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Functions4,252 in github.com/quantopian/zipline

↓ 6 callersMethod_can_order_asset
(self, asset)
zipline/algorithm.py:1201
↓ 6 callersMethod_cash_flow
(self, amount)
zipline/finance/ledger.py:473
↓ 6 callersMethod_ts_of_run
(run)
tests/data/bundles/test_core.py:473
↓ 6 callersMethod_with_mixin
(cls, mixin_type)
zipline/pipeline/term.py:904
↓ 6 callersFunctionassert_is_subclass
Assert that ``subcls`` is a subclass of ``cls``. Parameters ---------- subcls : type The type to check. cls : type Th
zipline/testing/predicates.py:226
↓ 6 callersFunctionassert_messages_equal
Assertion helper for comparing very long strings (e.g. error messages).
zipline/testing/predicates.py:804
↓ 6 callersMethodassert_same
(self, val1, val2)
tests/test_bar_data.py:64
↓ 6 callersFunctionbinop_return_dtype
Compute the expected return dtype for the given binary operator. Parameters ---------- op : str Operator symbol, (e.g. '+',
zipline/pipeline/factors/factor.py:100
↓ 6 callersFunctioncall
Wrap a function in a processor that calls `f` on the argument before passing it along. Useful for creating simple arguments to the `@pre
zipline/utils/preprocess.py:115
↓ 6 callersMethodcheck_downsampled_term
(self, term)
tests/pipeline/test_downsampling.py:619
↓ 6 callersMethodcheck_output
(self, expr, expected)
tests/pipeline/test_numerical_expression.py:89
↓ 6 callersMethodcreate_categories
(width, plus_one)
tests/test_labelarray.py:420
↓ 6 callersFunctiondowngrade
Downgrades the assets db at the given engine to the desired version. Parameters ---------- engine : Engine An SQLAlchemy engine t
zipline/assets/asset_db_migrations.py:65
↓ 6 callersFunctionensure_directory
Ensure that a directory named "path" exists.
zipline/utils/paths.py:25
↓ 6 callersFunctionexpected_bar_value_with_holes
(asset_id, date, colname,
zipline/pipeline/loaders/synthetic.py:332
↓ 6 callersMethodfrom_cli_params
(cls, benchmark_sid, benchmark_symbol,
zipline/utils/run_algo.py:449
↓ 6 callersFunctionget
(parser, name)
versioneer.py:404
↓ 6 callersMethodget_column
Look up a column by name. Parameters ---------- name : str Name of the column to look up. Returns
zipline/pipeline/data/dataset.py:633
↓ 6 callersMethodget_contract_center
Parameters ---------- root_symbol : str The root symbol for the contract chain. dt : Timestamp
zipline/assets/roll_finder.py:47
↓ 6 callersFunctiongetargspec
(f)
zipline/utils/compat.py:124
↓ 6 callersFunctionignore_nanwarnings
Helper for building a WarningContext that ignores warnings from numpy's nanfunctions.
zipline/utils/numpy_utils.py:431
↓ 6 callersMethodinit_class_fixtures
(cls)
tests/pipeline/test_quarters_estimates.py:174
↓ 6 callersMethodis_restricted
Is the asset restricted (RestrictionStates.FROZEN) on the given dt? Parameters ---------- asset : Asset of iterable
zipline/finance/asset_restrictions.py:33
↓ 6 callersMethodlookup_generic
Convert an object into an Asset or sequence of Assets. This method exists primarily as a convenience for implementing user-f
zipline/assets/assets.py:1350
↓ 6 callersFunctionmake_bar_data
For a given asset/date/column combination, we generate a corresponding raw value using the following formula for OHLCV columns: data(as
zipline/pipeline/loaders/synthetic.py:227
↓ 6 callersMethodmake_labelarray
(self, strs)
tests/pipeline/test_computable_term.py:285
↓ 6 callersFunctionmake_overwrite_value
(dtype, value)
tests/pipeline/test_adjusted_array.py:256
↓ 6 callersFunctionmethod_name_for_op
Get the name of the Python magic method corresponding to `op`. Parameters ---------- op : str {'+','-','*', '/','**','&','|','^','<'
zipline/pipeline/expression.py:129
↓ 6 callersFunctionnearest_unequal_elements
Find values in ``dts`` closest but not equal to ``dt``. Returns a pair of (last_before, first_after). When ``dt`` is less than any elem
zipline/utils/pandas_utils.py:145
↓ 6 callersFunctionnumber_of_decimal_places
Compute the number of decimal places in a number. Examples -------- >>> number_of_decimal_places(1) 0 >>> number_of_decimal_
zipline/utils/math_utils.py:85
↓ 6 callersFunctionportfolio_snapshot
Extract all of the fields from the portfolio as a new dictionary.
tests/metrics/test_metrics.py:30
↓ 6 callersMethodrecursive_repr
(self)
tests/pipeline/test_factor.py:1755
↓ 6 callersMethodregister_trading_control
Register a new TradingControl to be checked prior to order calls.
