Method run

zipline/algorithm.py:621–654

Run the algorithm.

(self, data_portal=None)

        return self._create_generator(self.sim_params)

    def run(self, data_portal=None):
        """Run the algorithm.
        """
        # HACK: I don't think we really want to support passing a data portal
        # this late in the long term, but this is needed for now for backwards
        # compat downstream.
        if data_portal is not None:
            self.data_portal = data_portal
            self.asset_finder = data_portal.asset_finder
        elif self.data_portal is None:
            raise RuntimeError(
                "No data portal in TradingAlgorithm.run().\n"
                "Either pass a DataPortal to TradingAlgorithm() or to run()."
            )
        else:
            assert self.asset_finder is not None, \
                "Have data portal without asset_finder."

        # Create zipline and loop through simulated_trading.
        # Each iteration returns a perf dictionary
        try:
            perfs = []
            for perf in self.get_generator():
                perfs.append(perf)

            # convert perf dict to pandas dataframe
            daily_stats = self._create_daily_stats(perfs)

            self.analyze(daily_stats)
        finally:
            self.data_portal = None
            self.metrics_tracker = None

        return daily_stats

    def _create_daily_stats(self, perfs):
        # create daily and cumulative stats dataframe