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documentation fixes and tweaks.

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This commit is contained in:
fawce
2012-03-21 00:55:35 -04:00
parent 839e99f099
commit 4f87b4e98a
5 changed files with 330 additions and 110 deletions
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etc/jenkins.sh
+6 -1
View File
@@ -31,6 +31,11 @@ pycco ./zipline/*.py -d ./docs/_build/html/pycco/
pycco ./zipline/finance/*.py -d ./docs/_build/html/pycco/finance
pycco ./zipline/test/*.py -d ./docs/_build/html/pycco/test
pycco ./zipline/transforms/*.py -d ./docs/_build/html/pycco/transforms
# use our custom css
cp ./etc/pycco.css ./docs/_build/html/pycco/
cp ./etc/pycco.css ./docs/_build/html/pycco/finance
cp ./etc/pycco.css ./docs/_build/html/pycco/test
cp ./etc/pycco.css ./docs/_build/html/pycco/transforms
#run all the tests in test. see setup.cfg for flags.
nosetests --config=jenkins_setup.cfg
@@ -40,6 +45,6 @@ cp ./pylint.rcfile /mnt/jenkins/.pylintrc #default location for config file...
pylint -f parseable zipline > pylint.out
#run sloccount analysis
sloccount --wide --details ./ > sloccount.sc
sloccount --wide --details ./zipline > sloccount.sc
deactivate
etc/pycco.css
+186
View File
@@ -0,0 +1,186 @@
/*--------------------- Layout and Typography ----------------------------*/
body {
font-family: 'Palatino Linotype', 'Book Antiqua', Palatino, FreeSerif, serif;
font-size: 16px;
line-height: 24px;
color: #252519;
margin: 0; padding: 0;
}
a {
color: #261a3b;
}
a:visited {
color: #261a3b;
}
p {
margin: 0 0 15px 0;
}
h1, h2, h3, h4, h5, h6 {
margin: 40px 0 15px 0;
}
h2, h3, h4, h5, h6 {
margin-top: 0;
}
#container, div.section {
position: relative;
}
#background {
position: fixed;
top: 0; left: 790px; right: 0; bottom: 0;
background: #f5f5ff;
border-left: 1px solid #e5e5ee;
z-index: -1;
}
#jump_to, #jump_page {
background: white;
-webkit-box-shadow: 0 0 25px #777; -moz-box-shadow: 0 0 25px #777;
-webkit-border-bottom-left-radius: 5px; -moz-border-radius-bottomleft: 5px;
font: 10px Arial;
text-transform: uppercase;
cursor: pointer;
text-align: right;
}
#jump_to, #jump_wrapper {
position: fixed;
right: 0; top: 0;
padding: 5px 10px;
}
#jump_wrapper {
padding: 0;
display: none;
}
#jump_to:hover #jump_wrapper {
display: block;
}
#jump_page {
padding: 5px 0 3px;
margin: 0 0 25px 25px;
}
#jump_page .source {
display: block;
padding: 5px 10px;
text-decoration: none;
border-top: 1px solid #eee;
}
#jump_page .source:hover {
background: #f5f5ff;
}
#jump_page .source:first-child {
}
div.docs {
float: left;
max-width: 710px;
min-width: 710px;
min-height: 5px;
padding: 10px 25px 1px 50px;
vertical-align: top;
text-align: left;
}
.docs pre {
margin: 15px 0 15px;
padding-left: 15px;
}
.docs p tt, .docs p code {
background: #f8f8ff;
border: 1px solid #dedede;
font-size: 12px;
padding: 0 0.2em;
}
.octowrap {
position: relative;
}
.octothorpe {
font: 12px Arial;
text-decoration: none;
color: #454545;
position: absolute;
top: 3px; left: -20px;
padding: 1px 2px;
opacity: 0;
-webkit-transition: opacity 0.2s linear;
}
div.docs:hover .octothorpe {
opacity: 1;
}
div.code {
margin-left: 790px;
padding: 14px 15px 16px 50px;
vertical-align: top;
}
.code pre, .docs p code {
font-size: 12px;
}
pre, tt, code {
line-height: 18px;
font-family: Monaco, Consolas, "Lucida Console", monospace;
margin: 0; padding: 0;
}
div.clearall {
clear: both;
}
/*---------------------- Syntax Highlighting -----------------------------*/
td.linenos { background-color: #f0f0f0; padding-right: 10px; }
span.lineno { background-color: #f0f0f0; padding: 0 5px 0 5px; }
body .hll { background-color: #ffffcc }
