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github.com/quantopian/zipline
/ functions
Functions
4,252 in github.com/quantopian/zipline
⨍
Functions
4,252
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Types & classes
1,004
↳
Endpoints
31
↓ 1 callers
Method
_pipeline_output
Internal implementation of `pipeline_output`.
zipline/algorithm.py:2323
↓ 1 callers
Function
_pipeline_output_index
Create a MultiIndex for a pipeline output. Parameters ---------- dates : pd.DatetimeIndex Row labels for ``mask``. asset
zipline/pipeline/engine.py:912
↓ 1 callers
Method
_pop_params
Pop entries from the `kwargs` passed to cls.__new__ based on the values in `cls.params`. Parameters ----------
zipline/pipeline/term.py:167
↓ 1 callers
Method
_pos_to_minute
(self, pos)
zipline/data/minute_bars.py:1195
↓ 1 callers
Function
_pricing_iter
(csvdir, symbols, metadata, divs_splits, show_progress)
zipline/data/bundles/csvdir.py:171
↓ 1 callers
Method
_principal_computable_term_type
Return the "principal" type for a ComputableTerm. This returns either Filter, Factor, or Classifier, depending on the type o
zipline/pipeline/term.py:636
↓ 1 callers
Function
_raw_data_for_asset
Generate 'raw' data that encodes information about the asset. See docstring for a description of the data format.
zipline/pipeline/loaders/synthetic.py:275
↓ 1 callers
Method
_reader_cls
(self)
zipline/testing/core.py:1436
↓ 1 callers
Method
_reindex_extra_source
(self, df, source_date_index)
zipline/data/data_portal.py:321
↓ 1 callers
Function
_render
Draw `g` as a graph to `out`, in format `format`. Parameters ---------- g : zipline.pipeline.graph.TermGraph Graph to render
zipline/pipeline/visualize.py:84
↓ 1 callers
Method
_render_term_list
(terms)
zipline/pipeline/hooks/progress.py:403
↓ 1 callers
Method
_retrieve_asset_dicts
(self, sids, asset_tbl, querying_equities)
zipline/assets/assets.py:666
↓ 1 callers
Method
_roll_data
Roll window worth of data up to position zero. Save the effort of having to expensively roll at each iteration
zipline/utils/data.py:229
↓ 1 callers
Method
_roll_data
Roll window worth of data up to position zero. Save the effort of having to expensively roll at each iteration
zipline/utils/data.py:318
↓ 1 callers
Method
_run_pipeline_impl
Shared core for ``run_pipeline`` and ``run_chunked_pipeline``.
zipline/pipeline/engine.py:395
↓ 1 callers
Method
_select_asset_by_symbol
(asset_tbl, symbol)
zipline/assets/assets.py:600
↓ 1 callers
Method
_select_assets_by_sid
(asset_tbl, sids)
zipline/assets/assets.py:594
↓ 1 callers
Method
_select_most_recent_symbols_chunk
Retrieve the most recent symbol for a set of sids. Parameters ---------- sid_group : iterable[int] The sids to lo
zipline/assets/assets.py:603
↓ 1 callers
Function
_sort_set_none_first
Sort a set, sorting ``None`` before other elements, if present.
zipline/utils/pandas_utils.py:294
↓ 1 callers
Method
_split_column_types
Split out currency columns from OHLCV columns. Parameters ---------- columns : list[zipline.pipeline.data.BoundColumn]
zipline/pipeline/loaders/equity_pricing_loader.py:187
↓ 1 callers
Function
_split_symbol_mappings
Split out the symbol: sid mappings from the raw data. Parameters ---------- df : pd.DataFrame The dataframe with multiple rows fo
zipline/assets/asset_writer.py:334
↓ 1 callers
Method
_static_identity
(cls, asset, *args, **kwargs)
zipline/pipeline/filters/filter.py:616
↓ 1 callers
Method
_to_narrow
Convert raw computed pipeline results into a DataFrame for public APIs. Parameters ---------- terms : dict[str -> Te
zipline/pipeline/engine.py:735
↓ 1 callers
Method
_try_ref
(item, callback)
zipline/utils/memoize.py:146
↓ 1 callers
Function
_union_all
Union entries in ``iterables`` into a set.
zipline/utils/pandas_utils.py:288
↓ 1 callers
Method
_universal_mixin_specialization_name
(principal_type)
zipline/pipeline/mixins.py:647
↓ 1 callers
Method
_universal_mixin_type
()
zipline/pipeline/mixins.py:643
↓ 1 callers
Method
_unsafe_get_value
You almost certainly shouldn't use this.
zipline/utils/cache.py:86
↓ 1 callers
Method
_update_buffer
(self, frame)
zipline/utils/data.py:349
↓ 1 callers
Method
_validate
Verify that the stored rank method is valid.