zipline/algorithm.py:2090
↓ 6 callersMethodremove
Remove a column. Parameters ---------- name : str The name of the column to remove. Raises -----
zipline/pipeline/pipeline.py:134
↓ 6 callersMethodrun_chunked_pipeline
Compute values for ``pipeline`` from ``start_date`` to ``end_date``, in date chunks of size ``chunksize``. Chunked execution
zipline/pipeline/engine.py:121
↓ 6 callersMethodrun_pipeline
Compute values for ``pipeline`` from ``start_date`` to ``end_date``. Parameters ---------- pipeline : zipline.pipeli
zipline/pipeline/engine.py:357
↓ 6 callersMethodtransaction_sim
This is a utility method that asserts expected results for conversion of orders to transactions given a trade history
tests/test_finance.py:163
↓ 6 callersMethodwithout_fx
Construct an EquityPricingLoader without support for fx rates. The returned loader will raise an error if requested to load
zipline/pipeline/loaders/equity_pricing_loader.py:52
↓ 6 callersMethodwrite_assets
(self, **kwargs)
tests/test_assets.py:1563
↓ 6 callersFunctionwrite_version_info
Inserts the version value in to the version table. Parameters ---------- conn : sa.Connection The connection to use to execu
zipline/assets/asset_writer.py:425
↓ 5 callersMethod__init__
(self, offset=None, **kwargs)
zipline/utils/events.py:364
↓ 5 callersMethod__init__
(self)
zipline/finance/slippage.py:117
↓ 5 callersMethod__init__
(self, url='sqlite:///:memory:', equities=_default_equities,
zipline/testing/core.py:796
↓ 5 callersMethod__new__
(cls, target, regression_length, allowed_missing_percentage=0.
zipline/pipeline/factors/statistical.py:516
↓ 5 callersFunction_deprecated_getitem_method
Create a deprecated ``__getitem__`` method that tells users to use getattr instead. Parameters ---------- name : str The name
zipline/protocol.py:109
↓ 5 callersMethod_ensure_ctable
Ensure that a ctable exists for ``sid``, then return it.
zipline/data/minute_bars.py:600
↓ 5 callersMethod_find_position_of_minute
Internal method that returns the position of the given minute in the list of every trading minute since market open of the first trad
zipline/data/minute_bars.py:1204
↓ 5 callersMethod_log_writing_dataset
(self, dataset)
zipline/data/hdf5_daily_bars.py:448
↓ 5 callersMethod_oldest_frame_idx
(self)
zipline/utils/data.py:270
↓ 5 callersMethod_prelude
(self, dt, field)
zipline/data/resample.py:151
↓ 5 callersMethod_test_id_macro
(self, df, dshape, expected, finder, add, dates=None)
tests/pipeline/test_blaze.py:804
↓ 5 callersMethod_write_df_to_table
(self, tbl, df, txn, chunk_size)
zipline/assets/asset_writer.py:798
↓ 5 callersMethodall_sessions
Get all trading sessions for the calendar of this domain. This determines the row labels of Pipeline outputs for pipelines run on
zipline/pipeline/domain.py:37
↓ 5 callersFunctionalter_columns
Alter columns from a table. Parameters ---------- name : str The name of the table. *columns The new columns to have.
zipline/assets/asset_db_migrations.py:13
↓ 5 callersFunctionbind_expression_to_resources
Bind a Blaze expression to resources. Parameters ---------- expr : bz.Expr The expression to which we want to bind resources
zipline/pipeline/loaders/blaze/core.py:1059
↓ 5 callersMethodbottom
Construct a Filter matching the bottom N asset values of self each day. If ``groupby`` is supplied, returns a Filter matching the bo
zipline/pipeline/factors/factor.py:1214
↓ 5 callersMethodcheck_algo_exception
(self, algo, ctx, expected_order_count)
tests/test_security_list.py:277
↓ 5 callersFunctioncheck_indexes_all_same
Check that a list of Index objects are all equal. Parameters ---------- indexes : iterable[pd.Index] Iterable of indexes to check
zipline/utils/pandas_utils.py:342
↓ 5 callersFunctioncheck_internal_consistency
(bar_data, assets, fields, bar_count, freq)
tests/test_history.py:474
↓ 5 callersMethodclear
(self)
zipline/pipeline/hooks/testing.py:56
↓ 5 callersMethodclose
(self)
zipline/data/adjustments.py:139
↓ 5 callersFunctioncompose_types
Compose multiple classes together. Parameters ---------- *mcls : tuple[type] The classes that you would like to compose Retu
zipline/utils/metautils.py:6
↓ 5 callersFunctioncompute_date_range_chunks
Compute the start and end dates to run a pipeline for. Parameters ---------- sessions : DatetimeIndex The available dates. st
zipline/utils/date_utils.py:4
↓ 5 callersFunctioncreate_minute_bar_data
(minutes, sids)
zipline/testing/core.py:442
↓ 5 callersMethodeye_mask
Build a mask using np.eye.