body .c { color: #408080; font-style: italic } /* Comment */
body .err { border: 1px solid #FF0000 } /* Error */
body .k { color: #954121 } /* Keyword */
body .o { color: #666666 } /* Operator */
body .cm { color: #408080; font-style: italic } /* Comment.Multiline */
body .cp { color: #BC7A00 } /* Comment.Preproc */
body .c1 { color: #408080; font-style: italic } /* Comment.Single */
body .cs { color: #408080; font-style: italic } /* Comment.Special */
body .gd { color: #A00000 } /* Generic.Deleted */
body .ge { font-style: italic } /* Generic.Emph */
body .gr { color: #FF0000 } /* Generic.Error */
body .gh { color: #000080; font-weight: bold } /* Generic.Heading */
body .gi { color: #00A000 } /* Generic.Inserted */
body .go { color: #808080 } /* Generic.Output */
body .gp { color: #000080; font-weight: bold } /* Generic.Prompt */
body .gs { font-weight: bold } /* Generic.Strong */
body .gu { color: #800080; font-weight: bold } /* Generic.Subheading */
body .gt { color: #0040D0 } /* Generic.Traceback */
body .kc { color: #954121 } /* Keyword.Constant */
body .kd { color: #954121; font-weight: bold } /* Keyword.Declaration */
body .kn { color: #954121; font-weight: bold } /* Keyword.Namespace */
body .kp { color: #954121 } /* Keyword.Pseudo */
body .kr { color: #954121; font-weight: bold } /* Keyword.Reserved */
body .kt { color: #B00040 } /* Keyword.Type */
body .m { color: #666666 } /* Literal.Number */
body .s { color: #219161 } /* Literal.String */
body .na { color: #7D9029 } /* Name.Attribute */
body .nb { color: #954121 } /* Name.Builtin */
body .nc { color: #0000FF; font-weight: bold } /* Name.Class */
body .no { color: #880000 } /* Name.Constant */
body .nd { color: #AA22FF } /* Name.Decorator */
body .ni { color: #999999; font-weight: bold } /* Name.Entity */
body .ne { color: #D2413A; font-weight: bold } /* Name.Exception */
body .nf { color: #0000FF } /* Name.Function */
body .nl { color: #A0A000 } /* Name.Label */
body .nn { color: #0000FF; font-weight: bold } /* Name.Namespace */
body .nt { color: #954121; font-weight: bold } /* Name.Tag */
body .nv { color: #19469D } /* Name.Variable */
body .ow { color: #AA22FF; font-weight: bold } /* Operator.Word */
body .w { color: #bbbbbb } /* Text.Whitespace */
body .mf { color: #666666 } /* Literal.Number.Float */
body .mh { color: #666666 } /* Literal.Number.Hex */
body .mi { color: #666666 } /* Literal.Number.Integer */
body .mo { color: #666666 } /* Literal.Number.Oct */
body .sb { color: #219161 } /* Literal.String.Backtick */
body .sc { color: #219161 } /* Literal.String.Char */
body .sd { color: #219161; font-style: italic } /* Literal.String.Doc */
body .s2 { color: #219161 } /* Literal.String.Double */
body .se { color: #BB6622; font-weight: bold } /* Literal.String.Escape */
body .sh { color: #219161 } /* Literal.String.Heredoc */
body .si { color: #BB6688; font-weight: bold } /* Literal.String.Interpol */
body .sx { color: #954121 } /* Literal.String.Other */
body .sr { color: #BB6688 } /* Literal.String.Regex */
body .s1 { color: #219161 } /* Literal.String.Single */
body .ss { color: #19469D } /* Literal.String.Symbol */
body .bp { color: #954121 } /* Name.Builtin.Pseudo */
body .vc { color: #19469D } /* Name.Variable.Class */
body .vg { color: #19469D } /* Name.Variable.Global */
body .vi { color: #19469D } /* Name.Variable.Instance */
body .il { color: #666666 } /* Literal.Number.Integer.Long */
zipline/finance/performance.py
+7 -8
View File
@@ -122,14 +122,13 @@ import zipline.finance.risk as risk
class PerformanceTracker():
"""
Tracks the performance of the zipstream as it is running in
the simulotr, relays this out to the Deluge broker and then
to the client.