zipline/pipeline/factors/factor.py:1523
↓ 1 callers
Method
_validate_assets
Validate that asset identifiers are contained in the daily bars. Parameters ---------- assets : array-like[int] Th
zipline/data/hdf5_daily_bars.py:654
↓ 1 callers
Method
_validate_benchmark
(self, benchmark_asset)
zipline/sources/benchmark_source.py:147
↓ 1 callers
Method
_validate_compute_chunk_params
Verify that the values passed to compute_chunk are well-formed.
zipline/pipeline/engine.py:797
↓ 1 callers
Method
_validate_input_column
Make sure a passed column is our column.
zipline/pipeline/loaders/frame.py:183
↓ 1 callers
Method
_write
(self, cal, days, path, data)
zipline/testing/core.py:1440
↓ 1 callers
Method
_write_currency_group
Write /country/currency
zipline/data/hdf5_daily_bars.py:399
↓ 1 callers
Method
_write_data_group
Write /country/data
zipline/data/hdf5_daily_bars.py:410
↓ 1 callers
Method
_write_data_group
Write content of /data.
zipline/data/fx/hdf5.py:298
↓ 1 callers
Method
_write_dividends
(self, dividends)
zipline/data/adjustments.py:532
↓ 1 callers
Method
_write_index_group
Write /country/index.
zipline/data/hdf5_daily_bars.py:375
↓ 1 callers
Method
_write_index_group
Write content of /index.
zipline/data/fx/hdf5.py:280
↓ 1 callers
Method
_write_internal
Internal implementation of write. `iterator` should be an iterator yielding pairs of (asset, ctable).
zipline/data/bcolz_daily_bars.py:239
↓ 1 callers
Method
_write_lifetimes_group
Write /country/lifetimes
zipline/data/hdf5_daily_bars.py:387
↓ 1 callers
Method
_write_metadata
(self)
zipline/data/fx/hdf5.py:276
↓ 1 callers
Method
_write_stock_dividends
(self, stock_dividends)
zipline/data/adjustments.py:551
↓ 1 callers
Method
_zero_benchmark_returns
(start_date, end_date)
zipline/utils/run_algo.py:546
↓ 1 callers
Method
_zerofill
(self, table, numdays)
zipline/data/minute_bars.py:607
↓ 1 callers
Method
add_class_callback
Register a callback to be executed during tearDownClass. Parameters ---------- callback : callable The c
zipline/testing/fixtures.py:187
↓ 1 callers
Function
add_direct_edges
(g, child, bases)
zipline/testing/debug.py:57
↓ 1 callers
Function
add_edge
(f, source, dest)
zipline/pipeline/visualize.py:191
↓ 1 callers
Function
add_implicit_edges
(g, child, bases)
zipline/testing/debug.py:68
↓ 1 callers
Method
adjust_commission_cost_basis
A note about cost-basis in zipline: all positions are considered to share a cost basis, even if they were executed in different
zipline/finance/position.py:164
↓ 1 callers
Function
adjustment_db_path
(bundle_name, timestr, environ=None)
zipline/data/bundles/core.py:55
↓ 1 callers
Function
advance_current
Advances the current dt skipping non market days and minutes.
zipline/sources/test_source.py:66
↓ 1 callers
Function
alive_in_range
Check if an asset was alive in the range from start to end. Parameters ---------- asset : Asset The asset to check start
tests/pipeline/test_international_markets.py:437
↓ 1 callers
Function
all_pairs_matching_predicate
Return an iterator of all pairs, (v0, v1) from values such that `pred(v0, v1) == True` Parameters ---------- values : iterable
zipline/testing/core.py:218
↓ 1 callers
Method
all_sessions
(cls)
tests/pipeline/test_downsampling.py:616
↓ 1 callers
Function
all_subindices
Return all valid sub-indices of a pandas Index.
zipline/testing/core.py:259
↓ 1 callers
Function
all_ufuncs
()
tests/test_labelarray.py:29
↓ 1 callers
Method
analyze
(self, perf)
zipline/algorithm.py:456
↓ 1 callers
Method
apply_async
Apply a function but emulate the API of an asynchronous call. Parameters ---------- f : callable The function to
zipline/utils/pool.py:84
↓ 1 callers
Function
as_of
(p)
tests/pipeline/test_adjusted_array.py:471
↓ 1 callers
Method
assertDifferentObjects
(self, *objs)
tests/pipeline/test_term.py:291
↓ 1 callers
Function
assert_datasource_protocol
Assert that an event meets the protocol for datasource outputs.
zipline/gens/utils.py:39
↓ 1 callers
Method
assert_identical_results
Assert that two pipelines produce the same results.
