Merge b2640da into 47b5f50

docs/source/beginner-tutorial.rst

@@ -51,7 +51,7 @@ Quantopian docs <https://www.quantopian.com/help#api-toplevel>`__.
 My First Algorithm
 ~~~~~~~~~~~~~~~~~~
 
-Lets take a look at a very simple algorithm from the ``examples``
+Let's take a look at a very simple algorithm from the ``examples``
 directory, ``buyapple.py``:
 
 .. code-block:: python
@@ -101,15 +101,15 @@ interfaces: A command-line interface, ``IPython Notebook`` magic, and
 
 Ingesting Data
 ^^^^^^^^^^^^^^
-If you haven't ingested the data, you'll need a `Quandl <https://docs.quandl.com/docs#section-authentication>`__ API key to
-ingest the default bundle. Then run:
+If you haven't ingested the data, then run:
 
 .. code-block:: bash
 
-   $ QUANDL_API_KEY=<yourkey> zipline ingest [-b <bundle>]
+   $ zipline ingest [-b <bundle>]
 
 where ``<bundle>`` is the name of the bundle to ingest, defaulting to
-``quandl``.
+``quantopian-quandl``.
+
 
 you can check out the :ref:`ingesting data <ingesting-data>` section for
 more detail.
@@ -186,13 +186,11 @@ supply the command line args all the time (see the .conf files in the examples
 directory).
 
 Thus, to execute our algorithm from above and save the results to
-``buyapple_out.pickle`` we would call ``zipline run`` as follows:
-
-.. code-block:: python
+``buyapple_out.pickle``, we call ``zipline run`` as follows:
 
-    zipline run -f ../../zipline/examples/buyapple.py --start 2016-1-1 --end 2018-1-1 -o buyapple_out.pickle
-        --no-benchmark
+.. code-block:: bash
 
+    zipline run -f ../zipline/examples/buyapple.py --start 2016-1-1 --end 2018-1-1 -o buyapple_out.pickle --no-benchmark
 
 .. parsed-literal::
 
@@ -217,7 +215,7 @@ slippage model that ``zipline`` uses, see the `Quantopian
 docs <https://www.quantopian.com/help#ide-slippage>`__ for more
 information).
 
-Lets take a quick look at the performance ``DataFrame``. For this, we
+Let's take a quick look at the performance ``DataFrame``. For this, we
 use ``pandas`` from inside the IPython Notebook and print the first ten
 rows. Note that ``zipline`` makes heavy usage of ``pandas``, especially
 for data input and outputting so it's worth spending some time to learn

docs/source/conf.py

@@ -41,10 +41,10 @@
 
 # General information about the project.
 project = u'Zipline'
-copyright = u'2016, Quantopian Inc.'
+copyright = u'2020, Quantopian Inc.'
 
 # The full version, including alpha/beta/rc tags, but excluding the commit hash
-release = version.split('+', 1)[0]
+version = release = version.split('+', 1)[0]
 
 # List of patterns, relative to source directory, that match files and
 # directories to ignore when looking for source files.
@@ -72,7 +72,7 @@
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
 # so a file named "default.css" will overwrite the builtin "default.css".
-html_static_path = ['.static']
+html_static_path = []
 
 # If false, no index is generated.
 html_use_index = True

docs/source/index.rst

@@ -1,3 +1,5 @@
+.. title:: Zipline
+
 .. include:: ../../README.rst
 
 .. toctree::

docs/source/risk-and-perf-metrics.rst

@@ -57,7 +57,7 @@ helpful to skip these computations to speed up the debugging cycle. To disable
 the calculation and reporting of all metrics, users may select the built-in
 metrics set ``none``. For example:
 
-.. code-block:: python
+.. code-block:: bash
 
    $ zipline run algorithm.py -s 2014-01-01 -e 2014-02-01 --metrics-set none
 

docs/source/whatsnew/1.2.0.txt

@@ -93,7 +93,7 @@ Build
 - Update conda tooling and remove Python 3.4 builds (:issue:`2009`)
 - Upgrade empyrical to 0.3.3 (:issue:`2014`)
 - Upgrade empyrical to 0.3.4 (:issue:`2098`)
-- Upgrade empyrical to 0.4.2 (:issue:`2125)
+- Upgrade empyrical to 0.4.2 (:issue:`2125`)
 
 Documentation
 ~~~~~~~~~~~~~

