Adds docstring for parameters of SimulatedTradingLite

This commit is contained in:
Eddie Hebert
2012-08-23 15:47:53 -04:00
parent 4337a429ff
commit 2201678375
+18
View File
@@ -371,7 +371,25 @@ class SimulatedTradingLite(object):
algorithm,
environment,
style):
"""
@sources - an iterable of iterables
These iterables must yield ndicts that contain:
- type :: a ziplines.protocol.DATASOURCE_TYPE
- dt :: a milliseconds since epoch timestamp in UTC
@transforms - An iterable of instances of StatefulTransform.
@algorithm - An object that implements:
`def initialize(self)`
`def handle_data(self, data)`
`def get_sid_filter(self)`
`def set_logger(self, logger)`
`def set_order(self, order_callable)`
@environment - An instance of finance.trading.TradingEnvironment
@style - protocol.SIMULATION_STYLE
"""
self.date_sorted = date_sorted_sources(*sources)
self.transforms = transforms
# Formerly merged_transforms.