tests/pipeline/base.py:217
↓ 5 callersMethodgenerate_order_and_txns
(self, sid, order_amount, fill_amounts)
tests/finance/test_commissions.py:41
↓ 5 callersFunctionget_config_from_root
(root)
versioneer.py:393
↓ 5 callersMethodget_datetime
Returns the current simulation datetime. Parameters ---------- tz : tzinfo or str, optional The timezone
zipline/algorithm.py:1475
↓ 5 callersMethodget_generator
Override this method to add new logic to the construction of the generator. Overrides can use the _create_generator method to
zipline/algorithm.py:613
↓ 5 callersMethodget_last_minute_of_session
(self, session_label)
tests/test_bar_data.py:997
↓ 5 callersMethodget_ordered_contracts
(self, root_symbol)
zipline/assets/assets.py:1220
↓ 5 callersFunctionget_root
()
versioneer.py:359
↓ 5 callersFunctionget_versions
(verbose=False)
versioneer.py:1331
↓ 5 callersMethodingest
(*args)
tests/data/bundles/test_core.py:69
↓ 5 callersFunctionis_missing
Generic is_missing function that handles NaN and NaT.
zipline/utils/numpy_utils.py:350
↓ 5 callersMethodload_adjusted_array
Load data from our stored baseline.
zipline/pipeline/loaders/frame.py:149
↓ 5 callersMethodload_pricing_adjustments
(self, columns, dates, assets)
zipline/data/adjustments.py:184
↓ 5 callersMethodlogs_at_level
(self, level)
tests/test_benchmark.py:283
↓ 5 callersFunctionmake_commodity_future_info
Make futures testing data that simulates the notice/expiration date behavior of physical commodities like oil. Parameters ----------
zipline/assets/synthetic.py:284
↓ 5 callersMethodmap_predicate
Map a function from str -> bool element-wise over ``self``. ``f`` will be applied exactly once to each non-missing unique value in
zipline/lib/labelarray.py:626
↓ 5 callersMethodnot_missing
Like ~isnan, but checks for locations where we store missing values.
zipline/lib/labelarray.py:459
↓ 5 callersMethodopen
(self)
zipline/finance/order.py:226
↓ 5 callersMethodpad
Fill sid container with empty data through the specified date. If the last recorded trade is not at the close, then that day will be
zipline/data/minute_bars.py:619
↓ 5 callersMethodpercentile_between
Construct a Filter matching values of self that fall within the range defined by ``min_percentile`` and ``max_percentile``.
zipline/pipeline/factors/factor.py:1241
↓ 5 callersMethodpostprocess
Called with an result of ``self``, unravelled (i.e. 1-dimensional) after any user-defined screens have been applied. This is
zipline/pipeline/term.py:678
↓ 5 callersMethodprune_orders
Removes all given orders from the blotter's open_orders list. Parameters ---------- closed_orders: iterable of order
zipline/finance/blotter/simulation_blotter.py:368
↓ 5 callersFunctionrepr_htmlsafe
Repr a value and html-escape the result. If an error is thrown by the repr, show a placeholder.
zipline/pipeline/hooks/progress.py:482
↓ 5 callersMethodresolve_spec
(self, spec)
tests/test_benchmark.py:288
↓ 5 callersMethodrisk_metric_period
Creates a dictionary representing the state of the risk report. Parameters ---------- start_session : pd.Timestamp
zipline/finance/metrics/metric.py:559
↓ 5 callersMethodrisk_report
(cls, algorithm_returns, benchmark_returns, algori
zipline/finance/metrics/metric.py:696
↓ 5 callersFunctionsecurity_list_copy
()
zipline/testing/core.py:181
↓ 5 callersMethodset
Adds a new key value pair to the cache. Parameters ---------- key : any The key to use for the pair. valu
zipline/utils/cache.py:159
↓ 5 callersMethodshould_trigger
(self, dt)
tests/events/test_events.py:160
↓ 5 callersFunctionspecialize_any_integer
(d)
zipline/data/adjustments.py:77
↓ 5 callersMethodunwrap
Get the cached value. Returns ------- value : object The cached value. Raises ------
zipline/utils/cache.py:67
↓ 5 callersFunctionwindow_specialization
Make an extension for an AdjustedArrayWindow specialization.
setup.py:81
↓ 5 callersFunctionzipline_path
Get a path relative to the zipline root. Parameters ---------- paths : list[str] List of requested path pieces. environ
zipline/utils/paths.py:134
↓ 4 callersFunctionMultipleColumnsQuartersEstimates
(announcements_out)
tests/pipeline/test_quarters_estimates.py:74
↓ 4 callersMethod__new__
(cls, term, asset)
zipline/pipeline/mixins.py:594
↓ 4 callersMethod_country_code_for_assets
(self, assets)
zipline/data/hdf5_daily_bars.py:900
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