wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-01 12:20:21 +08:00
Code Issues Packages Projects Releases Wiki Activity

DOC: updated release notes

Browse Source
This commit is contained in:
Frederic Fortier
2018-02-08 01:17:12 -05:00
parent 73a6406c4d
commit 417e522f89
31 changed files with 4039 additions and 2405 deletions
Download Patch File Download Diff File Expand all files Collapse all files
bundles.html
+235 -104
View File
@@ -13,8 +13,6 @@
@@ -41,28 +39,21 @@
<body class="wy-body-for-nav" role="document">
<div class="wy-grid-for-nav">
<nav data-toggle="wy-nav-shift" class="wy-nav-side">
<div class="wy-side-scroll">
<div class="wy-side-nav-search">
<div class="wy-side-nav-search">
<a href="index.html" class="icon icon-home"> Catalyst
<a href="index.html" class="icon icon-home"> Catalyst
</a>
</a>
<div role="search">
<form id="rtd-search-form" class="wy-form" action="search.html" method="get">
<input type="text" name="q" placeholder="Search docs" />
@@ -71,89 +62,235 @@
</form>
</div>
</div>
</div>
<div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="main navigation">
<div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="main navigation">
<ul>
<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a></li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a></li>
<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a></li>
<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a></li>
<li class="toctree-l1"><a class="reference internal" href="utilities.html">Utilities</a></li>
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a></li>
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a></li>
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a></li>
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a></li>
<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a><ul>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-conda">Installing with <code class="docutils literal"><span class="pre">conda</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#troubleshooting-conda-install">Troubleshooting <code class="docutils literal"><span class="pre">conda</span></code> Install</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pip">Installing with <code class="docutils literal"><span class="pre">pip</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#troubleshooting-pip-install">Troubleshooting <code class="docutils literal"><span class="pre">pip</span></code> Install</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pipenv">Installing with <code class="docutils literal"><span class="pre">pipenv</span></code></a></li>
<li class="toctree-l2"><a class="reference internal" href="install.html#gnu-linux-requirements">GNU/Linux Requirements</a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#amazon-linux-ami-notes">Amazon Linux AMI Notes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#macos-requirements">MacOS Requirements</a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#macos-virtualenv-conda-matplotlib">MacOS + virtualenv/conda + matplotlib</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="install.html#windows-requirements">Windows Requirements</a></li>
<li class="toctree-l2"><a class="reference internal" href="install.html#updating-catalyst">Updating Catalyst</a></li>
<li class="toctree-l2"><a class="reference internal" href="install.html#getting-help">Getting Help</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#command-line-interface">Command line interface</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#access-to-previous-prices-using-history">Access to previous prices using <code class="docutils literal"><span class="pre">history</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#jupyter-notebook">Jupyter Notebook</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#install">Install</a></li>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#running-algorithms">Running Algorithms</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#next-steps">Next steps</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#supported-exchanges">Supported Exchanges</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#paper-trading-vs-live-trading-modes">Paper Trading vs Live Trading modes</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#authentication">Authentication</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#currency-symbols">Currency Symbols</a></li>
<li class="toctree-l2"><a class="reference internal" href="live-trading.html#trading-an-algorithm">Trading an Algorithm</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a><ul>
<li class="toctree-l2"><a class="reference internal" href="features.html#current-functionality">Current Functionality</a></li>
<li class="toctree-l2"><a class="reference internal" href="features.html#upcoming-features">Upcoming features</a></li>
