Compute rowwise array quantiles on an input.

Construct a time series of prices that ticks by a random multiple of ``tick_size`` every period. Parameters ---------- starting_

Factory function for making binary operator methods on a Factor. Returns a function, "reflected_binary_operator" suitable for implementing

Register a data bundle ingest function. Parameters ---------- name : str The name of the bundle. f : call

Register a new metrics set. Parameters ---------- name : str The name of the metrics set function : calla

Explicitly map a datset to a collection of blaze expressions. Parameters ---------- dataset : DataSet The pipelin

Restride `array` to repeat `count` times along the last axis. Parameters ---------- array : np.array The array to restride.

Retrieve Future objects for an iterable of sids. Users generally shouldn't need to this method (instead, they should prefer

dates : pd.DatetimeIndex The calendar dates. sid : int The sid for which we want to retrieve adjustments.

Rotate a list of elements. Pulls N elements off the end of the list and appends them to the front. >>> rotN(['a', 'b', 'c', 'd'], 2)

Round a to the nearest integer if that integer is within an epsilon of a.

Run a trading algorithm. Parameters ---------- start : datetime The start date of the backtest. end : datetime T

Compute the given TermGraph, seeding the workspace of our engine with `initial_workspace`. Parameters ----------

Compute `pipeline`, providing values for at least `start_date`. Produces a DataFrame containing data for days between `start_date` a

Check if two scalar values are "the same". Returns True if `x == y`, or if x and y are both NaN or both NaT.

Check if all values in a sequence are equal. Returns True on empty sequences. Examples -------- >>> same(1, 1, 1, 1) True

Set a limit on the maximum leverage of the algorithm. Parameters ---------- max_leverage : float The maximum leve

Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leve

Write all the supplied kwargs as attributes of the sid's file.

Lives in zipline.__init__ for doctests.

Shift dates of a pipeline query back by ``shift`` days. Parameters ---------- dates : DatetimeIndex All known dates. sta

r"""Projection vectors to the simplex domain Implemented according to the paper: Efficient projections onto the l1-ball for learning in high

Generate a random walk of minute returns which meets the given OHLCV profile for an asset. The volume will be evenly distributed through the d

Specialize a generic DataSet to a concrete domain. Parameters ---------- domain : zipline.pipeline.domain.Domain

Split a trace of a chunked pipeline execution into a list of traces for each chunk.

Split requested columns into columns that should load the next known value and columns that should load the previous known value.

Construct a subtest in a unittest. Consider using ``zipline.testing.parameter_space`` when subtests are constructed over a single input

Factory function for making testing methods.

Convert a pd.Timedelta to a number of minutes as an int.

Compile into an ExecutionPlan. Parameters ---------- domain : zipline.pipeline.domain.Domain Domain on w

Compile into a simple TermGraph with no extra row metadata. Parameters ---------- default_screen : zipline.pipeline.

Iterate over ``it``, two elements at a time. ``it`` must yield an even number of times. Examples -------- >>> list(two_at_a_time([1,

Factory function for making unary operator methods for Factors.

Factory function for making unary operator methods for Filters.

Create a new subtype of `principal_type` that adds this mixin to ``principal_type``. ``principal_type`` will be one of Factor, Filter

Unzip a length n sequence of length m sequences into m seperate length n sequences. Parameters ---------- seq : iterable[iterable]

Merge ``adjustments`` with existing adjustments, handling index collisions according to ``method``. Parameters -----

Map a function over baseline and adjustment values in place. Note that the baseline data values must be a LabelArray.

A recursive function that takes a root element, list of namespaces, and the value being stored, and assigns namespaces to the root object

Verify that the columns of ``events`` can be used by an EventsLoader to serve the BoundColumns described by ``next_value_columns`` and ``

Verify that the columns of ``events`` can be used by a EarningsEstimatesLoader to serve the BoundColumns described by `columns`.

Validate that a dictionary has an expected set of keys.

Helper method for validating parameters to the order API function. Raises an UnsupportedOrderParameters if invalid arguments are fou

Verify that DataFrames in ``frames`` have the same indexing scheme and are aligned to ``calendar``. Parameters ---------- frames

Verify a trace of a Pipeline execution.

The volume field's aggregation returns the sum of all volumes between the market open and the `dt` If there has been no data

Wait until the function is finished executing. Notes ----- In the :class:`~zipline.utils.pool.SequentialPool` case, this is a

Whether or not `asset` was active at the time corresponding to `reference_date_value`. Parameters ---------- reference_date_valu

Weak least-recently-used cache decorator. If *maxsize* is set to None, the LRU features are disabled and the cache can grow without bound.

Drops any record where a value would not fit into a uint32. Parameters ---------- df : pd.DataFrame The dataframe to winsorise.

Decorator for providing dynamic default values for a method. Usages: @with_defaults(foo=lambda self: self.x + self.y) def func(self

Write the metadata to a JSON file in the rootdir. Values contained in the metadata are: version : int The value

Write the frames to the target HDF5 file, using the format used by ``pd.Panel.to_hdf`` Parameters ----------