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github.com/quantopian/zipline
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Functions
4,252 in github.com/quantopian/zipline
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Functions
4,252
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Types & classes
1,004
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Endpoints
31
Method
_write
(cal, days, path, data)
zipline/testing/core.py:1509
Method
account
(self)
zipline/algorithm.py:1454
Method
account
(self)
zipline/finance/ledger.py:794
Method
account
(self)
zipline/finance/metrics/tracker.py:152
Method
add_frame
zipline/utils/data.py:150
Method
add_frame
zipline/utils/data.py:329
Method
adjustment_reader
(self)
zipline/data/data_portal.py:1424
Method
alive
(self)
zipline/utils/memoize.py:153
Method
all_assets
A list of Assets for all sids in cls.asset_finder.
zipline/testing/fixtures.py:474
Method
all_calendars
A list of all calendars for assets in this test suite.
zipline/testing/fixtures.py:493
Method
all_sessions
(self)
zipline/pipeline/domain.py:128
Method
all_sessions
(self)
zipline/pipeline/domain.py:193
Method
all_sessions
(self)
zipline/pipeline/domain.py:421
Method
always_trigger
A should_trigger implementation that will always trigger.
zipline/utils/events.py:335
Function
analyze
(context=None, results=None)
zipline/examples/buyapple.py:39
Function
analyze
(context=None, results=None)
zipline/examples/dual_ema_talib.py:82
Function
analyze
(context=None, results=None)
zipline/examples/dual_moving_average.py:69
Function
analyze
(context=None, results=None)
zipline/examples/olmar.py:151
Method
analyze
(context, perf)
tests/test_algorithm.py:3485
Method
and_
Logical and of two rules, triggers only when both rules trigger. This follows the short circuiting rules for normal and.
zipline/utils/events.py:271
Function
api_method
(f)
zipline/utils/api_support.py:44
Function
apply
Apply a function to arguments. Parameters ---------- f : callable The function to call. *args, **kwargs **kwargs
zipline/utils/functional.py:13
Method
apply_date
(idx, offset=0)
tests/pipeline/test_engine.py:834
Method
arena
(self)
zipline/finance/trading.py:104
Method
arglebargle
()
tests/utils/test_preprocess.py:92
Method
args
(self)
zipline/pipeline/hooks/testing.py:20
Function
as_labelarray
Curried wrapper around LabelArray, that round-trips the input data through `initial_dtype` first.
tests/pipeline/test_adjusted_array.py:90
Method
asdict
(self)
zipline/finance/slippage.py:213
Method
assertRaisesRegex
(self, *args, **kwargs)
zipline/testing/fixtures.py:254
Function
assert_adjustment_equal
(result, expected, path=(), **kwargs)
zipline/testing/predicates.py:692
Function
assert_asset_equal
(result, expected, path=(), msg='', **kwargs)
zipline/testing/predicates.py:779
Function
assert_categorical_equal
(result, expected, path=(), msg='', **kwargs)
zipline/testing/predicates.py:674
Method
assert_compute
(cls, estimate, today)
tests/pipeline/test_quarters_estimates.py:939
Method
assert_compute
(self, estimate, today)
tests/pipeline/test_quarters_estimates.py:966
Method
assert_compute
(self, estimate, today)
tests/pipeline/test_quarters_estimates.py:997
Function
assert_datasource_unframe_protocol
Assert that an event is valid output of zp.DATASOURCE_UNFRAME.
zipline/gens/utils.py:60
Function
assert_dict_equal
(result, expected, path=(), msg='', **kwargs)
zipline/testing/predicates.py:463
Method
assert_doesnt_resolve
(symbol, as_of_date)
tests/test_assets.py:1766
Function
assert_float_equal
(result, expected, path=(), msg='',
zipline/testing/predicates.py:399
Method
assert_get_history_window_called
Assert that get_history_window was called during fun(). Takes in a function fun and a boolean is_legacy.
tests/test_api_shim.py:251
Method
assert_get_spot_value_called
Assert that get_spot_value was called during the execution of fun. Takes in a function fun and a string field.
tests/test_api_shim.py:223
Function
assert_is_not_subclass
Assert that ``not_subcls`` is not a subclass of ``cls``. Parameters ---------- not_subcls : type The type to check. cls : typ
zipline/testing/predicates.py:247
Method
assert_keywords_and_call
(*args, **kwargs)
zipline/utils/input_validation.py:836
Function
assert_labelarray_equal
(result, expected, path=(), **kwargs)
zipline/testing/predicates.py:609
Function
assert_ndframe_equal
(result, expected, path=(), msg='', **kwargs)
zipline/testing/predicates.py:640
Function
assert_ordereddict_equal
(result, expected, path=(), **kwargs)
zipline/testing/predicates.py:521
Method
assert_resolves_in_each_country
(symbol, as_of_date, s
tests/test_assets.py:1780
Function
assert_set_equal
(result, expected, path=(), msg='', **kwargs)
zipline/testing/predicates.py:555
Function
assert_single_position
(test, zipline)
zipline/testing/core.py:128
Function
assert_slice_equal
(result, expected, path=(), msg='')
zipline/testing/predicates.py:753
Function
assert_timestamp_and_datetime_equal
Branch for comparing python datetime (which includes pandas Timestamp) and np.datetime64 as equal. Returns raises unless ``allow_datetim
zipline/testing/predicates.py:706
Function
assert_timestamp_equal
Assert that two pandas Timestamp objects are the same. Parameters ---------- left, right : pd.Timestamp The values to compar
zipline/testing/core.py:1019
Function
assert_trade_protocol
Assert that an event meets the protocol for datasource TRADE outputs.
