Convert a timeseries into an Int64Index of nanoseconds since the epoch. Parameters ---------- dt_series : pd.Series The timeserie

Register a new check for an ndframe object. Parameters ---------- type_ : type The class to register an ``assert_equal`` dispatch

Asymmetric rounding function for adjusting prices to the specified number of places in a way that "improves" the price. For limit prices, thi

Prepare list of pandas DataFrames to be used as input to pd.concat. Ensure any columns of type 'category' have the same categories across eac

Wrapper around np.testing.assert_allclose that also verifies that inputs are ndarrays. See Also -------- np.assert_allclose

Check to make sure the stop/limit prices are reasonable and raise a BadOrderParameters exception if not.

Encapsulates a set of custom command line arguments in key=value or key.namespace=value form into a chain of Namespace objects, where eac

Construct a Classifier computing decile labels on ``self``. Every non-NaN data point the output is labelled with a value from 0 to

Get the default fill value for `dtype`.

Check if each element of self is an of ``container``. Parameters ---------- container : object An object

Create a rule that triggers every day. Returns ------- rule : zipline.utils.events.EventRule

Rehydrate a LabelArray from the codes and metadata. Parameters ---------- codes : np.ndarray[integral] T

Construct from an h5py.File and a country code. Parameters ---------- h5_file : h5py.File An HDF5 daily

Get the expected FX rate for the given scalar coordinates.

Given an asset and dt, returns the last traded dt from the viewpoint of the given dt. If there is a trade on the dt, the ans

Getter method for retrieving the registry instance for a given extendable type Parameters ---------- interface : type ex

Get the value of a supplementary field for an asset. Parameters ---------- sid : int The sid of the asset to quer

Creates a list of transactions based on the current open orders, slippage model, and commission model. Parameters --

Infer the domain from a collection of terms. The algorithm for inferring domains is as follows: - If all input terms have a domain of G

A Filter producing True for values where this Factor is anything but NaN, inf, or -inf.

Compute a DataFrame representing asset lifetimes for the specified date range. Parameters ---------- dates :

Lookup a list of equities by symbol. Equivalent to:: [finder.lookup_symbol(s, as_of, fuzzy) for s in symbols]

Factory for making preprocessing functions that check a predicate on the input value. Parameters ---------- exc_type : Exception

Make a function that checks whether a scalar or array is of a given kind (e.g. float, int, datetime, timedelta).

Callback triggered by the simulation loop whenever the current dt changes. Any logic that should happen exactly once at the

Return the power set (i.e., the set of all subsets) of entries in `values`.

Construct a Classifier computing quartiles over the output of ``self``. Every non-NaN data point the output is labelled with a value

Construct a Classifier computing quintile labels on ``self``. Every non-NaN data point the output is labelled with a value of either

Mark the given order as 'rejected', which is functionally similar to cancelled. The distinction is that rejections are involuntary (a

Convert ``self`` into a new classifier by mapping a function over each element produced by ``self``. Parameters ----

Restride `array` to repeat `count` times along the first axis. Parameters ---------- array : np.array The array to restride.

Set the benchmark asset. Parameters ---------- benchmark : zipline.assets.Asset The asset to set as the new bench

Render this Pipeline as a DAG. Parameters ---------- format : {'svg', 'png', 'jpeg'} Image format to ren

Called with a column of the result of a pipeline. This needs to put the data into a format that can be used in a workspace to continu

Parameters ---------- data : iterable[tuple[int, pandas.DataFrame or bcolz.ctable]] The data chunks to write. Eac

Write the OHLCV data for one country to the HDF5 file. Parameters ---------- country_code : str The ISO

Write the OHLCV data for the given sid. If there is no bcolz ctable yet created for the sid, create it. If the length of the

Builds the date argument for event rules.

Calculates how many shares/contracts to order based on the type of asset being ordered.

Validate that the expression and resources passed match up. Parameters ---------- name : str The name of the argument we are chec

Compare two sets. This is used to check dictionary keys and sets. Parameters ---------- result : set expected : set msg : str

Internal method that returns a list of adjustments for the given sid. Parameters ---------- asset : Asset

Internal method that determines if this asset/field combination represents a fetcher value or a regular OHLCVP lookup.

Format subdir path to limit the number directories in any given subdirectory to 100. The number in each directory is designed to support

Sync the last sale prices on the metrics tracker to a given datetime. Parameters ---------- dt : datetime

Simple checkpoints test that accepts a checkpoints dataframe and the expected value for 2014-01-03. The underlying data has value -(s

Simple checkpoints test that accepts a checkpoints dataframe and the expected value for 2014-01-03 for macro datasets. The underlying

Convert an array produced by this classifier into an array of integer labels and a missing value label.

Assert that some exception is raised in a context and that the message matches some pattern. Parameters ---------- exc : type or tupl

Compute new expression strings and a new inputs tuple for combining self and other with a binary operator.

Format a bulleted list of values.

Convert an array of dtype S to an object array containing `str`.