Pay commission based on dollar value of shares.

Returns the daily returns for the given period. Parameters ---------- start : datetime The inclusive starting ses

Display a TermGraph interactively from within IPython.

Context manager for creating an empty assets db. See Also -------- tmp_assets_db

Make an empty LabelArray with the same categories as ``self``, filled with ``self.missing_value``.

Ensure that the directory containing `path` exists. This is just a convenience wrapper for doing:: ensure_directory(os.path.dirname

Construct a new enum object. Parameters ---------- *options : iterable of str The names of the fields for the enum. Ret

Return all of the sids for a given country. Parameters ---------- country_code : str An ISO 3166 alpha-2 country

Return iterator of all values in d except the values in k.

Build a weight vector for an exponentially-weighted statistic. The resulting ndarray is of the form:: [decay_rate ** length, ..., d

Format key, value pairs from attrs into graphviz attrs format Examples -------- >>> format_attrs({'key1': 'value1', 'key2': 'value2'

Read a bundle ingestion directory name into a pandas Timestamp. Parameters ---------- cs : str The name of the directory. Re

Returns a scalar value representing the value of the desired asset's field at the given dt with adjustments applied. Paramet

Returns a list of adjustments between the dt and perspective_dt for the given field and list of assets Parameters --

Load a scalar FX rate value. Parameters ---------- rate : str Name of the rate to load. quote :

Look up the returns for a given dt. Parameters ---------- dt : datetime The label to look up. Returns

Elementwise contains. Parameters ---------- substring : str Returns ------- matches : np.nd

Mark the order with order_id as 'held'. Held is functionally similar to 'open'. When a fill (full or partial) arrives, the status

Checks if `name` is a `final` object in the given `mro`. We need to check the mro because we need to directly go into the __dict__ of the

Check whether we have a factory registered under ``name``.

LabelArray-aware implementation of np.where.

Load all of the given extensions. This should be called by run_algo or the cli. Parameters ---------- default : bool Load the

Parameters ---------- fields : list of str 'open', 'high', 'low', 'close', or 'volume' start_dt: Timestamp

Given an expression representing data to load, perform normalization and forward-filling and return the data, materialized. Only accepts data

Helper method for implementing make_fx_rates. Takes a (dates x currencies) DataFrame of "reference" values, which are assume

Create a DataFrame representing lifetimes of assets that are constantly rotating in and out of existence. Parameters ----------

Returns a TestHandler which will be used by the given testcase. This handler can be used to test log messages. Parameters ----------

Strict version of mapall.

Load mask and mask row labels for term. Parameters ---------- term : Term The term to load the mask and

Optionally show a progress bar for the given iterator. Parameters ---------- it : iterable The underlying iterator. show_prog

Specialize a term if it's loadable.

Resample a DataFrame with minute data into the frame expected by a BcolzDailyBarWriter. Parameters ---------- minute_frame : pd.

For a window of length M rolling over a buffer of length N, there are (N - M) + 1 legal windows. Example: If my array has N=4 rows,

Open an existing ``rootdir`` for writing. Parameters ---------- end_session : Timestamp (optional) When

Keep track of an order that was placed. Parameters ---------- order : zp.Order The order to record.

Build a block of random numerical data.

Read a requirements file, expressed as a path relative to Zipline root.

A short repr to use when recursively rendering terms with inputs.

A factory for decorators that restrict Term methods to only be callable on Terms with a specific dtype. This is conceptually similar to

Retrieve Equity objects for a list of sids. Users generally shouldn't need to this method (instead, they should prefer the m

Convert number of shares to an integer. By default, truncates to the integer share count that's either within .0001 of amoun

Schedule a function to be called repeatedly in the future. Parameters ---------- func : callable The fun

Set a limit on the number of orders that can be placed in a single day. Parameters ---------- max_count : int

Takes in a symbol that may be delimited and splits it in to a company symbol and share class symbol. Also returns the fuzzy symbol, which is

Construct a Filter matching values starting with ``prefix``. Parameters ---------- prefix : str String p

Lookup multuple Equities as a list. Parameters ---------- *args : iterable[str] The ticker symbols to lookup.

Convert a list to a dict with keys drawn from '0', '1', '2', ... Examples -------- >>> to_dict([2, 3, 4]) # doctest: +SKIP {'0'

Compute Pearson's r between columns of ``dependents`` and ``independents``. Parameters ---------- dependents : np.array[N, M]

Construct a ProgressHooks that uses an already-constructed publisher.

Write a stream of minute data. Parameters ---------- data : iterable[(int, pd.DataFrame)] The data to write. Each

Retrieve NaT with the same units as ``dtype``. Parameters ---------- dtype : dtype-coercable The dtype to lookup the NaT value fo