Create a rule that triggers at a fixed offset from market open. The offset can be specified either as a :class:`datetime.timedelta`,

Merge adjustments for a particular sid into a dictionary containing adjustments for all sids. Parameters ----------

Merge split adjustments with the dict containing overwrites. Parameters ---------- pre : dict[str -> dict[int -> lis

Helper for subclasses overriding ``make_algo_kwargs``. A common pattern for tests using `WithMakeAlgoKwargs` is that a parti

Construct an index array that, when applied to an array of values, produces a 2D array containing the values associated with the next event f

Place an order. Parameters ---------- asset : zipline.assets.Asset The asset that this order is for. amou

Retrieve the dict-form of all of the orders in a given bar or for the whole simulation. Parameters ---------- dt : pd

Construct an index array that, when applied to an array of values, produces a 2D array containing the values associated with the previous eve

Add a transaction to ledger, updating the current state as needed. Parameters ---------- transaction : zp.Transaction

Return an iterator over pairs, (v0, v1), drawn from values. If `include_diagonal` is True, returns all pairs such that v0 <= v1. If `inc

Build a block of random categorical data. Categories should not include ``missing_value``.

Get an array containing the raw values we expect to be produced for the given dates between start_date and end_date, inclusive.

Register a new AccountControl to be checked on each bar.

Compute the set of resource columns required to serve `columns`.

Compute the set of resource columns required to serve ``next_value_columns`` and ``previous_value_columns``.

Resolve inputs into values to be passed to TradingAlgorithm. Returns a pair of ``(benchmark_sid, benchmark_returns)`` with at most

Simple rolling vwap implementation for testing

Restride an array of shape (X_0, ... X_N) into an array of shape (length, X_0 - length + 1, ... X_N) where each slice

Take a 2D array and return the 0-indexed sorted position of each element in the array for each row. Examples -------- In [5]: da

Run a backtest for the given algorithm.

Run the algorithm.

Choose entries from ``dates`` to use for downsampling at ``frequency``. Parameters ---------- dates : pd.DatetimeIndex Dates

Decorator factory for setting attributes on a function. Doesn't change the behavior of the wrapped function. Examples --------

Set a restriction on which assets can be ordered. Parameters ---------- restricted_list : container[Asset], SecurityList

Set a rule specifying that this algorithm cannot take short positions.

Set a limit on the number of shares and/or dollar value of any single order placed for sid. Limits are treated as absolute values and are

Set a limit on the number of shares and/or dollar value held for the given sid. Limits are treated as absolute values and are enforced at

Checks if the rule should trigger with its current state. This method should be pure and NOT mutate any state on the object.

Parameters ---------- sid : int The asset identifier. day : datetime64-like Midnight of the d

Parameters ---------- sid : int Asset identifier. Returns ------- out : string

Convert a pd.Timedelta to a number of seconds as an int.

Convert a pandas Timestamp into the name of the directory for the ingestion. Parameters ---------- ts : pandas.Timestamp The

Convert a string in US/Eastern time to UTC

Check if a and b are equal with some tolerance. Parameters ---------- a, b : float The floats to check for equality. atol : f

Retrieve the dict-form of all of the transactions in a given bar or for the whole simulation. Parameters ---------- d

Truncate data beyond this date in all ctables.

Returns the set of known tables in the adjustments file in DataFrame form. Parameters ---------- convert_dates : bool

Force a computation of the current portfolio state.

An iterator of all legal window lengths on a buffer of a given length. Returns values from 1 to underlying_buffer_length.

Fail if we would hold negative shares of asset after completing this order.

Validate a `dtype` and `missing_value` passed to Term.__new__. Ensures that we know how to represent ``dtype``, and that missing_value i

Check if each element of ``array`` is in choices. Parameters ---------- array : np.ndarray choices : object Object imple

Make a class inheriting from ``bases`` whose metaclass inherits from all of ``metaclasses``. Like :func:`six.with_metaclass`, but allows mult

Parameters ---------- country_code : str The ISO 3166 alpha-2 country code for this country. data : itera

Write nans to the locations in data corresponding to the (date, asset) pairs for which we wouldn't have data for `asset` on `date` in

Helper method for converting deprecated limit_price and stop_price arguments into ExecutionStyle instances. This function as

Produce a concrete BoundColumn object when accessed. We don't bind to datasets at class creation time so that subclasses of