zipline/gens/utils.py:50
Method
assert_window_prices
(window, prices)
tests/test_history.py:2148
Method
asset
Get the asset whose data is selected by this slice.
zipline/pipeline/mixins.py:637
Method
asset
(sid, symbol, start_date, end_date)
tests/test_assets.py:2250
Method
asset_end_dates
(self)
zipline/data/hdf5_daily_bars.py:694
Method
asset_start_dates
(self)
zipline/data/hdf5_daily_bars.py:690
Method
assets
(self)
tests/data/test_daily_bars.py:197
Method
assets_by_calendar
A dict from calendar -> list of assets with that calendar.
zipline/testing/fixtures.py:487
Function
asssert_mappingproxy_equal
(result, expected, path=(), msg='', **kwargs)
zipline/testing/predicates.py:490
Method
attach_pipeline
Register a pipeline to be computed at the start of each day. Parameters ---------- pipeline : Pipeline The pipeli
zipline/algorithm.py:2243
Method
ayy_lmao
()
tests/metrics/test_core.py:43
Method
bad_compare
(opname, other)
zipline/pipeline/classifiers/classifier.py:123
Function
barf
(*args, **kwargs)
zipline/pipeline/loaders/blaze/core.py:198
Method
barf
(context, data)
tests/pipeline/test_pipeline_algo.py:248
Method
base_mask
(self)
tests/pipeline/test_engine.py:823
Method
batch_market_order
Place a batch market order for multiple assets. Parameters ---------- share_counts : pd.Series[Asset -> int] Map
zipline/algorithm.py:1894
Method
batch_order
(self, *args, **kwargs)
zipline/testing/core.py:1578
Function
before_trading_start
(context, data)
zipline/examples/momentum_pipeline.py:75
Method
before_trading_start
(algo, data)
tests/test_tradesimulation.py:60
Method
before_trading_start
(context, data)
tests/pipeline/test_pipeline_algo.py:272
Method
before_trading_start
(context, data)
tests/pipeline/test_pipeline_algo.py:681
Method
before_trading_start
(context, data)
tests/pipeline/test_pipeline_algo.py:776
Method
bindings
(self)
zipline/pipeline/expression.py:324
Method
broadcastable_col
(value, dtype)
tests/test_labelarray.py:206
Method
broadcastable_row
(value, dtype)
tests/test_labelarray.py:203
Method
build_extensions
Lazily append numpy's include directory to Extension includes. This is done here rather than at module scope because
setup.py:65
Method
bundle_ingest
(environ, asset_db_writer, minute_bar_writer,
tests/data/bundles/test_core.py:106
Method
bundle_ingest_create_writers
( environ, asset_db_writer, minute_bar_writer,
tests/data/bundles/test_core.py:288
Method
bundle_ingest_no_create_writers
(*args, **kwargs)
tests/data/bundles/test_core.py:274
Function
bundles
List all of the available data bundles.
zipline/__main__.py:432
Function
cache_clear
Clear the cache and cache statistics
zipline/utils/memoize.py:110
Function
cache_info
Report cache statistics
zipline/utils/memoize.py:105
Function
cache_path
Get a path relative to the zipline cache directory. Parameters ---------- paths : iterable[str] List of requested path piece
zipline/utils/paths.py:237
Method
cal
(self)
zipline/utils/events.py:248
Method
cal
(self)
zipline/utils/events.py:321
Method
cal
(self)
zipline/utils/events.py:576
Method
calculate
Calculate the amount of commission to charge on ``order`` as a result of ``transaction``. Parameters ----------
zipline/finance/commission.py:49
Method
calculate
(order, transaction)
zipline/finance/commission.py:85
Method
calculate
(self, order, transaction)
zipline/finance/commission.py:266
Method
calculate
If the order hasn't had a commission paid yet, pay the fixed commission.
zipline/finance/commission.py:307
Method
calculate
(order, transaction)
tests/metrics/test_metrics.py:391
Method
calculate
(self, order, transaction)
tests/finance/test_commissions.py:82
Method
calculate
(self, order, transaction)
tests/finance/test_commissions.py:89
Method
calculate
(self, order, transaction)
tests/finance/test_commissions.py:115
Method
calculate_minute_capital_changes
(dt)
zipline/gens/tradesimulation.py:191
Method
calendar
The trading calendar that this exchange uses.
zipline/assets/exchange_info.py:49
Method
calendar
(self)
zipline/pipeline/domain.py:190
Method
cancel
Cancel a single order Parameters ---------- order_id : int The id of the order relay_status : bool
zipline/finance/blotter/blotter.py:90
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