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Functions4,252 in github.com/quantopian/zipline

↓ 1 callersMethod__new__
(cls, input_, window_length, expected_windows)
zipline/testing/pipeline_terms.py:89
↓ 1 callersMethod__new__
Memoized constructor for Terms. Caching previously-constructed Terms is useful because it allows us to only compute equivale
zipline/pipeline/term.py:102
↓ 1 callersMethod__setitem__
(self, indexer, value)
zipline/lib/labelarray.py:371
↓ 1 callersMethod_add_to_graph
Add a term and all its children to ``graph``. ``parents`` is the set of all the parents of ``term` that we've added so far.
zipline/pipeline/graph.py:74
↓ 1 callersMethod_all_tables_present
Checks if any tables are present in the current assets database. Parameters ---------- txn : Transaction
zipline/assets/asset_writer.py:855
↓ 1 callersMethod_allocate_output
Allocate an output array whose rows should be passed to `self.compute`. The resulting array must have a shape of ``shape``.
zipline/pipeline/mixins.py:156
↓ 1 callersMethod_array
(self, start, end, assets, field)
zipline/data/history_loader.py:346
↓ 1 callersMethod_assert_all_loadable_terms_specialized_to
Make sure that we've specialized all loadable terms in the graph.
zipline/pipeline/graph.py:503
↓ 1 callersFunction_assert_valid_categorical_missing_value
Check that value is a valid categorical missing_value. Raises a TypeError if the value is cannot be used as the missing_value for a cate
zipline/pipeline/term.py:965
↓ 1 callersFunction_build_linearization_graph
(g, child, bases)
zipline/testing/debug.py:52
↓ 1 callersFunction_build_preprocessed_function
Build a preprocessed function with the same signature as `func`. Uses `exec` internally to build a function that actually has the same s
zipline/utils/preprocess.py:142
↓ 1 callersFunction_calc_minute_index
(market_opens, minutes_per_day)
zipline/data/minute_bars.py:73
↓ 1 callersMethod_calculate_order
(self, asset, amount, limit_price=None, stop_price=None, style=None)
zipline/algorithm.py:1278
↓ 1 callersMethod_calculate_order_target_percent_amount
(self, asset, target)
zipline/algorithm.py:1887
↓ 1 callersMethod_calculate_payout
(multiplier, amount, old_price, price)
zipline/finance/ledger.py:469
↓ 1 callersMethod_calculate_universe
(self)
zipline/algorithm.py:595
↓ 1 callersMethod_can_create_new_specialization
(self, domain)
zipline/pipeline/data/dataset.py:488
↓ 1 callersMethod_canonical_key
(cls, args, kwargs)
zipline/pipeline/data/dataset.py:875
↓ 1 callersFunction_check_window_params
Check that a window of length `window_length` is well-defined on `data`. Parameters ---------- data : np.ndarray[ndim=2] The
zipline/lib/adjusted_array.py:400
↓ 1 callersMethod_cleanup_expired_assets
Clear out any assets that have expired before starting a new sim day. Performs two functions: 1. Finds all assets for which
zipline/gens/tradesimulation.py:238
↓ 1 callersMethod_commit
Sync the temporary file to the final path.
zipline/utils/cache.py:322
↓ 1 callersMethod_commit
Sync the temporary directory to the final path.
zipline/utils/cache.py:380
↓ 1 callersMethod_compute
(self, arrays, dates, assets, mask)
zipline/pipeline/filters/filter.py:367
↓ 1 callersMethod_compute_date_range_slice
(self, start_date, end_date)
zipline/data/hdf5_daily_bars.py:645
↓ 1 callersMethod_compute_root_mask
Compute a lifetimes matrix from our AssetFinder, then drop columns that didn't exist at all during the query dates. Paramete
zipline/pipeline/engine.py:453
↓ 1 callersMethod_compute_slices
Compute the raw row indices to load for each asset on a query for the given dates after applying a shift. Parameters
zipline/data/bcolz_daily_bars.py:530
↓ 1 callersMethod_constant_type
(cls)
zipline/pipeline/term.py:882
↓ 1 callersMethod_constraint_msg
(self, metadata)
zipline/finance/controls.py:70
↓ 1 callersFunction_convert_asset_timestamp_fields
Takes in a dict of Asset init args and converts dates to pd.Timestamps
zipline/assets/assets.py:216
↓ 1 callersMethod_create_bar_data
(self, universe_func)
zipline/gens/tradesimulation.py:87
↓ 1 callersMethod_create_buffer
(self)
zipline/utils/data.py:98
↓ 1 callersMethod_create_clock
If the clock property is not set, then create one based on frequency.
