Duplicate the asof_date column as the timestamp column. Parameters ---------- expr : Expr or None The expression to change the co

Builds the time argument for event rules.

Check that a field is a datetime inside some measure. Parameters ---------- name : str The name of the field to check. measur

Check that the steps of ``a`` and ``b`` are both 1. Parameters ---------- a : range The first range to check. b : range

Check that there are no cases where multiple symbols resolve to the same asset at the same time in the same country. Parameters ---------

Compute and cache a recarray of asset lifetimes.

Checks for the presence of an extra to the argument list. Raises expections if this is unexpected or if it is missing and expected.

Filter out kwargs from a dictionary. Parameters ---------- names : set[str] The names to select from ``dict_``. dict_ : dict[

For the given root symbol, find the contract that is considered active on a specific date at a specific offset.

Internal method that gets a window of adjusted daily data for a sid and specified date range. Used to support the history API method

Internal method that returns a dataframe containing history bars of daily frequency for the given sids.

Internal method that returns a dataframe containing history bars of minute frequency for the given sids.

Find the correct metadata expression for the expression. Parameters ---------- field : {'deltas', 'checkpoints'} The kind of meta

Internal utility method to return the trailing mean volume over the past 'window_length' days, and volatility of close prices for a

Parameters ---------- domain : zipline.pipeline.domain.Domain The domain of this term. dtype : np.dtype

Convert asset_convertible to an asset. On success, append to matches. On failure, append to missing.

Create a family of data bundle functions that read from the same bundle mapping. Returns ------- bundles : mappingproxy The m

Create a family of metrics sets functions that read from the same metrics set mapping. Returns ------- metrics_sets : mappingproxy

Update dataframes in place to set indentifier columns as indices. For each input frame, if the frame has a column with the same name as its

Sets the PRAGMA foreign_keys state of the SQLite database. Disabling the pragma allows for batch modification of tables with foreign keys. Pa

Helper for to_graph and to_execution_plan.

Return self._expr with all variables rebound to the indices implied by new_inputs.

Internal function for loading assets from a table. This should be the only method of `AssetFinder` that writes Assets into s

Run a backtest for the given algorithm. This is shared between the cli and :func:`zipline.run_algo`.

Get the colname from daily_bar_table and read all of it into memory, caching the result. Parameters ----------

Return the identity of the Term that would be constructed from the given arguments. Identities that compare equal will cause

Convert a time into microseconds since midnight. Parameters ---------- time : datetime.time The time to convert. Returns -

Assert that this term is well-formed. This should be called exactly once, at the end of Term._init().

Internal method for `write_cols` and `write`. Parameters ---------- sid : int The asset identifier for t

Adds an event to the algorithm's EventManager. Parameters ---------- rule : EventRule The rule for when the callb

Register a callback to be executed during tearDown. Parameters ---------- callback : callable The callba

Return a list of all the TradingAlgorithm API methods.

Build a block of testing data from numpy.arange.

Coerce self into a pandas categorical. This is only defined on 1D arrays, since that's all pandas supports.

Coerce self into a pandas DataFrame of Categoricals.

Curried wrapper around array.astype for when you have the dtype before you have the data.

Assert that a MultiIndex contains the product of `*levels`.

Place a batch of orders. Parameters ---------- order_arg_lists : iterable[tuple] Tuples of args that `order` expe

Factory function for making binary operator methods on a Factor subclass. Returns a function, "binary_operator" suitable for implementing fu