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Functions4,252 in github.com/quantopian/zipline

↓ 1 callersFunctionclean_f
(self, *args, **kwargs)
zipline/testing/core.py:1201
↓ 1 callersMethodclose
(self)
zipline/data/adjustments.py:380
↓ 1 callersMethodclose_position
(self, asset, dt, data_portal)
zipline/finance/ledger.py:573
↓ 1 callersMethodcloses
The close field's aggregation returns the latest close at the given dt. If the close for the given dt is `nan`, the most rece
zipline/data/resample.py:372
↓ 1 callersMethodcloses
(self, mask_last_sid)
tests/pipeline/test_technical.py:32
↓ 1 callersMethodclsmeth
(cls, a, b, c=3)
tests/utils/test_preprocess.py:177
↓ 1 callersFunctioncoerce
A preprocessing decorator that coerces inputs of a given type by passing them to a callable. Parameters ---------- from : type o
zipline/utils/input_validation.py:767
↓ 1 callersMethodcollect_post_asof_split_adjustments
Collect split adjustments that occur after the split-adjusted-asof-date. Each adjustment needs to be applied to all dates on
zipline/pipeline/loaders/earnings_estimates.py:1117
↓ 1 callersMethodcollect_pre_split_asof_date_adjustments
Collect split adjustments that occur before the split-adjusted-asof-date. All those adjustments must first be UN-applied at t
zipline/pipeline/loaders/earnings_estimates.py:1053
↓ 1 callersMethodcollect_split_adjustments
(self, adjustments_for_sid, requested_qtr_
zipline/pipeline/loaders/earnings_estimates.py:894
↓ 1 callersMethodcompute
(self, today, assets, out, close)
zipline/pipeline/factors/basic.py:56
↓ 1 callersMethodcompute
(self, today, assets, out, values)
zipline/pipeline/factors/basic.py:84
↓ 1 callersMethodcompute
(self, today, assets, out, lows, highs)
zipline/pipeline/factors/technical.py:114
↓ 1 callersMethodcompute
(self, today, assets, out, high,
zipline/pipeline/factors/technical.py:224
↓ 1 callersMethodcompute
(self, today, assets, out, close)
zipline/pipeline/factors/technical.py:258
↓ 1 callersMethodcompute
(self, today, assets, out, highs, lows, closes)
zipline/pipeline/factors/technical.py:291
↓ 1 callersMethodcompute
(self, today, assets, out, close, fast_period, slow_period, signal_period)
zipline/pipeline/factors/technical.py:377
↓ 1 callersFunctioncompute_asset_lifetimes
Parameters ---------- frames : dict[str, pd.DataFrame] A dict mapping each OHLCV field to a dataframe with a row for each
zipline/data/hdf5_daily_bars.py:452
↓ 1 callersMethodcompute_eager_pipelines
Compute any pipelines attached with eager=True.
zipline/algorithm.py:605
↓ 1 callersMethodcompute_expected_vwaps
(self, window_lengths)
tests/pipeline/test_pipeline_algo.py:518
↓ 1 callersMethodcomputing_chunk
(self, terms, start_date, end_date)
zipline/pipeline/hooks/no.py:16
↓ 1 callersMethodcomputing_term
(self, term)
zipline/pipeline/hooks/no.py:24
↓ 1 callersFunctionconsistent_round
(val)
zipline/utils/compat.py:46
↓ 1 callersFunctionconvert_cols
Adapt OHLCV columns into uint32 columns. Parameters ---------- cols : dict A dict mapping each column name (open, high, low, clos
zipline/data/minute_bars.py:117
↓ 1 callersFunctioncreate_data_portal_from_trade_history
(asset_finder, trading_calendar, tempdir, sim_params, trades_by_sid)
zipline/testing/core.py:629
↓ 1 callersFunctioncreate_empty_dividends_frame
()
zipline/testing/core.py:1224
↓ 1 callersMethodcreate_estimates_df
(cls, q1e1, q1e2, q2e1,
tests/pipeline/test_quarters_estimates.py:563
↓ 1 callersMethodcreate_overwrite_for_estimate
(self, column, column_name,
zipline/pipeline/loaders/earnings_estimates.py:174
↓ 1 callersMethodcreate_overwrites_for_quarter
Add entries to the dictionary of columns to adjustments for the given sid and the given quarter. Parameters --------
zipline/pipeline/loaders/earnings_estimates.py:492
↓ 1 callersMethodcreate_releases_df
(cls, sid)
tests/pipeline/test_quarters_estimates.py:547
↓ 1 callersFunctioncreate_simple_domain
Create a new pipeline domain with a simple date_range index.