zipline/algorithm.py:489
↓ 1 callersMethod_create_daily_stats
(self, perfs)
zipline/algorithm.py:656
↓ 1 callersMethod_create_generator
(self, sim_params)
zipline/algorithm.py:567
↓ 1 callersMethod_create_specialization
(self, domain)
zipline/pipeline/data/dataset.py:501
↓ 1 callersMethod_decimal_places_for_asset
(self, asset, reference_date)
zipline/data/history_loader.py:349
↓ 1 callersFunction_decorate_source
(source)
zipline/gens/composites.py:19
↓ 1 callersMethod_decref_dependencies_recursive
Decrement terms recursively. Notes ----- This should only be used to build the initial workspace, after that we
zipline/pipeline/graph.py:185
↓ 1 callersMethod_defaults_match
(self, arg)
zipline/utils/argcheck.py:80
↓ 1 callersMethod_df_dtypes
Get dtypes to use when unpacking sqlite tables as dataframes.
zipline/data/adjustments.py:326
↓ 1 callersMethod_dt_window_size
(self, start_dt, end_dt)
zipline/data/dispatch_bar_reader.py:62
↓ 1 callersMethod_ensure_can_load
Ensure that ``loader`` can load ``terms``.
zipline/pipeline/engine.py:900
↓ 1 callersFunction_ensure_element
Create a tuple containing all elements of tup, plus elem. Returns the new tuple and the index of elem in the new tuple.
zipline/pipeline/expression.py:94
↓ 1 callersMethod_ensure_extra_rows
Ensure that we're going to compute at least N extra rows of `term`.
zipline/pipeline/graph.py:459
↓ 1 callersMethod_ensure_sliding_windows
Ensure that there is a Float64Multiply window for each asset that can provide data for the given parameters. If the correspon
zipline/data/history_loader.py:364
↓ 1 callersFunction_ensure_timestamp_field
Verify that the baseline and deltas expressions have a timestamp field. If there is not a ``TS_FIELD_NAME`` on either of the expressions, it will
zipline/pipeline/loaders/blaze/core.py:494
↓ 1 callersMethod_exclusion_indices_for_range
Returns ------- List of tuples of (start, stop) which represent the ranges of minutes which should be excluded when a
zipline/data/minute_bars.py:1048
↓ 1 callersMethod_expected_data
(self, asset_finder)
tests/data/bundles/test_csvdir.py:25
↓ 1 callersMethod_expected_data
(self, asset_finder)
tests/data/bundles/test_quandl.py:39
↓ 1 callersFunction_filter_requirements
(lines_iter, filter_names=None, filter_sys_version=False)
setup.py:138
↓ 1 callersMethod_find_last_traded_position
(self, asset, dt)
zipline/data/minute_bars.py:1158
↓ 1 callersMethod_format_exc
(exc_info)
zipline/testing/core.py:884
↓ 1 callersMethod_format_execution_time
Helper method for displaying total execution time of a Pipeline. Parameters ---------- total_seconds : float Numb
zipline/pipeline/hooks/progress.py:417
↓ 1 callersFunction_format_unequal_keys
(dicts)
zipline/utils/functional.py:109
↓ 1 callersMethod_fuzzify_symbol_ownership_map
(ownership_map)
zipline/assets/assets.py:370
↓ 1 callersFunction_gen_unzip
Helper for unzip which checks the lengths of each element in it. Parameters ---------- it : iterable[tuple] An iterable of tuples.
zipline/utils/functional.py:145
↓ 1 callersMethod_get_adjustments_in_range
Get the Float64Multiply objects to pass to an AdjustedArrayWindow. For the use of AdjustedArrayWindow in the loader, which looks bac
zipline/data/history_loader.py:65
↓ 1 callersMethod_get_adjustments_in_range
(self, cf, dts, field)
zipline/data/history_loader.py:207
↓ 1 callersMethod_get_carray_path
(self, sid, field)
zipline/data/minute_bars.py:1065
↓ 1 callersMethod_get_contract_sids
(self, root_symbol)
zipline/assets/assets.py:1198
↓ 1 callersMethod_get_daily_message
Get a perf message for the given datetime.
zipline/gens/tradesimulation.py:283
↓ 1 callersMethod_get_daily_spot_value
(self, asset, column, dt)
zipline/data/data_portal.py:736
↓ 1 callersMethod_get_days_for_window
(self, end_date, bar_count)
zipline/data/data_portal.py:773
↓ 1 callersMethod_get_fetcher_value
(self, asset, field, dt)
zipline/data/data_portal.py:422
↓ 1 callersMethod_get_history_daily_window_data
(self, assets, days_for_window,
zipline/data/data_portal.py:814
↓ 1 callersMethod_get_minute_message
Get a perf message for the given datetime.
