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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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Improve error message at broker import #47

Open tibkiss opened 6 years ago

tibkiss commented 6 years ago

The brokers are dynamically imported in zipline-live based on the value of --broker command line parameter. If a nonexistent broker is specified an error is presented to the user: https://github.com/zipline-live/zipline/blob/0da196947e0271b2f46138e0f5efa44078726c9e/zipline/__main__.py#L240-L245

The following error is also presented if the broker is supported, but its dependencies are not present. We should improve the error message in that case and notify the user about the dependency problem.

Steps to reproduce:

peterfabakker commented 6 years ago

so how can you know whether the ib_broker file is not there or the dependencies are not there? you want to execute a file exist check, read all imports in the beginning if the file is there and try to import the dependencies in the broker file?

Or maybe make people install snakefood?

pip install snakefood

sfood-imports ib_broker.py

generates:

/usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:14: sys /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:15: collections.namedtuple /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:15: collections.defaultdict /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:16: time.sleep /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:17: math.fabs /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:19: six.itervalues /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:20: pandas /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:21: numpy /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:23: zipline.gens.brokers.broker.Broker /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:24: zipline.finance.order.Order /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:24: zipline.finance.order.ORDER_STATUS /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:26: zipline.finance.execution.MarketOrder /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:26: zipline.finance.execution.LimitOrder /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:26: zipline.finance.execution.StopOrder /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:26: zipline.finance.execution.StopLimitOrder /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:30: zipline.protocol /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:31: zipline.api.symbol /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:32: zipline.errors.SymbolNotFound /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:34: ib.ext.EClientSocket.EClientSocket /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:35: ib.ext.EWrapper.EWrapper /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:36: ib.ext.Contract.Contract /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:37: ib.ext.Order.Order /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:38: ib.ext.EClientErrors.EClientErrors /usr/local/lib/python2.7/dist-packages/zipline/gens/brokers/ib_broker.py:40: logbook.Logger

tibkiss commented 6 years ago

I think we can simply catch ImportError, and then check if the module exists (via pkgutil, to avoid external dependencies) we can print an error about missing dependencies.

you can find usage of pkgutil in here: https://github.com/zipline-live/zipline/pull/63/files