zipline/testing/core.py:1764
↓ 1 callersFunctioncreate_trade_source
(sids, trade_time_increment, sim_params,
zipline/utils/factory.py:134
↓ 1 callersFunctioncreate_transaction
(order, dt, price, amount)
zipline/finance/transaction.py:67
↓ 1 callersFunctioncsvdir_bundle
Build a zipline data bundle from the directory with csv files.
zipline/data/bundles/csvdir.py:98
↓ 1 callersFunctiondaily_equity_path
(bundle_name, timestr, environ=None)
zipline/data/bundles/core.py:48
↓ 1 callersMethoddaily_prices_on_tick
(self, row)
tests/test_algorithm.py:3749
↓ 1 callersMethoddata_len_for_day
Return the number of data points up to and including the provided day.
zipline/data/minute_bars.py:847
↓ 1 callersFunctiondata_root
The root directory for zipline data files. Parameters ---------- environ : dict, optional An environment dict to forward to
zipline/utils/paths.py:170
↓ 1 callersFunctiondatashape_type_to_numpy
Given a datashape type, return the associated numpy type. Maps datashape's DateTime type to numpy's `datetime64[ns]` dtype, since the num
zipline/pipeline/loaders/blaze/core.py:261
↓ 1 callersFunctiondate_gen
Utility to generate a stream of dates.
zipline/sources/test_source.py:49
↓ 1 callersFunctiondays_and_sids_for_frames
Returns the date index and sid columns shared by a list of dataframes, ensuring they all match. Parameters ---------- frames : l
zipline/data/hdf5_daily_bars.py:173
↓ 1 callersFunctiondebug_mro_failure
(name, bases)
zipline/testing/debug.py:7
↓ 1 callersMethoddecay_rate_to_com
(decay_rate)
tests/pipeline/test_engine.py:1206
↓ 1 callersMethoddecay_rate_to_halflife
(decay_rate)
tests/pipeline/test_engine.py:1211
↓ 1 callersMethoddecay_rate_to_span
(decay_rate)
tests/pipeline/test_engine.py:1201
↓ 1 callersFunctiondeclare_node
(f, name, attributes)
zipline/pipeline/visualize.py:187
↓ 1 callersMethoddecref_dependencies
Decrement in-edges for ``term`` after computation. Parameters ---------- term : zipline.pipeline.Term Th
zipline/pipeline/graph.py:204
↓ 1 callersMethoddefault_fetch_csv_country_code
Get a default country_code to use for fetch_csv symbol lookups. This will be used to disambiguate symbol lookups for fetch_csv calls
zipline/algorithm.py:2394
↓ 1 callersMethoddefault_handle_data
Handle data function shared between test algos.
tests/test_algorithm.py:3770
↓ 1 callersMethoddefault_handle_data
Handle data function shared between test algos.
tests/test_algorithm.py:4121
↓ 1 callersMethoddefault_initialize
Initialize function shared between test algos.
tests/test_algorithm.py:3757
↓ 1 callersMethoddefault_initialize
Initialize function shared between test algos.
tests/test_algorithm.py:4108
↓ 1 callersFunctiondefault_metrics
()
zipline/finance/metrics/__init__.py:53
↓ 1 callersMethoddefault_pipeline_domain
Get a default pipeline domain for algorithms running on ``calendar``. This will be used to infer a domain for pipelines that only us
zipline/algorithm.py:2384
↓ 1 callersMethoddelegate
(self)
tests/utils/test_metautils.py:17
↓ 1 callersFunctiondelegating_hooks_method
Factory function for making DelegatingHooks methods.
zipline/pipeline/hooks/delegate.py:9
↓ 1 callersFunctiondo_setup
()
versioneer.py:1577
↓ 1 callersFunctiondo_vcs_install
(manifest_in, versionfile_source, ipy)
versioneer.py:1081
↓ 1 callersMethoddownsample_minute_return_series
(cls, trading_calendar, minute
zipline/sources/benchmark_source.py:182
↓ 1 callersFunctiondrain_zipline
(test, zipline)
zipline/testing/core.py:86
↓ 1 callersMethodearn_dividend
Register the number of shares we held at this dividend's ex date so that we can pay out the correct amount on the dividend's pay date
zipline/finance/position.py:70
↓ 1 callersMethodearn_dividends
Given a list of dividends whose ex_dates are all the next trading day, calculate and store the cash and/or stock payments to be paid on
zipline/finance/ledger.py:141
↓ 1 callersMethodearn_stock_dividend
Register the number of shares we held at this dividend's ex date so that we can pay out the correct amount on the dividend's pay date
zipline/finance/position.py:79
↓ 1 callersMethodempty_in_memory_reader
(self, dates, sids)
tests/data/test_adjustments.py:46
↓ 1 callersMethodend_of_simulation
(self, packet, ledger, trading_c
zipline/finance/metrics/metric.py:729
↓ 1 callersFunctionensure_adjusted_array
(ndarray_or_adjusted_array, missing_value)
zipline/lib/adjusted_array.py:360
↓ 1 callersFunctionensure_ndarray
Return the input as a numpy ndarray. This is a no-op if the input is already an ndarray. If the input is an adjusted_array, this extrac
zipline/lib/adjusted_array.py:374
↓ 1 callersFunctionensure_not_exists
(path)
docs/deploy.py:24
↓ 1 callersFunctionensure_utc
Normalize a time. If the time is tz-naive, assume it is UTC.