+--------------------+ Result Stream +--------+
| PerformanceTracker | ----------------> | Deluge |
+--------------------+ +--------+
Tracks the performance of the zipline as it is running in
the simulator, relays this out to the Deluge broker and then
to the client. Visually:
+--------------------+ Result Stream +--------+
| PerformanceTracker | ----------------> | Deluge |
+--------------------+ +--------+
"""
zipline/lines.py
+41 -38
View File
@@ -95,34 +95,36 @@ from zipline.monitor import Controller
class SimulatedTrading(object):
"""
Zipline with::
- _no_ data sources.
- Trade simulation client, which is available to send callbacks on
events and also accept orders to be simulated.
- An order data source, which will receive orders from the trade
simulation client, and feed them into the event stream to be
serialized and order alongside all other data source events.
- transaction simulation transformation, which receives the order
events and estimates a theoretical execution price and volume.
All components in this zipline are subject to heartbeat checks and
a control monitor, which can kill the entire zipline in the event of
exceptions in one of the components or an external request to end the
simulation.
Zipline with::
- _no_ data sources.
- Trade simulation client, which is available to send callbacks on
events and also accept orders to be simulated.
- An order data source, which will receive orders from the trade
simulation client, and feed them into the event stream to be
serialized and order alongside all other data source events.
- transaction simulation transformation, which receives the order
events and estimates a theoretical execution price and volume.
All components in this zipline are subject to heartbeat checks and
a control monitor, which can kill the entire zipline in the event of
exceptions in one of the components or an external request to end the
simulation.
"""
def __init__(self, **config):
"""
:param config: a dict with the following required properties::
- algorithm: a class that follows the algorithm protocol. See
:py:meth:`zipline.finance.trading.TradingSimulationClient.add_algorithm`
for details.
- trading_environment: an instance of
:py:class:`zipline.trading.TradingEnvironment`
- allocator: an instance of
:py:class:`zipline.simulator.AddressAllocator`
- simulator_class: a :py:class:`zipline.messaging.ComponentHost`
subclass (not an instance)
- algorithm: a class that follows the algorithm protocol. See
:py:meth:`zipline.finance.trading.TradingSimulationClient.add_algorithm`
for details.
- trading_environment: an instance of
:py:class:`zipline.trading.TradingEnvironment`
- allocator: an instance of
:py:class:`zipline.simulator.AddressAllocator`
- simulator_class: a :py:class:`zipline.messaging.ComponentHost`
subclass (not an instance)
"""
assert isinstance(config, dict)
self.algorithm = config['algorithm']
@@ -176,18 +178,19 @@ class SimulatedTrading(object):
def create_test_zipline(**config):
"""
:param config: A configuration object that is a dict with::
- environment - a \
:py:class:`zipline.finance.trading.TradingEnvironment`
- allocator - a :py:class:`zipline.simulator.AddressAllocator`
- sid - an integer, which will be used as the security ID.
