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Functions4,252 in github.com/quantopian/zipline

Methodcomputing_term
(self, term)
zipline/pipeline/hooks/progress.py:103
Functionconcat_tuples
Concatenate a sequence of tuples into one tuple.
zipline/pipeline/filters/filter.py:54
Functioncontextmanager
(f)
zipline/utils/compat.py:92
Functioncontextmanager
Wrapper for contextlib.contextmanager that tracks which methods of PipelineHooks are contextmanagers in CONTEXT_MANAGER_METHODS.
zipline/pipeline/hooks/iface.py:11
Methodcontinuous_future
Create a specifier for a continuous contract. Parameters ---------- root_symbol_str : str The root symbol for the
zipline/algorithm.py:1009
Methodconvert
(self, value, param, ctx)
zipline/utils/cli.py:50
Methodconvert_datelike_to_long
(dt)
zipline/utils/data.py:181
Functionconvert_price_with_scaling_factor
(a, scaling_factor)
zipline/data/hdf5_daily_bars.py:486
Methodcopied_docstring_function
()
tests/utils/test_sharedoc.py:15
Functioncopydoc
Copies the docstring from one function to another. Parameters ---------- from_ : any The object to copy the docstring from. to
zipline/utils/sharedoc.py:105
Methodcorrect_dtype
(cls, dtypes)
tests/pipeline/test_dtypes.py:21
Methodcountries
A set-like object of the country codes supplied by this reader.
zipline/data/hdf5_daily_bars.py:895
Methodcountry_code
The country code for this domain. Returns ------- code : str The two-character country iso3166 country code for t
zipline/pipeline/domain.py:51
Methodcountry_code
(self)
zipline/pipeline/domain.py:132
Methodcountry_code
(self)
zipline/pipeline/domain.py:186
Methodcountry_code
(self)
zipline/pipeline/domain.py:418
Methodcountry_codes
(self)
zipline/assets/assets.py:366
Methodcreate_contract_data
(volume)
tests/test_continuous_futures.py:1457
Functioncreate_daily_trade_source
creates trade_count trades for each sid in sids list. first trade will be on sim_params.start_session, and daily thereafter for each sid.
zipline/utils/factory.py:115
Functioncreate_data_portal
(asset_finder, tempdir, sim_params, sids, trading_calendar, adjustment_reader=None)
zipline/testing/core.py:484
Functioncreate_expected_df_for_factor_compute
Given a list of tuples of new data we get for each sid on each critical date (when information changes), create a DataFrame that fills that
tests/pipeline/test_quarters_estimates.py:87
Methodcreate_expected_div_table
(df, name)
tests/pipeline/test_us_equity_pricing_loader.py:463
Methodcreate_expected_results
(expected_value, mask)
tests/pipeline/test_engine.py:436
Methodcreate_expected_table
(df, name)
tests/pipeline/test_us_equity_pricing_loader.py:452
Functioncreate_mock_adjustment_data
(splits=None, dividends=None, mergers=None)
zipline/testing/core.py:1000
Methodcreate_overwrite_for_estimate
(self, column, column_name,
zipline/pipeline/loaders/earnings_estimates.py:731
Methodcreate_overwrite_for_estimate
(self, column, column_name,
zipline/pipeline/loaders/earnings_estimates.py:790
Functioncreate_registry
Create a new registry for an extensible interface. Parameters ---------- interface : type The abstract data type for which t
zipline/extensions.py:244
Functioncreate_returns_from_list
(returns, sim_params)
zipline/utils/factory.py:110
Functioncreate_returns_from_range
(sim_params)
zipline/utils/factory.py:105
Functioncreate_simulation_parameters
(year=2006, start=None, end=None,
zipline/utils/factory.py:30
Functioncreate_trade_history
(sid, prices, amounts, interval, sim_params, trading_calendar, source_id="test_factor
zipline/utils/factory.py:85
Functioncsvdir_equities
Generate an ingest function for custom data bundle This function can be used in ~/.zipline/extension.py to register bundle with custom pa
zipline/data/bundles/csvdir.py:21
Functionctx
(self, *args, **kwargs)
zipline/pipeline/hooks/testing.py:35
Functionctx
(self, *args, **kwargs)
zipline/pipeline/hooks/delegate.py:16
Methodcurrencies
Row labels for rate groups.
zipline/data/fx/hdf5.py:175
Methodcurrency_aware
Whether or not this column produces currency-denominated data.
zipline/pipeline/data/dataset.py:316
Methodcurrency_aware
Whether or not this loader supports currency-conversions. By default, assume that loaders to not support currency conversions.
zipline/pipeline/loaders/base.py:40
Methodcurrency_aware
(self)
zipline/pipeline/loaders/equity_pricing_loader.py:133
Methodcurrency_codes
(self, sids)
zipline/data/bcolz_daily_bars.py:708
Methodcurrency_codes
Get currencies in which prices are quoted for the requested sids. Assumes that a sid's prices are always quoted in a single currency
zipline/data/session_bars.py:41
Methodcurrency_codes
(self, sids)
zipline/data/in_memory_daily_bars.py:137
Methodcurrency_codes
Get currencies in which prices are quoted for the requested sids. Assumes that a sid's prices are always quoted in a single currency.
