MCPcopy Create free account

hub / github.com/quantopian/zipline / functions

Functions4,252 in github.com/quantopian/zipline

Method__init__
(self, limit_price, asset=None, exchange=None)
zipline/finance/execution.py:83
Method__init__
(self, stop_price, asset=None, exchange=None)
zipline/finance/execution.py:113
Method__init__
(self, limit_price, stop_price, asset=None, exchange=None)
zipline/finance/execution.py:146
Method__init__
@dt - datetime.datetime that the order was placed @asset - asset for the order. @amount - the number of shares to buy/sell
zipline/finance/order.py:50
Method__init__
Track any arguments that should be printed in the error message generated by self.fail.
zipline/finance/controls.py:42
Method__init__
(self, on_error, max_count)
zipline/finance/controls.py:112
Method__init__
(self, on_error, restrictions)
zipline/finance/controls.py:150
Method__init__
(self, on_error, asset=None, max_shares=None, max_notional=None)
zipline/finance/controls.py:174
Method__init__
(self, on_error, asset=None, max_shares=None, max_notional=None)
zipline/finance/controls.py:232
Method__init__
(self, on_error)
zipline/finance/controls.py:318
Method__init__
Track any arguments that should be printed in the error message generated by self.fail.
zipline/finance/controls.py:363
Method__init__
max_leverage is the gross leverage in decimal form. For example, 2, limits an algorithm to trading at most double the account value.
zipline/finance/controls.py:406
Method__init__
(self, min_leverage, deadline)
zipline/finance/controls.py:457
Method__init__
(self, warn_on_cancel=True)
zipline/finance/cancel_policy.py:57
Method__init__
(self)
zipline/finance/cancel_policy.py:67
Method__init__
(self, restricted_list)
zipline/finance/asset_restrictions.py:140
Method__init__
(self, restrictions)
zipline/finance/asset_restrictions.py:166
Method__init__
(self, security_list_by_dt)
zipline/finance/asset_restrictions.py:210
Method__init__
(self, volume_limit=DEFAULT_EQUITY_VOLUME_SLIPPAGE_BAR_LIMIT, price_impact=0
zipline/finance/slippage.py:273
Method__init__
(self, spread=0.0)
zipline/finance/slippage.py:359
Method__init__
(self)
zipline/finance/slippage.py:385
Method__init__
(self, volume_limit, eta=ROOT_SYMBOL_TO_ETA)
zipline/finance/slippage.py:552
Method__init__
(self, basis_points=5.0, volume_limit=0.1)
zipline/finance/slippage.py:643
Method__init__
(self, start_session, end_session, trading_calendar,
zipline/finance/trading.py:29
Method__init__
(self, asset, amount, dt, price, order_id)
zipline/finance/transaction.py:26
Method__init__
(self, cost, exchange_fee, min_trade_cost=DEFAULT_MINIMUM_C
zipline/finance/commission.py:212
Method__init__
Cost parameter is the cost of a trade, regardless of share count. $5.00 per trade is fairly typical of discount brokers.
zipline/finance/commission.py:293
Method__init__
(self, cost=DEFAULT_MINIMUM_COST_PER_FUTURE_TRADE)
zipline/finance/commission.py:335
Method__init__
Cost parameter is the cost of a trade per-dollar. 0.0015 on $1 million means $1,500 commission (=1M * 0.0015)
zipline/finance/commission.py:365
Method__init__
(self, asset, amount=0, cost_basis=0.0, la
zipline/finance/position.py:48
Method__init__
(self, data_frequency)
zipline/finance/ledger.py:49
Method__init__
(self, trading_sessions, capital_base, data_frequency)
zipline/finance/ledger.py:365
Method__init__
(self, ledger_field, packet_field=None)
zipline/finance/metrics/metric.py:40
Method__init__
(self, ledger_field, packet_field=None)
zipline/finance/metrics/metric.py:80
Method__init__
(self, ledger_field, packet_field=None)
zipline/finance/metrics/metric.py:121
Method__init__
(self, function, field_name=None)
zipline/finance/metrics/metric.py:409
Method__init__
(self, field, value)
zipline/finance/metrics/metric.py:515
Method__init__
(self, trading_calendar, first_session, last_session,
zipline/finance/metrics/tracker.py:67
Method__init__
(self, cancel_policy=None)
zipline/finance/blotter/blotter.py:24
Method__init__
(self, equity_slippage=None, future_slippage=None, equity_c
zipline/finance/blotter/simulation_blotter.py:44
Method__init__
(self, asset_finder, trading_calendar=None, first_trading_day=None)
zipline/testing/core.py:701
Method__init__
(self, asset_finder, trading_calendar, first_trading_day=None)
zipline/testing/core.py:752
Method__init__
(self, url='sqlite:///:memory:', finder_cls=AssetFinder, fu
zipline/testing/core.py:851
Method__init__
(self, *failures)
zipline/testing/core.py:880
Method__init__
(self, dates)
