mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-03 03:08:56 +08:00
MAINT: Rename restrictions.py to asset_restrictions.py
For clarity as to what sort of restrictions these are
This commit is contained in:
@@ -29,7 +29,7 @@ from zipline.finance.slippage import VolumeShareSlippage
|
||||
|
||||
from zipline.protocol import DATASOURCE_TYPE, BarData
|
||||
from zipline.finance.blotter import Order
|
||||
from zipline.finance.restrictions import NoRestrictions
|
||||
from zipline.finance.asset_restrictions import NoRestrictions
|
||||
from zipline.data.data_portal import DataPortal
|
||||
from zipline.testing import tmp_bcolz_equity_minute_bar_reader
|
||||
from zipline.testing.fixtures import (
|
||||
|
||||
@@ -76,7 +76,7 @@ from zipline.finance.commission import PerShare
|
||||
from zipline.finance.execution import LimitOrder
|
||||
from zipline.finance.order import ORDER_STATUS
|
||||
from zipline.finance.trading import SimulationParameters
|
||||
from zipline.finance.restrictions import (
|
||||
from zipline.finance.asset_restrictions import (
|
||||
Restriction,
|
||||
HistoricalRestrictions,
|
||||
StaticRestrictions,
|
||||
|
||||
@@ -23,7 +23,7 @@ import pandas as pd
|
||||
|
||||
from zipline._protocol import handle_non_market_minutes
|
||||
|
||||
from zipline.finance.restrictions import (
|
||||
from zipline.finance.asset_restrictions import (
|
||||
Restriction,
|
||||
HistoricalRestrictions,
|
||||
RESTRICTION_STATES,
|
||||
|
||||
@@ -37,7 +37,7 @@ from zipline.data.minute_bars import BcolzMinuteBarReader
|
||||
from zipline.data.data_portal import DataPortal
|
||||
from zipline.data.us_equity_pricing import BcolzDailyBarWriter
|
||||
from zipline.finance.slippage import FixedSlippage
|
||||
from zipline.finance.restrictions import NoRestrictions
|
||||
from zipline.finance.asset_restrictions import NoRestrictions
|
||||
from zipline.protocol import BarData
|
||||
from zipline.testing import (
|
||||
tmp_trading_env,
|
||||
|
||||
@@ -28,7 +28,7 @@ from zipline.errors import (
|
||||
HistoryWindowStartsBeforeData,
|
||||
)
|
||||
from zipline.finance.trading import SimulationParameters
|
||||
from zipline.finance.restrictions import NoRestrictions
|
||||
from zipline.finance.asset_restrictions import NoRestrictions
|
||||
from zipline.testing import (
|
||||
create_minute_df_for_asset,
|
||||
str_to_seconds,
|
||||
|
||||
@@ -5,7 +5,7 @@ from functools import partial
|
||||
|
||||
from toolz import groupby
|
||||
|
||||
from zipline.finance.restrictions import (
|
||||
from zipline.finance.asset_restrictions import (
|
||||
RESTRICTION_STATES,
|
||||
Restriction,
|
||||
HistoricalRestrictions,
|
||||
|
||||
@@ -24,7 +24,7 @@ from zipline import TradingAlgorithm
|
||||
from zipline.gens.sim_engine import BEFORE_TRADING_START_BAR
|
||||
|
||||
from zipline.finance.performance import PerformanceTracker
|
||||
from zipline.finance.restrictions import NoRestrictions
|
||||
from zipline.finance.asset_restrictions import NoRestrictions
|
||||
from zipline.gens.tradesimulation import AlgorithmSimulator
|
||||
from zipline.sources.benchmark_source import BenchmarkSource
|
||||
from zipline.test_algorithms import NoopAlgorithm
|
||||
|
||||
@@ -153,7 +153,7 @@ cdef class BarData:
|
||||
data_frequency : {'minute', 'daily'}
|
||||
The frequency of the bar data; i.e. whether the data is
|
||||
daily or minute bars
|
||||
restrictions : zipline.finance.restrictions.Restrictions
|
||||
restrictions : zipline.finance.asset_restrictions.Restrictions
|
||||
Object that combines and returns restricted list information from
|
||||
multiple sources
|
||||
universe_func : callable, optional
|
||||
|
||||
@@ -76,13 +76,13 @@ from zipline.finance.execution import (
|
||||
StopOrder,
|
||||
)
|
||||
from zipline.finance.performance import PerformanceTracker
|
||||
from zipline.finance.restrictions import Restrictions
|
||||
from zipline.finance.asset_restrictions import Restrictions
|
||||
from zipline.finance.slippage import (
|
||||
VolumeShareSlippage,
|
||||
SlippageModel
|
||||
)
|
||||
from zipline.finance.cancel_policy import NeverCancel, CancelPolicy
|
||||
from zipline.finance.restrictions import (
|
||||
from zipline.finance.asset_restrictions import (
|
||||
NoRestrictions,
|
||||
StaticRestrictions,
|
||||
SecurityListRestrictions,
|
||||
@@ -2185,8 +2185,8 @@ class TradingAlgorithm(object):
|
||||
else:
|
||||
warnings.warn(
|
||||
"`set_do_not_order_list(container_of_assets)` is deprecated. "
|
||||
"Create a zipline.finance.restrictions.StaticRestrictions "
|
||||
"object with a container of assets and use "
|
||||
"Create a zipline.finance.asset_restrictions."