<li class="toctree-l2"><a class="reference internal" href="features.html#naming-convention">Naming Convention</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a><ul>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#overview">Overview</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-btc-simple-algorithm">Buy BTC Simple Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#buy-and-hodl-algorithm">Buy and Hodl Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#dual-moving-average-crossover">Dual Moving Average Crossover</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#mean-reversion-algorithm">Mean Reversion Algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#simple-universe">Simple Universe</a></li>
<li class="toctree-l2"><a class="reference internal" href="example-algos.html#portfolio-optimization">Portfolio Optimization</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="utilities.html">Utilities</a><ul>
<li class="toctree-l2"><a class="reference internal" href="utilities.html#output-to-csv-file">Output to CSV file</a></li>
<li class="toctree-l2"><a class="reference internal" href="utilities.html#extracting-market-data">Extracting market data</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="videos.html">Videos</a><ul>
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-macos">Installation: MacOS</a></li>
<li class="toctree-l2"><a class="reference internal" href="videos.html#installation-windows">Installation: Windows</a></li>
<li class="toctree-l2"><a class="reference internal" href="videos.html#backtesting-a-strategy">Backtesting a Strategy</a></li>
<li class="toctree-l2"><a class="reference internal" href="videos.html#live-trading-a-strategy">Live Trading a Strategy</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="resources.html">Resources</a><ul>
<li class="toctree-l2"><a class="reference internal" href="resources.html#related-3rd-party-apis">Related 3rd Party APIs</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#creating-a-development-environment">Creating a Development Environment</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#git-branching-structure">Git Branching Structure</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#contributing-to-the-docs">Contributing to the Docs</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#commit-messages">Commit messages</a></li>
<li class="toctree-l2"><a class="reference internal" href="development-guidelines.html#formatting-docstrings">Formatting Docstrings</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a><ul>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-1">Version 0.5.1</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#build">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-7">Version 0.4.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id1">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id2">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-6">Version 0.4.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-5">Version 0.4.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id5">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-4">Version 0.4.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-3">Version 0.4.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-2">Version 0.4.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-0">Version 0.4.0</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#version-0-3-10">Version 0.3.10</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-8">Version 0.3.8</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-7">Version 0.3.7</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-6">Version 0.3.6</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id18">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id19">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id20">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id21">Build</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#documentation">Documentation</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-3">Version 0.3.3</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id23">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id24">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id25">Bug Fixes</a></li>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id26">Build</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#id27">Bug Fixes</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev5">Version 0.2.dev5</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev4">Version 0.2.dev4</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev3">Version 0.2.dev3</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev2">Version 0.2.dev2</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev1">Version 0.2.dev1</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev9">Version 0.1.dev9</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev8">Version 0.1.dev8</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev7">Version 0.1.dev7</a></li>
<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev6">Version 0.1.dev6</a></li>
</ul>
</li>
</ul>
</div>
</div>
&nbsp;
</nav>
<section data-toggle="wy-nav-shift" class="wy-nav-content-wrap">
<nav class="wy-nav-top" role="navigation" aria-label="top navigation">
<i data-toggle="wy-nav-top" class="fa fa-bars"></i>
<a href="index.html">Catalyst</a>