- order_count - the number of orders the test algo will place,
defaults to 100
- trade_count - the number of trades to simulate, defaults to 100
- simulator_class - optional parameter that provides an alternative
subclass of ComponentHost to hold the whole zipline. Defaults to
:py:class:`zipline.simulator.Simulator`
- algorithm - optional parameter providing an algorithm. defaults
to :py:class:`zipline.test.algorithms.TestAlgorithm`
- environment - a \
:py:class:`zipline.finance.trading.TradingEnvironment`
- allocator - a :py:class:`zipline.simulator.AddressAllocator`
- sid - an integer, which will be used as the security ID.
- order_count - the number of orders the test algo will place,
defaults to 100
- trade_count - the number of trades to simulate, defaults to 100
- simulator_class - optional parameter that provides an alternative
subclass of ComponentHost to hold the whole zipline. Defaults to
:py:class:`zipline.simulator.Simulator`
- algorithm - optional parameter providing an algorithm. defaults
to :py:class:`zipline.test.algorithms.TestAlgorithm`
"""
assert isinstance(config, dict)
@@ -308,9 +311,9 @@ class SimulatedTrading(object):
def shutdown(self):
self.allocator.reaquire(*self.leased_sockets)
#--------------------------------#
# Component property accessors #
#--------------------------------#
#--------------------------------
# Component property accessors
#--------------------------------
def get_positions(self):
"""
zipline/protocol.py
+90 -63
View File
@@ -126,9 +126,9 @@ from protocol_utils import Enum, FrameExceptionFactory, namedict
#import ujson
#import ultrajson_numpy
# ================
# -----------------------
# Control Protocol
# ================
# -----------------------
INVALID_CONTROL_FRAME = FrameExceptionFactory('CONTROL')
@@ -166,9 +166,9 @@ def CONTORL_UNFRAME(msg):
#except AssertionError:
#raise INVALID_CONTROL_FRAME(msg)
# ==================
# -----------------------
# Heartbeat Protocol
# ==================
# -----------------------
# These encode the msgpack equivelant of 1 and 2. The heartbeat
# frame should only be 1 byte on the wire.
@@ -178,9 +178,9 @@ HEARTBEAT_PROTOCOL = namedict({
'REP' : b'\x02',
})
# ==================
# -----------------------
# Component State
# ==================
# -----------------------
COMPONENT_TYPE = Enum(
'SOURCE' , # 0
@@ -215,9 +215,9 @@ BACKTEST_STATE = Enum(
'DONE' , # done ( naturally completed )
)
# ==================
# -----------------------
# Datasource Protocol
# ==================
# -----------------------
INVALID_DATASOURCE_FRAME = FrameExceptionFactory('DATASOURCE')
@@ -225,13 +225,16 @@ def DATASOURCE_FRAME(event):
"""
Wraps any datasource payload with id and type, so that unpacking may choose
the write UNFRAME for the payload.
:param event: namedict with following properties
::ds_id:: an identifier that is unique to the datasource in the context of
a component host (e.g. Simulator
::ds_type:: a string denoting the datasource type. Must be on of::
TRADE
(others to follow soon)
::payload:: a msgpack string carrying the payload for the frame
- *ds_id* an identifier that is unique to the datasource in the context of a component host (e.g. Simulator)
- *ds_type* a string denoting the datasource type. Must be on of:
- TRADE
- (others to follow soon)
- *payload* a msgpack string carrying the payload for the frame
"""
assert isinstance(event.source_id, basestring)
@@ -262,19 +265,24 @@ def DATASOURCE_FRAME(event):
def DATASOURCE_UNFRAME(msg):
"""
Extracts payload, and calls correct UNFRAME method based on the datasource
type passed along.
Extracts payload, and calls correct UNFRAME method based on the \
datasource type passed along.
