MCPcopy Create free account

hub / github.com/quantopian/zipline / functions

Functions4,252 in github.com/quantopian/zipline

↓ 1 callersMethodlookup_asset_types
Retrieve asset types for a list of sids. Parameters ---------- sids : list[int] Returns -------
zipline/assets/assets.py:408
↓ 1 callersMethodlows
The low field's aggregation returns the smallest low seen between the market open and the current dt. If there has been no da
zipline/data/resample.py:308
↓ 1 callersFunctionmain
Top level zipline entry point.
zipline/__main__.py:50
↓ 1 callersFunctionmain
()
etc/gen_type_stubs.py:8
↓ 1 callersFunctionmain
(upload, upload_only, allow_partial_uploads, user)
etc/conda_build_matrix.py:57
↓ 1 callersFunctionmain
(env, do_upload)
ci/make_conda_packages.py:28
↓ 1 callersFunctionmain
()
tests/resources/pipeline_inputs/generate.py:14
↓ 1 callersFunctionmain
()
tests/resources/quandl_samples/rebuild_samples.py:34
↓ 1 callersFunctionmain
()
docs/deploy.py:33
↓ 1 callersMethodmake_adjustment_db_conn_str
(cls)
zipline/testing/fixtures.py:1689
↓ 1 callersMethodmake_adjustment_writer
(cls, conn)
zipline/testing/fixtures.py:1678
↓ 1 callersMethodmake_adjustment_writer_equity_daily_bar_reader
(cls)
zipline/testing/fixtures.py:1685
↓ 1 callersMethodmake_algo
(self, algo_class=None, **overrides)
zipline/testing/fixtures.py:2055
↓ 1 callersFunctionmake_assert_equal_assertion_error
Create an assertion error formatted for use in ``assert_equal``. Parameters ---------- assertion_message : str The concrete reaso
zipline/testing/predicates.py:344
↓ 1 callersMethodmake_asset_finder
Returns a new AssetFinder Returns ------- asset_finder : zipline.assets.AssetFinder
zipline/testing/fixtures.py:432
↓ 1 callersMethodmake_asset_finder_db_url
(cls)
zipline/testing/fixtures.py:428
↓ 1 callersMethodmake_bcolz_daily_bar_rootdir_path
(cls)
zipline/testing/fixtures.py:1055
↓ 1 callersMethodmake_bcolz_equity_minute_bar_rootdir_path
(cls)
zipline/testing/fixtures.py:1472
↓ 1 callersMethodmake_bcolz_future_daily_bar_rootdir_path
(cls)
zipline/testing/fixtures.py:1148
↓ 1 callersMethodmake_bcolz_future_minute_bar_rootdir_path
(cls)
zipline/testing/fixtures.py:1532
↓ 1 callersMethodmake_columns
(cls)
tests/pipeline/test_quarters_estimates.py:153
↓ 1 callersMethodmake_currency_codes
(cls, calendar, assets)
tests/pipeline/test_international_markets.py:87
↓ 1 callersMethodmake_daily_bar_data
(cls, assets, calendar, sessions)
tests/pipeline/test_international_markets.py:63
↓ 1 callersMethodmake_dividends_data
(cls)
tests/test_history.py:199
↓ 1 callersMethodmake_equity_daily_bar_currency_codes
(cls, country_code, sids)
tests/data/test_daily_bars.py:186
↓ 1 callersMethodmake_equity_daily_bar_data
Create daily pricing data. Parameters ---------- country_code : str An ISO 3166 alpha-2 country code. Da
zipline/testing/fixtures.py:820
↓ 1 callersMethodmake_equity_info
(cls)
zipline/testing/fixtures.py:417
↓ 1 callersMethodmake_equity_info
(cls)
tests/data/test_daily_bars.py:679
↓ 1 callersMethodmake_equity_minute_bar_data
(cls)
tests/data/test_resample.py:547
↓ 1 callersFunctionmake_eventrule
Constructs an event rule from the factory api.
