`pipeline_line` output replacement

pipeline.py

# see
# * https://www.quantopian.com/research/notebooks/201610-Female-CEO/1106-Alpha-confirmation.ipynb
# * https://www.quantopian.com/posts/running-pipeline-backtest-in-reserach

last_pipeline_index = None

pipeline_data = None

def get_new_data(t, pipeline_name):
    start_date = t
    end_date = t+INCREASE_DELTA
    print "WARNING: Getting next date: {} - {}".format(start_date, end_date)
    return run_pipeline(
         pipe, 
         start_date=start_date, 
         end_date=end_date
    )    

def pipeline_output(pipeline_name):
    global pipeline_data, last_pipeline_index
    t = get_datetime().date()
    
    # initialization with the pipeline_data
    if pipeline_data is None:
        pipeline_data = get_new_data(t, pipeline_name)
        return pipeline_output(pipeline_name)

    # now check the pipeline_flow
    try:
        output = pipeline_data.loc[t]
        last_pipeline_index = pipeline_data.index.get_loc(t)
    except KeyError as e:
        # if date is outside pipeline_data
        last_date_of_df = max(pipeline_data.index.get_level_values(0))
        if t > last_date_of_df.date():
            pipeline_data = get_new_data(t, pipeline_name)
            return pipeline_output(pipeline_name)

        else:
            print "WARNING: Cannot find pipeline data on date: {}, last date: {}".format(t, last_pipeline_index)
            # if we cannot find the specific date in pipeline, use last date
            output = pipeline_data.irow(last_pipeline_index).reset_index(level=0, drop=True)
    return output