Add extension.py

Dockerfile

@@ -1,21 +1,15 @@
 #
 # Dockerfile for an image with the currently checked out version of zipline installed. To build:
 #
-#    docker build -t quantopian/zipline .
+#    docker build -t alpacamarkets/alpaca-zipline .
 #
 # To run the container:
 #
 #    docker run -v /path/to/your/notebooks:/projects -v ~/.zipline:/root/.zipline -p 8888:8888/tcp --name zipline -it quantopian/zipline
 #
 # To access Jupyter when running docker locally (you may need to add NAT rules):
 #
-#    https://127.0.0.1
-#
-# default password is jupyter.  to provide another, see:
-#    http://jupyter-notebook.readthedocs.org/en/latest/public_server.html#preparing-a-hashed-password
-#
-# once generated, you can pass the new value via `docker run --env` the first time
-# you start the container.
+#    https://127.0.0.1:8888
 #
 # You can also run an algo using the docker exec command.  For example:
 #
@@ -67,23 +61,14 @@ RUN pip install 'numpy>=1.11.1,<2.0.0' \
 RUN pip install git+https://github.com/alpacahq/zipline@98e860b55c9fc4a8a825fe6c0f558b0fb2866bf8
 RUN pip install alpaca-trade-api==0.10.0
 
-#
-# This is then only file we need from source to remain in the
-# image after build and install.
-#
-
-# ADD ./etc/docker_cmd.sh /
-
-#
-# make port available. /zipline is made a volume
-# for developer testing.
-#
 EXPOSE ${NOTEBOOK_PORT}
 
+ADD ./extension.py /root/.zipline/extension.py
 
 #
 # start the jupyter server
 #
 
 WORKDIR ${PROJECT_DIR}
-# CMD /docker_cmd.sh
+ADD ./start-jupyter.sh /
+CMD /start-jupyter.sh

extension.py

@@ -0,0 +1,90 @@
+from zipline.data import bundles
+from click import progressbar
+from io import BytesIO
+import requests
+import tarfile
+
+
+def download_with_progress(url, chunk_size, **progress_kwargs):
+    """
+    Download streaming data from a URL, printing progress information to the
+    terminal.
+
+    Parameters
+    ----------
+    url : str
+        A URL that can be understood by ``requests.get``.
+    chunk_size : int
+        Number of bytes to read at a time from requests.
+    **progress_kwargs
+        Forwarded to click.progressbar.
+
+    Returns
+    -------
+    data : BytesIO
+        A BytesIO containing the downloaded data.
+    """
+    resp = requests.get(url, stream=True)
+    resp.raise_for_status()
+
+    total_size = int(resp.headers['content-length'])
+    data = BytesIO()
+    with progressbar(length=total_size, **progress_kwargs) as pbar:
+        for chunk in resp.iter_content(chunk_size=chunk_size):
+            data.write(chunk)
+            pbar.update(len(chunk))
+
+    data.seek(0)
+    return data
+
+
+def download_without_progress(url):
+    """
+    Download data from a URL, returning a BytesIO containing the loaded data.
+
+    Parameters
+    ----------
+    url : str
+        A URL that can be understood by ``requests.get``.
+
+    Returns
+    -------
+    data : BytesIO
+        A BytesIO containing the downloaded data.
+    """
+    resp = requests.get(url)
+    resp.raise_for_status()
+    return BytesIO(resp.content)
+
+
+ALPACA_BUNDLE_URL = (
+    'https://s3.amazonaws.com/files.alpaca.markets/bundle/alpaca-bundle.tgz'
+)
+ONE_MEGABYTE = 1024 * 1024
+
+
+@bundles.register('alpaca-bundle', create_writers=False)
+def alpaca_bundle(environ,
+                  asset_db_writer,
+                  minute_bar_writer,
+                  daily_bar_writer,
+                  adjustment_writer,
+                  calendar,
+                  start_session,
+                  end_session,
+                  cache,
+                  show_progress,
+                  output_dir):
+    if show_progress:
+        data = download_with_progress(
+            ALPACA_BUNDLE_URL,
+            chunk_size=ONE_MEGABYTE,
+            label="Downloading Bundle: alpaca-bundle",
+        )
+    else:
+        data = download_without_progress(ALPACA_BUNDLE_URL)
+
+    with tarfile.open('r', fileobj=data) as tar:
+        if show_progress:
+            print("Writing data to %s." % output_dir)
+        tar.extractall(output_dir)

start-jupyter.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+#
+# generate configuration and password if this is the first run
+#
+if [ ! -f /var/tmp/zipline_init ] ; then
+    jupyter notebook --generate-config
+    echo "c.NotebookApp.password = ''" >> ${CONFIG_PATH}
+    touch /var/tmp/zipline_init
+fi
+
+jupyter notebook -y --no-browser --notebook-dir=${PROJECT_DIR} \
+    --ip='*' --allow-root --NotebookApp.token= \
+    --config=${CONFIG_PATH}