CLI QOL Improvements

[ssanderson]

Tried to use the new CLI a bit this morning. Feedback from that experience.

• You have to invoke the CLI with python -m zipline <stuff>, which is an annoying amount of typing. We could register an entrypoint in our setup.py so that you can just do zipline <stuff>. In my experience, this is how most libraries bundle command line interfaces (c.f., for example, gunicorn, ipython or jupyter). Click also has support for generating completion wrappers for entrypoints registered via console_scripts.
• Related to the above, errors in the CLI show a filename of __main__.py in the usage string.
• The quandl bundle isn't registered because we never import it. This is fixed on https://github.com/quantopian/zipline/pull/1178/files, but invoking python -m zipline ingest -b quandl crashes for me in fetch_symbol_metadata_frame.
• You need to pass the name of a bundle to zipline ingest or zipline run, but there's no way to see what bundles are available. A zipline bundles entrypoint would be nice for this, which could also be used to show the dates for which you have bundles available.

[ssanderson]

cc @richafrank

[richafrank]

👍

[ssanderson]

Stack trace for the failures I'm seeing on @llllllllll's latest trying to run the quandl bundle:

(qexec) [~/quantopian/qexec/zipline_repo]@(quantopian-quandl:fc04cd0819)$ python -m zipline ingest -b quandl
Downloading WIKI metadata:   [------------------------------------]
Traceback (most recent call last):
  File "/usr/lib/python2.7/runpy.py", line 162, in _run_module_as_main
    "__main__", fname, loader, pkg_name)
  File "/usr/lib/python2.7/runpy.py", line 72, in _run_code
    exec code in run_globals
  File "/home/ssanderson/quantopian/qexec/zipline_repo/zipline/__main__.py", line 345, in <module>
    cli()
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/click/core.py", line 664, in __call__
    return self.main(*args, **kwargs)
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/click/core.py", line 644, in main
    rv = self.invoke(ctx)
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/click/core.py", line 991, in invoke
    return _process_result(sub_ctx.command.invoke(sub_ctx))
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/click/core.py", line 837, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/click/core.py", line 464, in invoke
    return callback(*args, **kwargs)
  File "/home/ssanderson/quantopian/qexec/zipline_repo/zipline/__main__.py", line 298, in ingest
    show_progress,
  File "zipline/data/bundles/core.py", line 342, in ingest
    pth.data_path([name, timestr], environ=environ),
  File "zipline/data/bundles/quandl.py", line 280, in quandl_bundle
    show_progress=show_progress,
  File "zipline/data/bundles/quandl.py", line 112, in fetch_symbol_metadata_frame
    data = pd.concat(blocks, ignore_index=True).rename(columns={
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/pandas/tools/merge.py", line 754, in concat
    copy=copy)
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/pandas/tools/merge.py", line 785, in __init__
    objs = [obj for obj in objs if obj is not None ]
  File "/home/ssanderson/.virtualenvs/qexec/local/lib/python2.7/site-packages/click/_termui_impl.py", line 240, in next
    rv = next(self.iter)
  File "zipline/data/bundles/quandl.py", line 62, in _fetch_raw_metadata
    if raw.empty:
AttributeError: 'list' object has no attribute 'empty'

[llllllllll]

this is a really funny issue. In python 2 when we do raw = cache[key] that always returns a list for the first key because the bytes happen to not crash the msgpack parser and it is treating the filepath (which is bytes in py2) as msgpack data...

[llllllllll]

fixed with #1178