Improve error message at broker import

[tibkiss]

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:

zipline/zipline/__main__.py

Lines 240 to 245 in 0da1969

	if broker:
	mod_name = 'zipline.gens.brokers.%s_broker' % broker.lower()
	try:
	bmod = import_module(mod_name)
	except ImportError:
	ctx.fail("unsupported broker: can't import module %s" % mod_name)

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:

• Install based on the tutorial
• Uninstall IbPy2 from virtualenv
• Start zipline-live with ib broker
• Observe the error

[peterfabakker]

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]

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