<i data-toggle="wy-nav-top" class="fa fa-bars"></i>
<a href="index.html">Catalyst</a>
</nav>
<div class="wy-nav-content">
<div class="rst-content">
<div role="navigation" aria-label="breadcrumbs navigation">
<div role="navigation" aria-label="breadcrumbs navigation">
<ul class="wy-breadcrumbs">
<li><a href="index.html">Docs</a> &raquo;</li>
<li>Data Bundles</li>
<li><a href="index.html">Docs</a> &raquo;</li>
<li>Data Bundles</li>
<li class="wy-breadcrumbs-aside">
<a href="_sources/bundles.txt" rel="nofollow"> View page source</a>
</li>
</ul>
<hr/>
</div>
<div role="main" class="document" itemscope="itemscope" itemtype="http://schema.org/Article">
<div itemprop="articleBody">
<div role="main" class="document">
<div class="section" id="data-bundles">
<span id="id1"></span><h1>Data Bundles<a class="headerlink" href="#data-bundles" title="Permalink to this headline"></a></h1>
@@ -165,12 +302,12 @@ backtests and store the data for future runs.</p>
<p>Zipline comes with a few bundles by default as well as the ability to register
new bundles. To see which bundles we have have available, we may run the
<code class="docutils literal"><span class="pre">bundles</span></code> command, for example:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline bundles
my-custom-bundle <span class="m">2016</span>-05-05 <span class="m">20</span>:35:19.809398
my-custom-bundle <span class="m">2016</span>-05-05 <span class="m">20</span>:34:53.654082
my-custom-bundle <span class="m">2016</span>-05-05 <span class="m">20</span>:34:48.401767
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline bundles
my-custom-bundle 2016-05-05 20:35:19.809398
my-custom-bundle 2016-05-05 20:34:53.654082
my-custom-bundle 2016-05-05 20:34:48.401767
quandl &lt;no ingestions&gt;
quantopian-quandl <span class="m">2016</span>-05-05 <span class="m">20</span>:06:40.894956
quantopian-quandl 2016-05-05 20:06:40.894956
</pre></div>
</div>
<p>The output here shows that there are 3 bundles available:</p>
@@ -193,7 +330,7 @@ standard location that zipline can find. By default the location where ingested
data will be written is <code class="docutils literal"><span class="pre">$ZIPLINE_ROOT/data/&lt;bundle&gt;</span></code> where by default
<code class="docutils literal"><span class="pre">ZIPLINE_ROOT=~/.zipline</span></code>. The ingestion step may take some time as it could
involve downloading and processing a lot of data. This can be run with:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline ingest <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span>
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline ingest <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span>
</pre></div>
</div>
<p>where <code class="docutils literal"><span class="pre">&lt;bundle&gt;</span></code> is the name of the bundle to ingest, defaulting to
@@ -212,17 +349,17 @@ we can list all of the ingestions with the <a class="reference internal" href="#
command: <code class="docutils literal"><span class="pre">clean</span></code>, which will clear data bundles based on some time
constraints.</p>
<p>For example:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span><span class="c1"># clean everything older than &lt;date&gt;</span>
$ zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --before &lt;date&gt;
<div class="highlight-bash"><div class="highlight"><pre><span class="c"># clean everything older than &lt;date&gt;</span>
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --before &lt;date&gt;
<span class="c1"># clean everything newer than &lt;date&gt;</span>
$ zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --after &lt;date&gt;
<span class="c"># clean everything newer than &lt;date&gt;</span>
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --after &lt;date&gt;
<span class="c1"># keep everything in the range of [before, after] and delete the rest</span>
$ zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --before &lt;date&gt; --after &lt;after&gt;
<span class="c"># keep everything in the range of [before, after] and delete the rest</span>
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --before &lt;date&gt; --after &lt;after&gt;
<span class="c1"># clean all but the last &lt;int&gt; runs</span>
$ zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --keep-last &lt;int&gt;
<span class="c"># clean all but the last &lt;int&gt; runs</span>
<span class="nv">$ </span>zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span> --keep-last &lt;int&gt;
</pre></div>
</div>
</div>
@@ -231,7 +368,7 @@ $ zipline clean <span class="o">[</span>-b &lt;bundle&gt;<span class="o">]</span
<p>Now that the data has been ingested we can use it to run backtests with the
<code class="docutils literal"><span class="pre">run</span></code> command. The bundle to use can be specified with the <code class="docutils literal"><span class="pre">--bundle</span></code> option
like:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline run --bundle &lt;bundle&gt; --algofile algo.py ...
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline run --bundle &lt;bundle&gt; --algofile algo.py ...
