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zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library
http://www.zipline-live.io/
Apache License 2.0
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Live trade scaffolding #11

Closed tibkiss closed 7 years ago

tibkiss commented 7 years ago

Created the supporting classes of Live Trading: DataPortalLive, LiveAlgorithmExecutor & LiveTradingAlgorithm.

It is possible to start a sample application now:

(venv-python27) ~/w/s/zipline ❯❯❯ time zipline run -f zipline/examples/buy_and_hold.py --live-trading --data-frequency minute --tws-uri localhost:7500:1234     ⏎ feature/live_scaffolding ✭ ✱ ◼
[2017-05-19 14:00:55.778470] INFO: IB Broker: Connecting: localhost:7500:1234
Server Version: 76
TWS Time at connection:20170519 10:00:55 EST
[2017-05-19 14:00:56.112135] INFO: IB Broker: Managed accounts: ['xxxxxxxx']
[2017-05-19 14:00:56.216127] INFO: IB Broker: Local-Broker Time Skew: 0 days 00:00:01
[2017-05-19 14:00:56.953771] WARNING: Loader: Refusing to download new benchmark data because a download succeeded at 2017-05-19 13:37:25+00:00.
[2017-05-19 14:00:57.227565] INFO: Live Trading: initialization done
[2017-05-19 14:00:57.635889] INFO: algo: buy_and_hold.initialize()
[2017-05-19 14:00:57.639061] INFO: algo: data(): <zipline._protocol.BarData object at 0x109206c30>
[2017-05-19 14:00:59.646000] INFO: algo: data(): <zipline._protocol.BarData object at 0x109206c30>
[2017-05-19 14:01:59.913289] INFO: algo: data(): <zipline._protocol.BarData object at 0x109206c30>
tibkiss commented 7 years ago

I'll look into the test failures soon.

pbharrin commented 7 years ago

I think the failures are coming from the Yahoo! issue.