docs/source/whatsnew/1.3.0.txt

@@ -83,6 +83,7 @@ There are two primary ways to configure a custom blotter:
 An example usage of **(2)** might look like this:
 
 .. code-block:: python
+   :caption: ~/.zipline/extension.py
    :name: ~/.zipline/extension.py
 
    from zipline.extensions import register

docs/source/whatsnew/1.4.0.txt

@@ -15,7 +15,7 @@ This meant that simulations required an internet connection and stable APIs for
 
 We removed the dependency on treasury curves, since they weren't actually being used anymore. And we replaced the implicit downloading of benchmark returns with explicit options:
 
-.. code-block:: bash
+.. code-block:: none
 
    --benchmark-file                The csv file that contains the benchmark
                                    returns (date, returns columns)
@@ -36,8 +36,7 @@ New Built In Factors
 ````````````````````
 
 - :class:`~zipline.pipeline.factors.PercentChange`: Calculates the percent change over the given ``window_length``. Note: Percent change is calculated as ``(new - old) / abs(old)``. (:issue:`2506`)
-- :class:`~zipline.pipeline.factors.PeerCount`: Gives the number of occurrences of each distinct
-category in a classifier. (:issue:`2509`)
+- :class:`~zipline.pipeline.factors.PeerCount`: Gives the number of occurrences of each distinct category in a classifier. (:issue:`2509`)
 - :class:`~zipline.pipeline.mixins.ConstantMixin`: A mixin for creating a Pipeline term with a constant value. (:issue:`2697`)
 - :meth:`~zipline.pipeline.filters.Filter.if_else`: Allows users to create expressions that conditionally draw from the outputs of one of two terms. (:issue:`2697`)
 - :meth:`~zipline.pipeline.term.ComputableTerm.fillna`: Allows users to fill missing data with either a constant value, or values from another term. (:issue:`2697`)
@@ -102,7 +101,7 @@ In the context of Pipeline, the domain specifies the set of assets and a corresp
 
 For example, the following pipeline returns the latest close price and volume for all Canadian equities, every day.
 
-.. code-block:: Python
+.. code-block:: python
 
    pipe = Pipeline(
        columns={

etc/requirements_docs.in

@@ -1,3 +1,4 @@
 Sphinx>=1.3.2
 numpydoc>=0.5.0
 sphinx-autobuild>=0.6.0
+sphinx-rtd-theme

etc/requirements_locked.txt

@@ -2,104 +2,80 @@
 # This file is autogenerated by pip-compile
 # To update, run:
 #
-#    pip-compile --no-index --output-file=etc/requirements_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in
+#    pip-compile --no-emit-index-url --output-file=etc/requirements_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_talib.in
 #
 -e git+git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze  # via -r etc/requirements_blaze.in
 -e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape  # via -r etc/requirements_blaze.in, odo
 -e git+git://github.com/quantopian/odo.git@ba84238eb8dbcac4784ae7ebf62988d7e163c283#egg=odo  # via -r etc/requirements_blaze.in, blaze
-alabaster==0.7.12         # via sphinx
 alembic==0.7.7            # via -r etc/requirements.in
-argh==0.26.2              # via sphinx-autobuild, watchdog
-babel==2.6.0              # via sphinx
-backports-abc==0.5        # via tornado
 bcolz==1.2.1              # via -r etc/requirements.in
 bottleneck==1.0.0         # via -r etc/requirements.in
 certifi==2018.8.24        # via requests
 chardet==3.0.4            # via requests
