
+Version 0.5.11
+^^^^^^^^^^^^^^
+**Release Date**: 2018-05-09
+
+Bug Fixes
+~~~~~~~~~
+- Added missing start_date argument on live mode when running on cli
+  :issue:`330`
+- Updated the start and end arguments used on cli in live mode to include
+  time information in addition to the date.
+
 Version 0.5.10
 ^^^^^^^^^^^^^^
 **Release Date**: 2018-05-09