Lazy range object with constant time containment check. The arguments are the same as ``range``.

A click parameter that parses the value into pandas.Timestamp objects. Parameters ---------- tz : timezone-coercable, optional Th

A Pipeline object represents a collection of named expressions to be compiled and executed by a PipelineEngine. A Pipeline has two impor

An abstract column of data, not yet associated with a dataset.

An ndarray subclass for working with arrays of strings. Factorizes the input array into integers, but overloads equality on strings to c

An equity domain whose sessions are defined by a named TradingCalendar. Parameters ---------- country_code : str ISO-3166 tw

Calculates the percent change in close price over the given window_length. **Default Inputs**: [EquityPricing.close]

An exchange where assets are traded. Parameters ---------- name : str or None The full name of the exchange, for example 'NEW YOR

PipelineEngine class that computes each term independently. Parameters ---------- get_loader : callable A function that is g

An argument to a function. Argument.no_default is a value representing no default to the argument. Argument.ignore is a value that says y

Execution style for orders to be filled at current market price. This is the default for orders placed with :func:`~zipline.api.order`.

Factor computed from a numexpr expression. Parameters ---------- expr : string A string suitable for passing to numexpr. All

An array that can be iterated with a variable-length window, and which can provide different views on data from different perspectives.

A click parameter that parses values into pd.Timedelta objects. Parameters ---------- unit : {'D', 'h', 'm', 's', 'ms', 'us', 'ns'}, opti

Create a temporary asset finder using an in memory sqlite db. Parameters ---------- url : string The URL for the database connect

Pseudo-filter describing whether or not an asset existed on a given day. This is the default mask for all terms that haven't been passed a ma

Average Value of an arbitrary column **Default Inputs**: None **Default Window Length**: None

Reader for data written by BcolzMinuteBarWriter Parameters ---------- rootdir : string The root directory containing the met

A PipelineLoader that reads its input from DataFrames. Mostly useful for testing, but can also be used for real work if your data fits i

Like :class:`~zipline.finance.metrics.metric.SimpleLedgerField` but also puts the current value in the ``cumulative_perf`` section. Parameter

Interface to all of the data that a zipline simulation needs. This is used by the simulation runner to answer questions about the data, like

A rule that always triggers.

A PipelineLoader for datasets constructed with ``from_blaze``. Parameters ---------- dsmap : mapping, optional An initial mapping

A domain built directly from an index of sessions. Mostly useful for testing. Parameters ---------- sessions : pd.DatetimeIndex

Simple model assuming a fixed-size spread for all assets. Parameters ---------- spread : float, optional Size of the assumed

Execution style for orders to be filled at a price equal to or better than a specified limit price. Parameters ---------- limit_

A no-op restrictions that contains no restrictions.

Reader for raw pricing data written by BcolzDailyOHLCVWriter. Parameters ---------- table : bcolz.ctable The ctable contanin

Calculates a commission for a transaction based on a per share cost with an optional minimum cost per trade. Parameters ----------

Raised when a symbol() call contains a non-existant symbol.

A filter applying a function from (ndarray, *args) -> ndarray[bool]. Parameters ---------- term : zipline.pipeline.Term Term

CustomFactor that returns the AssetID of each asset. Useful for providing a Factor that produces a different value for each asset.

Class capable of writing daily OHLCV data to disk in a format that can be read efficiently by BcolzDailyOHLCVReader. Parameters ----

Historical restrictions stored in memory with effective dates for each asset. Parameters ---------- restrictions : iterable of n

A rule that triggers on the nth trading day of the week. This is zero-indexed, n=0 is the first trading day of the week.

Factor producing the slope of a regression line between each asset's daily returns to the daily returns of a single "target" asset. Para

Raised by CustomFactors with unsupported dtypes.

A rule that triggers for some offset after the market opens. Example that triggers after 30 minutes of the market opening: >>> AfterOpen

Pipeline filter indicating input term has data for a given window.

Class used to write data to an assets db. Parameters ---------- engine : Engine or str An SQLAlchemy engine or path to a SQL data

An AssetFinder is an interface to a database of Asset metadata written by an ``AssetDBWriter``. This class provides methods for looking

Class capable of writing minute OHLCV data to disk into bcolz format. Parameters ---------- rootdir : string Path to the roo

Model slippage as a fixed percentage difference from historical minutely close price, limiting the size of fills to a fixed percentage of his

Calculates a commission for a transaction based on a per contract cost with an optional minimum cost per trade. Parameters ---------

Static restrictions stored in memory that are constant regardless of dt for each asset. Parameters ---------- restricted_list :

Model slippage as a quadratic function of percentage of historical volume. Orders to buy will be filled at:: price * (1 + price_impa

An object that compares equal to any instance of a given type or types. Parameters ---------- types : type or tuple[type] The typ

Base class for PipelineLoaders that supports loading the next and previous value of an event field. Does not currently support adjustmen

Moving Average Convergence/Divergence (MACD) Signal line https://en.wikipedia.org/wiki/MACD A technical indicator originally developed b

Raised when a spot price cannot be found for the sid and date.

Perform an ordinary least-squares regression predicting the returns of all other assets on the given asset. Parameters ----------

Model slippage for futures contracts according to the following formula: new_price = price + (price * MI / 10000), where 'MI' is ma

Signal an error that should have a different message if invoked from the cli. Parameters ---------- pyfunc_msg : str The mess

Called when a bad binary operation is encountered. Parameters ---------- op : str The attempted operation left : zipline

A rule that triggers for some offset time before the market closes. Example that triggers for the last 30 minutes every day: >>> BeforeC

A pair of expressions and data resources. The expressions will be computed using the resources as the starting scope. Parameters --------

An object which has no attributes but produces a more informative error message when accessed. Parameters ---------- name : str

A placeholder object representing a namespace level

Calculates a commission for a transaction based on a per trade cost. For orders that require multiple fills, the full commission is charged

Relative Strength Index **Default Inputs**: :data:`zipline.pipeline.data.EquityPricing.close` **Default Window Length**: 15

Calculates the Pearson product-moment correlation coefficient of the returns of the given asset with the returns of all other assets. Pe

Calculates the Spearman rank correlation coefficient of the returns of the given asset with the returns of all other assets. Parameters

Execution style representing a limit order to be placed if market price reaches a threshold. Parameters ---------- limit_price :

A CustomFactor that doesn't do any work. This is used to test that we correctly track date bounds in hooks in the presence of windowed c

Works with _WeakArgsDict to provide a weak cache for function args. When any of those args are gc'd, the pair is removed from the cache.

A Filter requiring that assets produce True for ``window_length`` consecutive days. **Default Inputs:** None **Default Window Lengt