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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
end_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:360
Method
end_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:380
Method
end_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:416
Method
end_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:444
Method
end_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:473
Method
end_of_bar
(self, packet, ledger, dt, session
zipline/finance/metrics/metric.py:494
Method
end_of_bar
(self, packet, *args)
zipline/finance/metrics/metric.py:519
Method
end_of_bar
(self, packet, *args)
zipline/finance/metrics/metric.py:532
Method
end_of_session
(self, session_ix)
zipline/finance/ledger.py:453
Method
end_of_session
(self, packet, ledger, session,
zipline/finance/metrics/metric.py:57
Method
end_of_session
(self, packet, ledger, session,
zipline/finance/metrics/metric.py:98
Method
end_of_session
(self, packet, ledger, session,
zipline/finance/metrics/metric.py:152
Method
end_of_session
(self, packet, ledger, session,
zipline/finance/metrics/metric.py:243
Method
end_of_session
(self, packet, ledger, session,
zipline/finance/metrics/metric.py:323
Method
end_of_session
(self, packet, ledger, dt,
zipline/finance/metrics/metric.py:348
Method
end_of_session
(self, packet, ledger, dt,
zipline/finance/metrics/metric.py:368
Method
end_of_session
(self, packet, ledger, dt,
zipline/finance/metrics/metric.py:388
Method
end_of_session
(self, packet, *args)
zipline/finance/metrics/metric.py:522
Method
end_of_session
(self, packet, ledger, dt,
zipline/finance/metrics/metric.py:550
Method
end_session
(self)
zipline/finance/trading.py:116
Method
endswith
Construct a Filter matching values ending with ``suffix``. Parameters ---------- suffix : str String suf
zipline/pipeline/classifiers/classifier.py:158
Function
ensure_cache_root
Ensure that the data root exists.
zipline/utils/paths.py:230
Function
ensure_data_root
Ensure that the data root exists.
zipline/utils/paths.py:187
Function
ensure_doctest
Ensure that an object gets doctested. This is useful for instances of objects like curry or partial which are not discovered by default. Para
zipline/testing/core.py:1548
Function
ensure_dtype
Argument preprocessor that converts the input into a numpy dtype. Examples -------- >>> import numpy as np >>> from zipline.util
zipline/utils/input_validation.py:143
Function
ensure_file
Ensure that a file exists. This will create any parent directories needed and create an empty file if it does not exist. Parameters
zipline/utils/paths.py:48
Function
ensure_timestamp
Argument preprocessor that converts the input into a pandas Timestamp object. Examples -------- >>> from zipline.utils.preprocess imp
zipline/utils/input_validation.py:198
Function
ensure_timezone
Argument preprocessor that converts the input into a tzinfo object. Examples -------- >>> from zipline.utils.preprocess import preprocess
zipline/utils/input_validation.py:171
Function
ensure_upper_case
(func, argname, arg)
zipline/utils/input_validation.py:129
Method
equity_supplementary_map
(self)
zipline/assets/assets.py:393
Method
equity_supplementary_map_by_sid
(self)
zipline/assets/assets.py:401
Method
error_format
(self)
zipline/pipeline/loaders/blaze/core.py:233
Method
every_bar
(dt_to_use, current_data=self.current_data, handle_data=algo.event_manager.handle_data)
zipline/gens/tradesimulation.py:105
Method
ewm_cases
()
tests/pipeline/test_engine.py:1214
Method
ewma_name
(decay_rate)
tests/pipeline/test_engine.py:1160
Method
ewmstd_name
(decay_rate)
tests/pipeline/test_engine.py:1163
Function
exc_clear
()
zipline/utils/compat.py:43
Method
exchange
The exchange to which this order should be routed.
zipline/finance/execution.py:48
Method
exchange_info
(self)
zipline/assets/assets.py:329
Function
exchange_info_for_domains
Build an exchange_info suitable for passing to an AssetFinder from a list of EquityCalendarDomain.
zipline/testing/core.py:1813
Method
exchange_names
A list of canonical exchange names for all exchanges in this suite.
zipline/testing/fixtures.py:480
Method
execute_order_cancellation_policy
()
zipline/gens/tradesimulation.py:188
Method
execution_bounds
(self)
zipline/pipeline/hooks/progress.py:204
Method
execution_period_values
(self)
zipline/utils/events.py:488
Method
execution_period_values
(self)
zipline/utils/events.py:534
Method
execution_time
(self)
zipline/pipeline/hooks/progress.py:196
Function
expect_bounded
Preprocessing decorator verifying that inputs fall INCLUSIVELY between bounds. Bounds should be passed as a pair of ``(min_value, max_va
zipline/utils/input_validation.py:538
Function
expect_dimensions
Preprocessing decorator that verifies inputs are numpy arrays with a specific dimensionality. Examples -------- >>> from numpy i
zipline/utils/input_validation.py:717
Function
expect_dtypes
Preprocessing decorator that verifies inputs have expected numpy dtypes. Examples -------- >>> from numpy import dtype, arange, int8
zipline/utils/input_validation.py:227
Function
expect_kinds
Preprocessing decorator that verifies inputs have expected dtype kinds. Examples -------- >>> from numpy import int64, int32, float3
zipline/utils/input_validation.py:295
Method
expect_slice_fails
(*args, **kwargs)
tests/pipeline/test_multidimensional_dataset.py:181
Function
expect_strictly_bounded
Preprocessing decorator verifying that inputs fall EXCLUSIVELY between bounds. Bounds should be passed as a pair of ``(min_value, max_va
zipline/utils/input_validation.py:617
Function
expect_types
Preprocessing decorator that verifies inputs have expected types. Examples -------- >>> @expect_types(x=int, y=str) ... def foo(
zipline/utils/input_validation.py:358
Method
expected_dividend_adjustment
(idx, symbol)
tests/data/bundles/test_quandl.py:82
Method
expected_for_col
(col)
tests/pipeline/test_engine.py:764
Method
expected_result
(method, count, masked)
tests/pipeline/test_filter.py:165
Method
extend_back
Resizes the buffer to hold a new window with a new cap_multiple. If cap_multiple is None, then the old cap_multiple is used.