 click==7.0.0              # via -r etc/requirements.in, flask, pip-tools
 cloudpickle==0.2.1        # via dask
-configparser==3.5.0       # via flake8
-contextlib2==0.4.0 ; python_version < "3.0"  # via -r etc/requirements.in, blaze
 cookies==2.2.1            # via responses
 coverage==4.0.3           # via -r etc/requirements_dev.in
 cycler==0.10.0            # via matplotlib
 cython==0.25.2            # via -r etc/requirements_build.in
 cytoolz==0.8.2            # via -r etc/requirements_blaze.in
 dask[dataframe]==0.13.0   # via -r etc/requirements_blaze.in, blaze, odo
 decorator==4.0.0          # via networkx
-docutils==0.14            # via sphinx
 empyrical==0.5.3          # via -r etc/requirements.in
-enum34==1.1.6             # via flake8
 flake8==3.6.0             # via -r etc/requirements_dev.in
 flask-cors==2.1.3         # via blaze
 flask==1.1.1              # via blaze, flask-cors
-funcsigs==1.0.2           # via mock, python-interface
-futures==3.2.0            # via tornado
 h5py==2.7.1               # via -r etc/requirements.in
 idna==2.7                 # via requests
 intervaltree==2.1.0       # via -r etc/requirements.in
 iso3166==0.9              # via -r etc/requirements.in
 iso4217==1.6.20180829     # via -r etc/requirements.in
 itsdangerous==0.24        # via flask
-jinja2==2.10.1            # via flask, sphinx
-livereload==2.6.0         # via sphinx-autobuild
+jinja2==2.10.1            # via flask
 locket==0.2.0             # via partd
 logbook==0.12.5           # via -r etc/requirements.in
 lru-dict==1.1.4           # via -r etc/requirements.in, trading-calendars
 mako==1.0.1               # via alembic
 markupsafe==0.23          # via jinja2, mako
 matplotlib==1.5.3         # via -r etc/requirements_dev.in
 mccabe==0.6.0             # via flake8
-mock==2.0.0               # via -r etc/requirements_dev.in, responses
+mock==2.0.0               # via -r etc/requirements_dev.in
 multipledispatch==0.6.0   # via -r etc/requirements.in, datashape, odo
 networkx==1.9.1           # via -r etc/requirements.in, odo
 nose-ignore-docstring==0.2  # via -r etc/requirements_dev.in
 nose-parameterized==0.5.0  # via -r etc/requirements_dev.in
 nose-timer==0.5.0         # via -r etc/requirements_dev.in
 nose==1.3.7               # via -r etc/requirements_dev.in, nose-timer
 numexpr==2.6.1            # via -r etc/requirements.in, tables
-numpy==1.11.3             # via -r etc/requirements.in, -r etc/requirements_build.in, bcolz, bottleneck, dask, datashape, empyrical, h5py, matplotlib, numexpr, odo, pandas, patsy, scipy, tables, trading-calendars
-numpydoc==0.5.0           # via -r etc/requirements_docs.in
+numpy==1.11.3             # via -r etc/requirements.in, -r etc/requirements_build.in, bcolz, bottleneck, dask, datashape, empyrical, h5py, matplotlib, numexpr, odo, pandas, patsy, scipy, statsmodels, tables, trading-calendars
 pandas-datareader==0.2.1  # via -r etc/requirements.in, empyrical
-pandas==0.18.1            # via -r etc/requirements.in, dask, empyrical, odo, pandas-datareader, trading-calendars
+pandas==0.18.1            # via -r etc/requirements.in, dask, empyrical, odo, pandas-datareader, statsmodels, trading-calendars
 partd==0.3.7              # via dask
-pathtools==0.1.2          # via sphinx-autobuild, watchdog
-patsy==0.4.0              # via -r etc/requirements.in
+patsy==0.4.0              # via -r etc/requirements.in, statsmodels