zipline/testing/core.py:980
Method__init__
(self, cal, days, data, path=None)
zipline/testing/core.py:1443
Method__init__
(self)
zipline/testing/core.py:1574
Method__init__
(self, filled_per_tick)
zipline/testing/slippage.py:25
Method__init__
(self, types, exact=False)
zipline/testing/predicates.py:106
Method__init__
Noop constructor to play nicely with our caching __new__. Subclasses should implement _init instead of this method. When a
zipline/pipeline/term.py:221
Method__init__
(self, domain, terms, start_date, end_date
zipline/pipeline/graph.py:263
Method__init__
(self, columns=None, screen=None, domain=GENERIC)
zipline/pipeline/pipeline.py:46
Method__init__
(self, country_code, calendar_name, data_query_offset=-np.t
zipline/pipeline/domain.py:169
Method__init__
(self, domains)
zipline/pipeline/domain.py:365
Method__init__
(self, sessions, country_code, data_query_time=None,
zipline/pipeline/domain.py:400
Method__init__
(self, op, left, right)
zipline/pipeline/expression.py:119
Method__init__
(self, get_loader, asset_finder, default_domain=GENERIC,
zipline/pipeline/engine.py:267
Method__init__
(self, classifier, compval)
zipline/pipeline/classifiers/classifier.py:570
Method__init__
(self, dtype, missing_value=NotSpecified, doc=None,
zipline/pipeline/data/dataset.py:44
Method__init__
(self, dtype, missing_value, name, doc,
zipline/pipeline/data/dataset.py:85
Method__init__
(self, family_name, column_name)
zipline/pipeline/data/dataset.py:692
Method__init__
(self, column_name)
zipline/pipeline/data/dataset.py:719
Method__init__
(self, events, next_value_columns, previous_value_columns)
zipline/pipeline/loaders/events.py:92
Method__init__
(self, estimates, name_map, split_adjustments_loader,
zipline/pipeline/loaders/earnings_estimates.py:876
Method__init__
(self, constants, dates, sids)
zipline/pipeline/loaders/synthetic.py:65
Method__init__
(self, seed, columns, dates, sids)
zipline/pipeline/loaders/synthetic.py:139
Method__init__
(self)
zipline/pipeline/loaders/synthetic.py:401
Method__init__
(self, column, baseline, adjustments=None)
zipline/pipeline/loaders/frame.py:62
Method__init__
(self, raw_price_reader, adjustments_reader, fx_reader)
zipline/pipeline/loaders/equity_pricing_loader.py:43
Method__init__
(self, field, type_)
zipline/pipeline/loaders/blaze/core.py:236
Method__init__
(self, expr, field)
zipline/pipeline/loaders/blaze/core.py:416
Method__init__
(self, expr, deltas=None, checkpoints=None,
zipline/pipeline/loaders/blaze/core.py:737
Method__init__
(self, dsmap=None, pool=SequentialPool())
zipline/pipeline/loaders/blaze/core.py:837
Method__init__
(self, expr, next_value_columns, previous_value_columns,
zipline/pipeline/loaders/blaze/events.py:59
Method__init__
(self, expr, columns, split_adjustments_loader,
zipline/pipeline/loaders/blaze/estimates.py:129
Method__init__
(self)
zipline/pipeline/hooks/testing.py:53
Method__init__
(self, publisher_factory)
zipline/pipeline/hooks/progress.py:24
Method__init__
(self, start_date, end_date)
zipline/pipeline/hooks/progress.py:154
Method__init__
(self)
zipline/pipeline/hooks/progress.py:293
Method__init__
(self)
zipline/pipeline/hooks/progress.py:467
Method__init__
(self, bts_minute)
tests/test_tradesimulation.py:88
Method__init__
(self, assets_by_dt)
tests/test_restrictions.py:229
Method__init__
(self)
tests/utils/test_final.py:226
Method__init__
(self, a)
tests/utils/test_preprocess.py:214
Method__init__
(self, asset_map)
tests/utils/daily_bar_writer.py:24
Method__init__
(self, name)
tests/pipeline/test_blaze.py:2397
Method__init__
(self, *args, **kwargs)
tests/pipeline/test_engine.py:159
Method__iter__
(self)
zipline/utils/enum.py:101
Method__iter__
(self)
zipline/utils/cache.py:281
Method__iter__
Examples -------- >>> list(range(1)) [0] >>> list(range(5)) [0, 1, 2, 3, 4]
zipline/utils/range.py:38
Method__iter__
(self)
zipline/utils/security_list.py:43
Method__iter__
(self)
zipline/sources/requests_csv.py:402
Method__iter__
(self)
zipline/sources/test_source.py:131
Method__iter__
(self)
zipline/pipeline/factors/factor.py:1751
Method__iter__
(self)
zipline/pipeline/loaders/blaze/core.py:761
Method__iter__
(self)
zipline/pipeline/loaders/blaze/core.py:857
Method__iter__
(self)
tests/test_tradesimulation.py:91
Method__len__
(self)
zipline/utils/memoize.py:142
Method__len__
(self)
zipline/utils/cache.py:284
Method__len__
Examples -------- >>> len(range(1)) 1 >>> len(range(5)) 5 >>> len
zipline/utils/range.py:82
← previousnext →1,601–1,700 of 4,252, ranked by callers