zipline/utils/events.py:72
↓ 1 callersMethodexecute_cancel_policy
(self, event)
zipline/finance/blotter/blotter.py:113
↓ 1 callersMethodexecute_transaction
(self, txn)
zipline/finance/ledger.py:85
↓ 1 callersFunctionexpect_element
Preprocessing decorator that verifies inputs are elements of some expected collection. Examples -------- >>> @expect_element(x=(
zipline/utils/input_validation.py:484
↓ 1 callersMethodexpected_adjustments
(self, start_date, end_date,
tests/pipeline/test_us_equity_pricing_loader.py:325
↓ 1 callersMethodexpected_bbands
Compute the expected data (without adjustments) for the given window, k, and closes array. This uses talib.BBANDS to generate the exp
tests/pipeline/test_technical.py:38
↓ 1 callersMethodexpected_chunk_progress
Get expected progress after finishing a chunk ending at ``chunk_end``.
tests/pipeline/test_hooks.py:458
↓ 1 callersMethodexpected_ewma
(self, window_length, decay_rate)
tests/pipeline/test_engine.py:1124
↓ 1 callersMethodexpected_ewmstd
(self, window_length, decay_rate)
tests/pipeline/test_engine.py:1139
↓ 1 callersMethodexpected_latest
(self, column, slice_)
tests/pipeline/test_column.py:46
↓ 1 callersMethodexpected_volume
(self, date, asset)
tests/pipeline/test_pipeline_algo.py:219
↓ 1 callersMethodexpired
Construct a CachedObject that's expired at any time.
zipline/utils/cache.py:62
↓ 1 callersFunctionextract_option_object
Convert a click.option call into a click.Option object. Parameters ---------- option : decorator A click.option decorator. R
zipline/__main__.py:64
↓ 1 callersFunctionextras_requires
(conda_format=False)
setup.py:221
↓ 1 callersFunctionfast_get_loc_ffilled
Equivalent to dts.get_loc(dt, method='ffill'), but with reasonable microperformance.
zipline/testing/fixtures.py:2250
↓ 1 callersMethodfetch_data
(self)
zipline/sources/requests_csv.py:197
↓ 1 callersFunctionfetch_data_table
Fetch WIKI Prices data table from Quandl
zipline/data/bundles/quandl.py:77
↓ 1 callersMethodfetch_url
(self, url)
zipline/sources/requests_csv.py:529
↓ 1 callersFunctionffill_across_cols
Forward fill values in a DataFrame with special logic to handle cases that pd.DataFrame.ffill cannot and cast columns to appropriate types.
zipline/pipeline/loaders/utils.py:216
↓ 1 callersFunctionffill_query_in_range
Query a blaze expression in a given time range properly forward filling from values that fall before the lower date. Parameters ---------
zipline/pipeline/loaders/blaze/core.py:1129
↓ 1 callersMethodfill_expected_out
(cls, expected)
tests/pipeline/test_quarters_estimates.py:799
↓ 1 callersMethodfinal_daily_price
(self, asset)
tests/test_algorithm.py:3754
↓ 1 callersMethodfinal_minute_price
(self, asset)
tests/test_algorithm.py:4103
↓ 1 callersMethodfinish_chunk
(self, terms, start_date, end_date)
zipline/pipeline/hooks/progress.py:235
↓ 1 callersMethodfinish_compute_term
(self, term)
zipline/pipeline/hooks/progress.py:250
↓ 1 callersMethodfinish_load_terms
(self, terms)
zipline/pipeline/hooks/progress.py:243
↓ 1 callersFunctionfmt
(obj)
zipline/pipeline/visualize.py:175
↓ 1 callersFunctionfoldr
Fold a function over a sequence with right associativity. Parameters ---------- f : callable[any, any] The function to reduce the
zipline/utils/functional.py:337
↓ 1 callersMethodformat_callable
(self)
zipline/utils/argcheck.py:293
↓ 1 callersFunctionformat_docstring
Template ``formatters`` into ``docstring``. Parameters ---------- owner_name : str The name of the function or class whose d
zipline/utils/sharedoc.py:35
↓ 1 callersFunctionformat_table_query
(api_key, start_date, end_date, symbols)
tests/resources/quandl_samples/rebuild_samples.py:15
↓ 1 callersMethodframe_containing_all_missing_values
(self, index, columns)
tests/pipeline/test_events.py:300
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