tests/pipeline/test_international_markets.py:429
↓ 1 callers
Function
assert_isidentical
(result, expected, msg='')
zipline/testing/predicates.py:798
↓ 1 callers
Method
assert_month
(self, start_month, actual_end_month)
tests/finance/test_risk.py:251
↓ 1 callers
Method
assert_range_length
(self, col, total_months, period_length, start_date)
tests/finance/test_risk.py:259
↓ 1 callers
Function
assert_regex
Assert that ``expected`` matches the result. Parameters ---------- result : str The string to search. expected : str or compi
zipline/testing/predicates.py:268
↓ 1 callers
Function
attrs_for_node
(term, **overrides)
zipline/pipeline/visualize.py:195
↓ 1 callers
Function
bases_mro
Yield classes in the order that methods should be looked up from the base classes of an object.
zipline/utils/final.py:10
↓ 1 callers
Method
before_trading_start
(self, data)
zipline/algorithm.py:438
↓ 1 callers
Function
begin_cluster
(f, name, **attrs)
zipline/pipeline/visualize.py:49
↓ 1 callers
Function
begin_graph
(f, name, **attrs)
zipline/pipeline/visualize.py:44
↓ 1 callers
Method
bind
Bind a `Column` object to its name.
zipline/pipeline/data/dataset.py:63
↓ 1 callers
Function
bool_from_envvar
Get a boolean value from the environment, making a reasonable attempt to convert "truthy" values to True and "falsey" values to False. S
zipline/testing/core.py:1103
↓ 1 callers
Function
build_grouped_ownership_map
Builds a dict mapping group keys to maps of keys to lists of OwnershipPeriods, from a db table.
zipline/assets/assets.py:170
↓ 1 callers
Function
build_linearization_graph
(child_name, bases)
zipline/testing/debug.py:46
↓ 1 callers
Function
build_lookup_generic_cases
Generate test cases for the type of asset finder specific by asset_finder_type for test_lookup_generic.
tests/test_assets.py:104
↓ 1 callers
Function
bulleted_list
Format a bulleted list of values. Parameters ---------- items : sequence The items to make a list. indent : int, optional
zipline/utils/formatting.py:48
↓ 1 callers
Function
cache_path
(bundle_name, environ=None)
zipline/data/bundles/core.py:62
↓ 1 callers
Function
cache_relative
(bundle_name)
zipline/data/bundles/core.py:73
↓ 1 callers
Function
cache_root
The root directory for zipline cache files. Parameters ---------- environ : dict, optional An environment dict to forward to
zipline/utils/paths.py:213
↓ 1 callers
Method
calc_dividend_ratios
Calculate the ratios to apply to equities when looking back at pricing history so that the price is smoothed over the ex_date, when t
zipline/data/adjustments.py:456
↓ 1 callers
Method
calculate_dates
Given a date, find that day's open and period end (open + offset).
zipline/utils/events.py:377
↓ 1 callers
Method
calculate_dates
Given a dt, find that day's close and period start (close - offset).
zipline/utils/events.py:433
↓ 1 callers
Method
calculate_period_stats
(self)
zipline/finance/ledger.py:754
↓ 1 callers
Method
cancel
(self)
zipline/finance/order.py:214
↓ 1 callers
Method
cancel_all_orders_for_asset
Cancel all open orders for a given asset.
zipline/finance/blotter/blotter.py:104
↓ 1 callers
Method
cancel_order
Cancel an open order. Parameters ---------- order_param : str or Order The order_id or order object to cancel.
zipline/algorithm.py:1965
↓ 1 callers
Method
capital_change
(self, change_amount)
zipline/finance/ledger.py:623
↓ 1 callers
Function
changed_locations
Compute indices of values in ``a`` that differ from the previous value. Parameters ---------- a : np.ndarray The array on wh
zipline/utils/numpy_utils.py:495
↓ 1 callers
Method
check_equivalent_terms
(self, terms)
tests/pipeline/test_factor.py:1528
↓ 1 callers
Method
check_expected_latest_value
Check the expected result of column.latest from a pipeline.
tests/pipeline/test_international_markets.py:415
↓ 1 callers
Method
check_next_event_indexer
(self, events, all_dates,
tests/pipeline/test_events.py:260
↓ 1 callers
Method
check_order_triggers
Given an order and a trade event, return a tuple of (stop_reached, limit_reached). For market orders, will return (False, Fal
zipline/finance/order.py:124
↓ 1 callers
Method
check_previous_event_indexer
(self, events, all_dates,
tests/pipeline/test_events.py:195
↓ 1 callers
Function
check_sids_arrays_match
Check that two 1d arrays of sids are equal
zipline/data/hdf5_daily_bars.py:1087
↓ 1 callers
Method
check_triggers
Update internal state based on price triggers and the trade event's price.
zipline/finance/order.py:108
↓ 1 callers
Function
chrange
Construct an iterable of length-1 strings beginning with `start` and ending with `stop`. Parameters ---------- start : str
zipline/testing/core.py:269
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