 pbr==4.3.0                # via mock
 pip-tools==5.3.1          # via -r etc/requirements_dev.in
-port-for==0.3.1           # via sphinx-autobuild
 psutil==5.6.7             # via blaze
 pycodestyle==2.4.0        # via flake8
 pyflakes==2.0.0           # via flake8
-pygments==2.2.0           # via sphinx
 pyparsing==2.0.3          # via matplotlib
 python-dateutil==2.4.2    # via datashape, matplotlib, pandas
 python-interface==1.5.3   # via -r etc/requirements.in
-pytz==2018.5              # via -r etc/requirements.in, babel, matplotlib, pandas, trading-calendars
-pyyaml==3.13              # via sphinx-autobuild, watchdog
+pytz==2018.5              # via -r etc/requirements.in, matplotlib, pandas, trading-calendars
 requests-file==1.4.1      # via pandas-datareader
 requests==2.20.1          # via -r etc/requirements.in, pandas-datareader, requests-file, responses
 responses==0.9.0          # via -r etc/requirements_dev.in
-scipy==0.17.1             # via -r etc/requirements.in, empyrical
-singledispatch==3.4.0.3   # via tornado
-six==1.11.0               # via -r etc/requirements.in, cycler, flask-cors, h5py, livereload, mock, multipledispatch, patsy, pip-tools, python-dateutil, python-interface, requests-file, responses, sphinx, tables
-snowballstemmer==1.2.1    # via sphinx
+scipy==0.17.1             # via -r etc/requirements.in, empyrical, statsmodels
+six==1.11.0               # via -r etc/requirements.in, cycler, flask-cors, h5py, mock, multipledispatch, patsy, pip-tools, python-dateutil, python-interface, requests-file, responses, tables
 sortedcontainers==2.1.0   # via intervaltree
-sphinx-autobuild==0.6.0   # via -r etc/requirements_docs.in
-sphinx-rtd-theme==0.4.2   # via sphinx
-sphinx==1.3.2             # via -r etc/requirements_docs.in, sphinx-rtd-theme
 sqlalchemy==1.3.11        # via -r etc/requirements.in, alembic, blaze
 statsmodels==0.6.1        # via -r etc/requirements.in
 ta-lib==0.4.9             # via -r etc/requirements_talib.in
 tables==3.4.3             # via -r etc/requirements.in
 termcolor==1.1.0          # via nose-timer
 testfixtures==6.10.1      # via -r etc/requirements_dev.in
 toolz==0.8.2              # via -r etc/requirements.in, blaze, cytoolz, dask, odo, partd, trading-calendars
-tornado==5.1.1            # via livereload, sphinx-autobuild
 trading-calendars==1.11.2  # via -r etc/requirements.in
-typing==3.6.2             # via python-interface
 urllib3==1.24.3           # via requests
-watchdog==0.9.0           # via sphinx-autobuild
 werkzeug==0.16.0          # via flask
 
 # The following packages are considered to be unsafe in a requirements file:

etc/requirements_py36_locked.txt

@@ -2,7 +2,7 @@
 # This file is autogenerated by pip-compile
 # To update, run:
 #
-#    pip-compile --no-index --output-file=etc/requirements_py36_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in
+#    pip-compile --no-emit-index-url --output-file=etc/requirements_py36_locked.txt etc/requirements.in etc/requirements_blaze.in etc/requirements_build.in etc/requirements_dev.in etc/requirements_docs.in etc/requirements_talib.in
 #
 -e git+git://github.com/quantopian/blaze.git@f26375a6708eab85b7acc7869d6c518df2f974eb#egg=blaze  # via -r etc/requirements_blaze.in
 -e git+git://github.com/quantopian/datashape.git@cae16a85406ca4302ff1f985b74a3809be0a83a1#egg=datashape  # via -r etc/requirements_blaze.in, odo