zipline/gens/tradesimulation.py:294
↓ 1 callersMethod_get_minute_window_data
Internal method that gets a window of adjusted minute data for an asset and specified date range. Used to support the history API me
zipline/data/data_portal.py:1036
↓ 1 callersMethod_get_payout_total
(self, positions)
zipline/finance/ledger.py:685
↓ 1 callersMethod_get_root_symbol_exchange
(self, root_symbol)
zipline/assets/assets.py:1207
↓ 1 callersMethod_init
(self, asset, *args, **kwargs)
zipline/pipeline/filters/filter.py:611
↓ 1 callersMethod_init_ctable
Create empty ctable for given path. Parameters ---------- path : string The path to rootdir of the new c
zipline/data/minute_bars.py:561
↓ 1 callersMethod_initialize_precalculated_series
Internal method that pre-calculates the benchmark return series for use in the simulation. Parameters ----------
zipline/sources/benchmark_source.py:196
↓ 1 callersMethod_inner_dts
(self, start_dt, end_dt)
zipline/data/resample.py:667
↓ 1 callersMethod_inplace_currency_convert
Currency convert raw data loaded for ``column``. Parameters ---------- columns : list[zipline.pipeline.data.BoundCol
zipline/pipeline/loaders/equity_pricing_loader.py:138
↓ 1 callersMethod_inputs_for_term
Compute inputs for the given term. This is mostly complicated by the fact that for each input we store as many rows as will
zipline/pipeline/engine.py:539
↓ 1 callersMethod_int_values
Return uniformly-distributed integers between 0 and 100.
zipline/pipeline/loaders/synthetic.py:176
↓ 1 callersMethod_is_restricted_for_asset
(self, asset, dt)
zipline/finance/asset_restrictions.py:191
↓ 1 callersMethod_is_special_root_term
(self, term)
zipline/pipeline/engine.py:889
↓ 1 callersMethod_iterator_type
The iterator produced when `traverse` is called on this Array.
zipline/lib/adjusted_array.py:270
↓ 1 callersMethod_load_data
Returns a standard set of pandas.DataFrames: equities, futures, exchanges, root_symbols
zipline/assets/asset_writer.py:969
↓ 1 callersMethod_lookup_generic_scalar_helper
(self, obj, as_of_date, country_code)
zipline/assets/assets.py:1321
↓ 1 callersMethod_lookup_most_recent_symbols
(self, sids)
zipline/assets/assets.py:652
↓ 1 callersMethod_make_adjustment
(self, adjustment_type, front_close,
zipline/data/history_loader.py:189
↓ 1 callersMethod_make_dataset
Construct a new dataset given the coordinates.
zipline/pipeline/data/dataset.py:944
↓ 1 callersMethod_make_equity_daily_bar_from_minute
(cls)
zipline/testing/fixtures.py:809
↓ 1 callersMethod_make_future_daily_bar_from_minute
(cls)
zipline/testing/fixtures.py:940
↓ 1 callersMethod_make_raw_array_out
(self, field, shape)
zipline/data/dispatch_bar_reader.py:72
↓ 1 callersMethod_make_raw_array_shape
(self, start_dt, end_dt, num_sids)
zipline/data/dispatch_bar_reader.py:69
↓ 1 callersMethod_make_sid_selector
Build an indexer mapping ``self.sids`` to ``assets``. Parameters ---------- assets : list[int] List of a
zipline/data/hdf5_daily_bars.py:622
↓ 1 callersFunction_make_unsupported_method
(name)
zipline/lib/labelarray.py:46
↓ 1 callersMethod_maximum
(self, mask=NotSpecified, groupby=NotSpecified)
zipline/pipeline/factors/factor.py:1238
↓ 1 callersMethod_merge_expressions
Merge the inputs of two NumericalExpressions into a single input tuple, rewriting their respective string expressions to make input n
zipline/pipeline/expression.py:283
↓ 1 callersMethod_minutes_to_exclude
Calculate the minutes which should be excluded when a window occurs on days which had an early close, i.e. days where the close
zipline/data/minute_bars.py:992
↓ 1 callersMethod_names_match
(self, arg)
zipline/utils/argcheck.py:88
↓ 1 callersMethod_no_benchmark_expectations_applied
(expected_perf)
tests/test_examples.py:71
↓ 1 callersFunction_normalize_array
Coerce buffer data for an AdjustedArray into a standard scalar representation, returning the coerced array and a dict of argument to pass
zipline/lib/adjusted_array.py:84
↓ 1 callersMethod_normalize_equities
(self, equities, exchanges)
zipline/assets/asset_writer.py:903
↓ 1 callersMethod_normalize_equity_supplementary_mappings
(self, mappings)
zipline/assets/asset_writer.py:958
↓ 1 callersMethod_normalize_futures
(self, futures)
zipline/assets/asset_writer.py:940
↓ 1 callersMethod_outer_dts
(self, start_dt, end_dt)
zipline/data/resample.py:663
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