</pre></div>
</div>
<p>We may also specify the date to use to look up the bundle data with the
@@ -253,7 +390,7 @@ includes daily pricing data, splits, cash dividends, and asset metadata. To
ingest the <code class="docutils literal"><span class="pre">quandl</span></code> data bundle we recommend creating an account on quandl.com
to get an API key to be able to make more API requests per day. Once we have an
API key we may run:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ <span class="nv">QUANDL_API_KEY</span><span class="o">=</span>&lt;api-key&gt; zipline ingest -b quandl
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ QUANDL_API_KEY</span><span class="o">=</span>&lt;api-key&gt; zipline ingest -b quandl
</pre></div>
</div>
<p>though we may still run <code class="docutils literal"><span class="pre">ingest</span></code> as an anonymous quandl user (with no API
@@ -284,23 +421,23 @@ cache the data for a set of equities from yahoo. The yahoo bundles include daily
pricing data along with splits, cash dividends, and inferred asset metadata. To
create a bundle from a set of equities, add the following to your
<code class="docutils literal"><span class="pre">~/.zipline/extensions.py</span></code> file:</p>
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="kn">from</span> <span class="nn">zipline.data.bundles</span> <span class="kn">import</span> <span class="n">register</span><span class="p">,</span> <span class="n">yahoo_equities</span>
<div class="highlight-python"><div class="highlight"><pre><span class="kn">from</span> <span class="nn">zipline.data.bundles</span> <span class="kn">import</span> <span class="n">register</span><span class="p">,</span> <span class="n">yahoo_equities</span>
<span class="c1"># these are the tickers you would like data for</span>
<span class="c"># these are the tickers you would like data for</span>
<span class="n">equities</span> <span class="o">=</span> <span class="p">{</span>
<span class="s1">&#39;AAPL&#39;</span><span class="p">,</span>
<span class="s1">&#39;MSFT&#39;</span><span class="p">,</span>
<span class="s1">&#39;GOOG&#39;</span><span class="p">,</span>
<span class="s">&#39;AAPL&#39;</span><span class="p">,</span>
<span class="s">&#39;MSFT&#39;</span><span class="p">,</span>
<span class="s">&#39;GOOG&#39;</span><span class="p">,</span>
<span class="p">}</span>
<span class="n">register</span><span class="p">(</span>
<span class="s1">&#39;my-yahoo-equities-bundle&#39;</span><span class="p">,</span> <span class="c1"># name this whatever you like</span>
<span class="s">&#39;my-yahoo-equities-bundle&#39;</span><span class="p">,</span> <span class="c"># name this whatever you like</span>
<span class="n">yahoo_equities</span><span class="p">(</span><span class="n">equities</span><span class="p">),</span>
<span class="p">)</span>
</pre></div>
</div>
<p>This may now be used like:</p>
<div class="highlight-bash"><div class="highlight"><pre><span></span>$ zipline ingest -b my-yahoo-equities-bundle
$ zipline run -f algo.py --bundle my-yahoo-equities-bundle
<div class="highlight-bash"><div class="highlight"><pre><span class="nv">$ </span>zipline ingest -b my-yahoo-equities-bundle
<span class="nv">$ </span>zipline run -f algo.py --bundle my-yahoo-equities-bundle
</pre></div>
</div>
<p>More than one yahoo equities bundle may be registered as long as they use
@@ -320,7 +457,7 @@ writers that will write the data to the correct location transactionally. If an
ingestion fails part way through the bundle will not be written in an incomplete
state.</p>
<p>The signature of the ingest function should be:</p>
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">ingest</span><span class="p">(</span><span class="n">environ</span><span class="p">,</span>
<div class="highlight-python"><div class="highlight"><pre><span class="n">ingest</span><span class="p">(</span><span class="n">environ</span><span class="p">,</span>
<span class="n">asset_db_writer</span><span class="p">,</span>
<span class="n">minute_bar_writer</span><span class="p">,</span>
<span class="n">daily_bar_writer</span><span class="p">,</span>
@@ -456,10 +593,6 @@ bundle uses this to directly untar the bundle into the <code class="docutils lit
</div>
</div>
<div class="articleComments">
</div>
</div>
<footer>
@@ -469,10 +602,9 @@ bundle uses this to directly untar the bundle into the <code class="docutils lit
<div role="contentinfo">
<p>
&copy; Copyright 2018, Enigma MPC, Inc..
</p>
</div>
Built with <a href="http://sphinx-doc.org/">Sphinx</a> using a <a href="https://github.com/snide/sphinx_rtd_theme">theme</a> provided by <a href="https://readthedocs.org">Read the Docs</a>.
Built with <a href="http://sphinx-doc.org/">Sphinx</a> using a <a href="https://github.com/snide/sphinx_rtd_theme">theme</a> provided by <a href="https://readthedocs.org">Read the Docs</a>.
</footer>
@@ -493,8 +625,7 @@ bundle uses this to directly untar the bundle into the <code class="docutils lit
VERSION:'0.4',
COLLAPSE_INDEX:false,
FILE_SUFFIX:'.html',
HAS_SOURCE: true,
SOURCELINK_SUFFIX: ''
HAS_SOURCE: true
};
</script>
<script type="text/javascript" src="_static/jquery.js"></script>