zipline/data/hdf5_daily_bars.py:1068
Methodcurrency_conversion
Specification for currency conversions applied for this term.
zipline/pipeline/data/dataset.py:310
Methodcurrent_chunk_bounds
(self)
zipline/pipeline/hooks/progress.py:208
Methodcurrent_dates
(self)
zipline/utils/data.py:225
Methodcurrent_dates
(self)
zipline/utils/data.py:314
Methodcurrent_portfolio_weights
Compute each asset's weight in the portfolio by calculating its held value divided by the total value of all positions. Each
zipline/protocol.py:228
Methodcurrent_work
(self)
zipline/pipeline/hooks/progress.py:212
Functiond
(f)
zipline/__main__.py:104
Methoddata_frequency
(self)
zipline/algorithm.py:1621
Methoddata_frequency
(self)
zipline/data/bar_reader.py:45
Methoddata_frequency
(self)
zipline/data/minute_bars.py:69
Methoddata_frequency
(self)
zipline/data/session_bars.py:24
Methoddata_frequency
(self)
zipline/finance/trading.py:96
Functiondata_path
Get a path relative to the zipline data directory. Parameters ---------- paths : iterable[str] List of requested path pieces
zipline/utils/paths.py:194
Methoddata_query_cutoff_for_sessions
(self, sessions)
zipline/pipeline/domain.py:135
Methoddata_query_cutoff_for_sessions
(self, sessions)
zipline/pipeline/domain.py:196
Methoddataset
The dataset to which this column is bound.
zipline/pipeline/data/dataset.py:323
Functiondate_sorted_sources
Takes an iterable of sources, generating namestrings and piping their output into date_sort.
zipline/gens/composites.py:24
Methoddates
(self)
zipline/data/hdf5_daily_bars.py:682
Functiondec
(f)
zipline/testing/core.py:958
Functiondecorate
(f)
versioneer.py:428
Functiondecorate
(f)
zipline/_version.py:55
Functiondecorating_function
( user_function, tuple=tuple, sorted=sorted, len=len, KeyError=KeyError)
zipline/utils/memoize.py:51
Functiondecorator
(method)
zipline/utils/api_support.py:76
Functiondecorator
(f)
zipline/utils/sharedoc.py:98
Functiondecorator
(f)
zipline/utils/functional.py:324
Functiondecorator
(f)
zipline/testing/core.py:1169
Functiondecorator
(f)
tests/pipeline/base.py:40
Functiondefault_extension
Get the path to the default zipline extension file. Parameters ---------- environ : dict, optional An environment dict to fo
zipline/utils/paths.py:153
Functiondefault_populate_initial_workspace
The default implementation for ``populate_initial_workspace``. This function returns the ``initial_workspace`` argument without making any mod
zipline/pipeline/engine.py:197
Methoddefault_shape
Default shape for methods that build test data.
tests/pipeline/base.py:72
Methoddelegate
(self)
tests/utils/test_metautils.py:30
Functiondelimit
Surround `content` with the first and last characters of `delimiters`. >>> delimit('[]', "foo") # doctest: +SKIP '[foo]' >>> delimi
zipline/pipeline/visualize.py:24
Functiondemean
(row)
zipline/pipeline/factors/factor.py:1855
Methoddependencies
A dictionary mapping terms that must be computed before `self` to the number of extra rows needed for those terms.
zipline/pipeline/term.py:382
Methoddependencies
(self)
zipline/pipeline/term.py:476
Methoddependencies
The number of extra rows needed for each of our inputs to compute this term.
zipline/pipeline/term.py:665
Functiondeprecated
Used to mark a function as deprecated. Parameters ---------- msg : str The message to display in the deprecation warning.
zipline/utils/deprecate.py:20
Functiondeprecated_dec
(fn)
zipline/utils/deprecate.py:37
Functiondisallowed_in_before_trading_start
Decorator for API methods that cannot be called from within TradingAlgorithm.before_trading_start. `exception` will be raised if the met
zipline/utils/api_support.py:108
Methoddispatcher
(c)
tests/pipeline/test_engine.py:1442
Methoddo_check
(independent)
tests/pipeline/test_statistical.py:1136
Methoddo_checks
(cls, colnames)
tests/pipeline/test_domain.py:132
Methoddo_order
(context, data)
tests/test_ordering.py:272
Functiondowngrades
Decorator for marking that a method is a downgrade to a version to the previous version. Parameters ---------- src : int The
zipline/assets/asset_db_migrations.py:133
Methoddts
Column labels for rate groups.
zipline/data/fx/hdf5.py:165
Methoddtype_for
(o)
tests/pipeline/test_computable_term.py:251
Methodeither_A_or_B
(s)
tests/test_labelarray.py:529
Methodelement_of
Construct a Filter indicating whether values are in ``choices``. Parameters ---------- choices : iterable[str or int
zipline/pipeline/classifiers/classifier.py:249
Methodemission_rate
(self)
zipline/finance/trading.py:92
Functionempty_asset_finder
Context manager for creating an empty asset finder. See Also -------- empty_assets_db tmp_assets_db tmp_asset_finder
zipline/testing/core.py:867
Methodend_of_bar
(self, session_ix)
zipline/finance/ledger.py:447
Methodend_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:47
Methodend_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:87
Methodend_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:144
Methodend_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:227
Methodend_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:311
Methodend_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:340
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