zipline/utils/data.py:107
Method
extra_rows
A dict mapping `term` -> `# of extra rows to load/compute of `term`. Notes ---- This value depends on the other term
zipline/pipeline/graph.py:421
Method
f
(context, data)
tests/test_algorithm.py:563
Method
f
(self)
tests/utils/test_final.py:21
Method
f
(self)
tests/utils/test_final.py:169
Method
f
(self)
tests/utils/test_final.py:222
Method
f
(cls)
tests/utils/test_final.py:240
Method
f
(cls)
tests/utils/test_final.py:247
Method
f
(a)
tests/utils/test_argcheck.py:45
Method
f
(self, a, b)
tests/utils/test_argcheck.py:257
Method
f
(a)
tests/utils/test_preprocess.py:274
Method
f
()
tests/utils/test_metautils.py:23
Method
f_to_use
(x)
zipline/lib/labelarray.py:637
Method
fake_method
(*args, **kwargs)
tests/test_algorithm.py:279
Method
fetch_csv
Fetch a csv from a remote url and register the data so that it is queryable from the ``data`` object. Parameters ----------
zipline/algorithm.py:789
Method
fetch_data
(self)
zipline/sources/requests_csv.py:571
Method
fields
(self)
zipline/sources/requests_csv.py:190
Method
fill_expected_out
(cls, expected)
tests/pipeline/test_quarters_estimates.py:857
Method
finalize_options
(self)
versioneer.py:1437
Method
first_open
(self)
zipline/finance/trading.py:120
Method
first_trading_day
(self)
zipline/data/resample.py:593
Method
first_trading_day
(self)
zipline/data/resample.py:649
Method
first_trading_day
Returns ------- dt : pd.Timestamp The first trading day (session) for which the reader can provide da
zipline/data/bar_reader.py:90
Method
first_trading_day
(self)
zipline/data/dispatch_bar_reader.py:91
Method
first_trading_day
(self)
zipline/data/bcolz_daily_bars.py:509
Method
first_trading_day
(self)
zipline/data/minute_bars.py:505
Method
first_trading_day
(self)
zipline/data/minute_bars.py:978
Method
first_trading_day
Returns ------- dt : pd.Timestamp The first trading day (session) for which the reader can provide da
zipline/data/continuous_future_reader.py:117
Method
first_trading_day
Returns ------- dt : pd.Timestamp The first trading day (session) for which the reader can provide da
zipline/data/continuous_future_reader.py:303
Method
first_trading_day
(self)
zipline/data/in_memory_daily_bars.py:134
Method
first_trading_day
Returns ------- dt : pd.Timestamp The first trading day (session) for which the reader can provide da
zipline/data/hdf5_daily_bars.py:749
Method
first_trading_day
Returns ------- dt : pd.Timestamp The first trading day (session) for which the reader can provide da
zipline/data/hdf5_daily_bars.py:979
Method
flip
(cs)
tests/pipeline/test_adjusted_array.py:725
Method
foo
(a, b, c)
tests/utils/test_preprocess.py:186
Method
from_categorical
Create a LabelArray from a pandas categorical. Parameters ---------- categorical : pd.Categorical The ca
zipline/lib/labelarray.py:225
Method
from_file
Construct from an h5py.File. Parameters ---------- h5_file : h5py.File An HDF5 daily pricing file.
zipline/data/hdf5_daily_bars.py:868
Method
from_path
Construct from a file path and a country code. Parameters ---------- path : str The path to an HDF5 dail
zipline/data/hdf5_daily_bars.py:538
Method
from_path
Construct from a file path. Parameters ---------- path : str Path to an HDF5 daily pricing file.
zipline/data/hdf5_daily_bars.py:883
Method
func
(self, x)
tests/test_memoize.py:43
Method
func
My awesome docstring
tests/utils/test_preprocess.py:84
Method
func_with_arg_named_a
(a)
tests/utils/test_preprocess.py:117
Method
func_with_arg_named_b
(b)
tests/utils/test_preprocess.py:133
Method
func_with_default_arg_named_a
(a=1)
tests/utils/test_preprocess.py:121
Method
func_with_no_args
()
tests/utils/test_preprocess.py:127
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