zipline/utils/events.py:802
↓ 1 callersFunctionmake_events_for_sid
(sid, event_dates, event_timestamps)
tests/pipeline/test_events.py:80
↓ 1 callersMethodmake_exchanges_info
(cls, *args, **kwargs)
tests/test_fetcher.py:107
↓ 1 callersMethodmake_expected_timelines
(cls)
tests/pipeline/test_quarters_estimates.py:1132
↓ 1 callersMethodmake_expected_timelines_1q_out
(cls)
tests/pipeline/test_quarters_estimates.py:2044
↓ 1 callersMethodmake_expected_timelines_2q_out
(cls)
tests/pipeline/test_quarters_estimates.py:2048
↓ 1 callersMethodmake_future_daily_bar_data
(cls)
zipline/testing/fixtures.py:951
↓ 1 callersFunctionmake_future_info
Create a DataFrame representing futures for `root_symbols` during `year`. Generates a contract per triple of (symbol, year, month) supplied
zipline/assets/synthetic.py:206
↓ 1 callersMethodmake_future_minute_bar_data
(cls)
tests/finance/test_slippage.py:617
↓ 1 callersMethodmake_futures_info
(cls)
tests/test_assets.py:430
↓ 1 callersMethodmake_fx_rates
(cls, rate_names, currencies, sessions)
zipline/testing/fixtures.py:2162
↓ 1 callersMethodmake_hdf5_daily_bar_path
(cls)
zipline/testing/fixtures.py:1293
↓ 1 callersMethodmake_id
()
zipline/finance/order.py:80
↓ 1 callersMethodmake_knowledge_dates
(self, data)
zipline/utils/security_list.py:38
↓ 1 callersMethodmake_loader
(cls, events, columns)
tests/pipeline/test_quarters_estimates.py:623
↓ 1 callersMethodmake_loader
(cls, events, next_value_columns, previous_value_columns)
tests/pipeline/test_events.py:423
↓ 1 callersMethodmake_mergers_data
(cls)
tests/test_history.py:184
↓ 1 callersFunctionmake_null_event_date_events
Make an event with a null event_date for all sids. Used to test that EventsLoaders filter out null events.
tests/pipeline/test_events.py:93
↓ 1 callersFunctionmake_pipeline
()
zipline/examples/momentum_pipeline.py:19
↓ 1 callersFunctionmake_processor_assignment
(arg, processor_name)
zipline/utils/preprocess.py:160
↓ 1 callersMethodmake_root_symbols_info
(self)
tests/test_data_portal.py:59
↓ 1 callersMethodmake_seeded_random_loader_columns
(cls)
zipline/testing/fixtures.py:1813
↓ 1 callersMethodmake_seeded_random_pipeline_engine_hooks
(cls)
zipline/testing/fixtures.py:1805
↓ 1 callersMethodmake_seeded_random_populate_initial_workspace
(cls)
zipline/testing/fixtures.py:1809
↓ 1 callersMethodmake_splits_data
(cls)
tests/test_history.py:169
↓ 1 callersMethodmake_stock_dividends_data
(cls)
tests/test_benchmark.py:94
↓ 1 callersMethodmask_pandas_args
(self, kwargs)
zipline/sources/requests_csv.py:244
↓ 1 callersMethodmaybe_create_close_position_transaction
(self, asset, dt, data_portal)
zipline/finance/ledger.py:224
↓ 1 callersFunctionmerge_ownership_periods
Given a dict of mappings where the values are lists of OwnershipPeriod objects, returns a dict with the same structure with new Ownership
zipline/assets/assets.py:104
↓ 1 callersMethodmethod
(self, a, b, c=3)
tests/utils/test_preprocess.py:172
↓ 1 callersFunctionminute_equity_path
(bundle_name, timestr, environ=None)
zipline/data/bundles/core.py:41
↓ 1 callersMethodminute_prices_on_tick
(self, row)
tests/test_algorithm.py:4098
↓ 1 callersFunctionminute_to_session
Resample an array with minute data into an array with session data. This function assumes that the minute data is the exact length of all
zipline/data/resample.py:69
↓ 1 callersFunctionmost_recent_data
Get the path to the most recent data after ``date``for the given bundle. Parameters ---------- bundle_name : str
zipline/data/bundles/core.py:454
↓ 1 callersMethodnaive_columnwise_pearson
(self, left, right)
tests/pipeline/test_statistical.py:1084
↓ 1 callersFunctionnaive_grouped_rowwise_apply
Simple implementation of grouped row-wise function application. Parameters ---------- data : ndarray[ndim=2] Input array ove
zipline/lib/normalize.py:4
↓ 1 callersFunctionnanos_to_seconds
(nanos)
zipline/pipeline/loaders/synthetic.py:40
↓ 1 callersFunctionnew_dataset
Creates or returns a dataset from a blaze expression. Parameters ---------- expr : Expr The blaze expression representing th
zipline/pipeline/loaders/blaze/core.py:291
↓ 1 callersMethodnext_event_indexer
(self, dates, data_query_cutoff, sids)
zipline/pipeline/loaders/events.py:148
↓ 1 callersMethodnotnan
A Filter producing True for values where this Factor is not NaN. Returns ------- nanfilter : zipline.pipeline.Filter
zipline/pipeline/factors/factor.py:1286
↓ 1 callersMethodohlc_ratio_for_sid
(self, sid)
zipline/data/minute_bars.py:508
↓ 1 callersMethodopens
The open field's aggregation returns the first value that occurs for the day, if there has been no data on or before the `dt` the ope
zipline/data/resample.py:167
↓ 1 callersMethodorder_target_percent
Place an order to adjust a position to a target percent of the current portfolio value. If the position doesn't already exist, this is
zipline/algorithm.py:1826
↓ 1 callersFunctionoverlap
Check if two ranges overlap. Parameters ---------- a : range The first range. b : range The second range. Retur
zipline/utils/range.py:236
↓ 1 callersFunctionpad_lines_after_first
Apply a prefix to each line in s after the first.