@@ -83,7 +83,8 @@ six==1.15.0               # via -r etc/requirements.in, cycler, flask-cors, h5py
 snowballstemmer==2.0.0    # via sphinx
 sortedcontainers==2.2.2   # via intervaltree
 sphinx-autobuild==0.7.1   # via -r etc/requirements_docs.in
-sphinx==3.1.2             # via -r etc/requirements_docs.in, numpydoc
+sphinx-rtd-theme==0.5.0   # via -r etc/requirements_docs.in
+sphinx==3.1.2             # via -r etc/requirements_docs.in, numpydoc, sphinx-rtd-theme
 sphinxcontrib-applehelp==1.0.2  # via sphinx
 sphinxcontrib-devhelp==1.0.2  # via sphinx
 sphinxcontrib-htmlhelp==1.0.3  # via sphinx

zipline/__main__.py

@@ -112,6 +112,9 @@ def _(*args, **kwargs):
     return d
 
 
+DEFAULT_BUNDLE = 'quantopian-quandl'
+
+
 @main.command()
 @click.option(
     '-f',
@@ -151,7 +154,7 @@ def _(*args, **kwargs):
 @click.option(
     '-b',
     '--bundle',
-    default='quantopian-quandl',
+    default=DEFAULT_BUNDLE,
     metavar='BUNDLE-NAME',
     show_default=True,
     help='The data bundle to use for the simulation.',
@@ -293,7 +296,7 @@ def run(ctx,
         benchmark_file=benchmark_file,
     )
 
-    perf = _run(
+    return _run(
         initialize=None,
         handle_data=None,
         before_trading_start=None,
@@ -317,13 +320,6 @@ def run(ctx,
         benchmark_spec=benchmark_spec,
     )
 
-    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 zipline_magic(line, cell=None):
     """The zipline IPython cell magic.
@@ -362,7 +358,7 @@ def zipline_magic(line, cell=None):
 @click.option(
     '-b',
     '--bundle',
-    default='quandl',
+    default=DEFAULT_BUNDLE,
     metavar='BUNDLE-NAME',
     show_default=True,
     help='The data bundle to ingest.',
@@ -394,7 +390,7 @@ def ingest(bundle, assets_version, show_progress):
 @click.option(
     '-b',
     '--bundle',
-    default='quandl',
+    default=DEFAULT_BUNDLE,
     metavar='BUNDLE-NAME',
     show_default=True,
     help='The data bundle to clean.',

zipline/assets/assets.py

@@ -966,7 +966,7 @@ def lookup_symbol(self,
         ----------
         symbol : str
             The ticker symbol to resolve.
-        as_of_date : datetime or None
+        as_of_date : datetime.datetime or None
             Look up the last owner of this symbol as of this datetime.
             If ``as_of_date`` is None, then this can only resolve the equity
             if exactly one equity has ever owned the ticker.

zipline/data/bundles/core.py

@@ -182,8 +182,9 @@ class BadClean(click.ClickException, ValueError):
     """
     def __init__(self, before, after, keep_last):
         super(BadClean, self).__init__(
-            'Cannot pass a combination of `before` and `after` with'
-            '`keep_last`. Got: before=%r, after=%r, keep_n=%r\n' % (
+            'Cannot pass a combination of `before` and `after` with '
+            '`keep_last`. Must pass one. '
+            'Got: before=%r, after=%r, keep_last=%r\n' % (
                 before,
                 after,
                 keep_last,
@@ -578,6 +579,9 @@ def clean(name,
             if e.errno != errno.ENOENT:
                 raise
             raise UnknownBundle(name)
+
+        if before is after is keep_last is None:
+            raise BadClean(before, after, keep_last)
         if ((before is not None or after is not None) and
                 keep_last is not None):
             raise BadClean(before, after, keep_last)