DOC/TEST: Add example algo using Pipeline.

This commit is contained in:
Scott Sanderson
2016-05-24 22:34:05 -04:00
committed by Joe Jevnik
parent 244664b6a3
commit 392ac2f9d6
12 changed files with 284 additions and 99 deletions
+3 -3
View File
@@ -82,7 +82,7 @@ from zipline.assets import Asset, Future
from zipline.assets.futures import FutureChain
from zipline.gens.tradesimulation import AlgorithmSimulator
from zipline.pipeline.engine import (
NoOpPipelineEngine,
ExplodingPipelineEngine,
SimplePipelineEngine,
)
from zipline.utils.api_support import (
@@ -401,7 +401,7 @@ class TradingAlgorithm(object):
"""
Construct and store a PipelineEngine from loader.
If get_loader is None, constructs a NoOpPipelineEngine.
If get_loader is None, constructs an ExplodingPipelineEngine
"""
if get_loader is not None:
self.engine = SimplePipelineEngine(
@@ -410,7 +410,7 @@ class TradingAlgorithm(object):
self.asset_finder,
)
else:
self.engine = NoOpPipelineEngine()
self.engine = ExplodingPipelineEngine()
def initialize(self, *args, **kwargs):
"""