zipline/utils/sharedoc.py:30
↓ 1 callersMethodparse_argspec
Takes a callable and returns a tuple with the list of Argument objects, the name of *args, and the name of **kwargs. If *args
zipline/utils/argcheck.py:98
↓ 1 callersMethodparse_date_str_series
Efficient parsing for a 1d Pandas/numpy object containing string representations of dates. Note: pd.to_datetime is significa
zipline/sources/requests_csv.py:201
↓ 1 callersFunctionparse_dividends
(data, show_progress)
zipline/data/bundles/quandl.py:152
↓ 1 callersFunctionparse_pricing_and_vol
(data, sessions, symbol_map)
zipline/data/bundles/quandl.py:168
↓ 1 callersFunctionparse_splits
(data, show_progress)
zipline/data/bundles/quandl.py:136
↓ 1 callersMethodparser
(self, value)
zipline/utils/cli.py:43
↓ 1 callersMethodparser
(self, value)
zipline/utils/cli.py:88
↓ 1 callersFunctionpatch_read_csv
Patch pandas.read_csv to map lookups from url to another. Parameters ---------- url_map : mapping[str or file-like object -> str or file-
zipline/testing/core.py:1514
↓ 1 callersMethodpay_dividends
Returns a cash payment based on the dividends that should be paid out according to the accumulated bookkeeping of earned, unpaid, and
zipline/finance/ledger.py:181
↓ 1 callersMethodpeer_count
Construct a factor that gives the number of occurrences of each distinct category in a classifier. Parameters ------
zipline/pipeline/classifiers/classifier.py:382
↓ 1 callersMethodpipeline_output
Get results of the pipeline attached by with name ``name``. Parameters ---------- name : str Name of the
zipline/algorithm.py:2289
↓ 1 callersFunctionplural
Selects a singular or plural word based on the length of a sequence. Parameters ---------- singlular : str The string to use when
zipline/utils/formatting.py:25
↓ 1 callersMethodpost
(data)
tests/test_algorithm.py:551
↓ 1 callersMethodpre
(data)
tests/test_algorithm.py:547
↓ 1 callersFunctionpreprocessor
(func, argname, arg)
zipline/utils/input_validation.py:797
↓ 1 callersMethodprevious_event_indexer
(self, data_query_time, sids)
zipline/pipeline/loaders/events.py:158
↓ 1 callersFunctionprices_generating_returns
Construct the time series of prices that produce the given returns. Parameters ---------- returns : np.ndarray[float] The returns
zipline/testing/core.py:1613
↓ 1 callersMethodprocess_close_position
(self, asset, dt, data_portal)
zipline/finance/metrics/tracker.py:188
↓ 1 callersMethodprocess_commission
Process the commission. Parameters ---------- commission : zp.Event The commission being paid.
zipline/finance/ledger.py:559
↓ 1 callersMethodprocess_dividends
Process dividends for the next session. This will earn us any dividends whose ex-date is the next session as well as paying out any d
zipline/finance/ledger.py:582
↓ 1 callersMethodprocess_order
Compute the number of shares and price to fill for ``order`` in the current minute. Parameters ---------- da
zipline/finance/slippage.py:125
↓ 1 callersMethodprocess_splits
Processes a list of splits by modifying any positions as needed. Parameters ---------- splits: list[(Asset, float)]
zipline/finance/ledger.py:525
↓ 1 callersMethodprocess_splits
Processes a list of splits by modifying any open orders as needed. Parameters ---------- splits: list A
zipline/finance/blotter/blotter.py:138
↓ 1 callersMethodprocess_splits
Processes a list of splits by modifying any open orders as needed. Parameters ---------- splits: list A
zipline/finance/blotter/simulation_blotter.py:285
↓ 1 callersMethodprocess_transaction
(self, transaction)
zipline/finance/metrics/tracker.py:176
↓ 1 callersMethodprune_orders
Removes all given orders from the blotter's open_orders list. Parameters ---------- closed_orders: iterable of order
zipline/finance/blotter/blotter.py:188
← previousnext →1,201–1,300 of 4,252, ranked by callers