|
||||
"StaticRestrictions object with a container of assets and use "
|
||||
"`set_asset_restrictions(StaticRestrictions("
|
||||
"container_of_assets))` instead.",
|
||||
category=ZiplineDeprecationWarning,
|
||||
@@ -2211,7 +2211,7 @@ class TradingAlgorithm(object):
|
||||
|
||||
See Also
|
||||
--------
|
||||
zipline.finance.restrictions.Restrictions
|
||||
zipline.finance.asset_restrictions.Restrictions
|
||||
"""
|
||||
control = RestrictedListOrder(on_error, restrictions)
|
||||
self.register_trading_control(control)
|
||||
|
||||
+1
-3
@@ -16,12 +16,11 @@
|
||||
# Note that part of the API is implemented in TradingAlgorithm as
|
||||
# methods (e.g. order). These are added to this namespace via the
|
||||
# decorator ``api_method`` inside of algorithm.py.
|
||||
from .finance.restrictions import (
|
||||
from .finance.asset_restrictions import (
|
||||
Restriction,
|
||||
StaticRestrictions,
|
||||
HistoricalRestrictions,
|
||||
RESTRICTION_STATES,
|
||||
SecurityListRestrictions,
|
||||
)
|
||||
from .finance import commission, execution, slippage, cancel_policy
|
||||
from .finance.cancel_policy import (
|
||||
@@ -47,7 +46,6 @@ __all__ = [
|
||||
'StaticRestrictions',
|
||||
'HistoricalRestrictions',
|
||||
'RESTRICTION_STATES',
|
||||
'SecurityListRestrictions',
|
||||
'cancel_policy',
|
||||
'commission',
|
||||
'date_rules',
|
||||
|
||||
@@ -137,7 +137,7 @@ class RestrictedListOrder(TradingControl):
|
||||
|
||||
Parameters
|
||||
----------
|
||||
restrictions : zipline.finance.restrictions.Restrictions
|
||||
restrictions : zipline.finance.asset_restrictions.Restrictions
|
||||
Object representing restrictions of a group of assets.
|
||||
"""
|
||||
|
||||
|
||||
@@ -36,7 +36,7 @@ from ..utils.classproperty import classproperty
|
||||
from ..utils.final import FinalMeta, final
|
||||
from .core import tmp_asset_finder, make_simple_equity_info
|
||||
from zipline.assets import Equity, Future
|
||||
from zipline.finance.restrictions import NoRestrictions
|
||||
from zipline.finance.asset_restrictions import NoRestrictions
|
||||
from zipline.pipeline import SimplePipelineEngine
|
||||
from zipline.pipeline.loaders.testing import make_seeded_random_loader
|
||||
from zipline.protocol import BarData
|
||||
|
||||
@@ -8,7 +8,7 @@ import pytz
|
||||
import zipline
|
||||
|
||||
from zipline.errors import SymbolNotFound
|
||||
from zipline.finance.restrictions import SecurityListRestrictions
|
||||
from zipline.finance.asset_restrictions import SecurityListRestrictions
|
||||
from zipline.zipline_warnings import ZiplineDeprecationWarning
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user