Returns a dict containing at least:
- source_id
- type
returns a dict containing at least::
- source_id
- type
other properties are added based on the datasource type::
- TRADE::
- sid - int security identifier
- price - float
- volume - int
- dt - a datetime object
other properties are added based on the datasource type:
- TRADE
- sid - int security identifier
- price - float
- volume - int
- dt - a datetime object
"""
try:
@@ -298,14 +306,16 @@ def DATASOURCE_UNFRAME(msg):
except ValueError:
raise INVALID_DATASOURCE_FRAME(msg)
# ==================
# -----------------------
# Feed Protocol
# ==================
# -----------------------
INVALID_FEED_FRAME = FrameExceptionFactory('FEED')
def FEED_FRAME(event):
"""
:event: a nameddict with at least::
:param event: a nameddict with at least
- source_id
- type
"""
@@ -329,9 +339,10 @@ def FEED_UNFRAME(msg):
except ValueError:
raise INVALID_FEED_FRAME(msg)
# ==================
# -----------------------
# Transform Protocol
# ==================
# -----------------------
INVALID_TRANSFORM_FRAME = FrameExceptionFactory('TRANSFORM')
def TRANSFORM_FRAME(name, value):
@@ -364,14 +375,15 @@ def TRANSFORM_UNFRAME(msg):
except ValueError:
raise INVALID_TRANSFORM_FRAME(msg)
# ==================
# -----------------------
# Merge Protocol
# ==================
# -----------------------
INVALID_MERGE_FRAME = FrameExceptionFactory('MERGE')
def MERGE_FRAME(event):
"""
:event: a nameddict with at least::
:param event: a nameddict with at least:
- source_id
- type
"""
@@ -404,23 +416,27 @@ def MERGE_UNFRAME(msg):
raise INVALID_MERGE_FRAME(msg)
# ==================
# -----------------------
# Finance Protocol
# ==================
# -----------------------
INVALID_ORDER_FRAME = FrameExceptionFactory('ORDER')
INVALID_TRADE_FRAME = FrameExceptionFactory('TRADE')
# ==================
# Trades - Should only be called from inside DATASOURCE_ (UN)FRAME.
# ==================
# -----------------------
# Trades
# -----------------------
#
# - Should only be called from inside DATASOURCE_ (UN)FRAME.
def TRADE_FRAME(event):
""":event: should be a namedict with::
- ds_id -- the datasource id sending this trade out
- sid -- the security id
- price -- float of the price printed for the trade
- volume -- int for shares in the trade
- dt -- datetime for the trade
"""
:param event: should be a namedict with:
- ds_id -- the datasource id sending this trade out
- sid -- the security id
- price -- float of the price printed for the trade
- volume -- int for shares in the trade
- dt -- datetime for the trade
"""
assert isinstance(event, namedict)
@@ -459,9 +475,10 @@ def TRADE_UNFRAME(msg):
except ValueError:
raise INVALID_TRADE_FRAME(msg)
# =========
# Orders - from client to order source
# =========
# -----------------------
# Orders
# -----------------------
# - from client to order source
def ORDER_FRAME(order):
assert isinstance(order.sid, int)
@@ -491,10 +508,14 @@ def ORDER_UNFRAME(msg):
except ValueError:
raise INVALID_ORDER_FRAME(msg)
#
# ==================
# TRANSACTIONS - Should only be called from inside TRANSFORM_(UN)FRAME.
# ==================
# -----------------------
# TRANSACTIONS
# -----------------------
#
# - Should only be called from inside TRANSFORM_(UN)FRAME.
def TRANSACTION_FRAME(event):
assert isinstance(event, namedict)
@@ -535,10 +556,13 @@ def TRANSACTION_UNFRAME(msg):
raise INVALID_TRADE_FRAME(msg)
# =========
# Orders - from order source to feed
# - should only be called from inside DATASOURCE_(UN)FRAME
# =========
# -----------------------
# ORDERS
# -----------------------
#
# - from order source to feed
# - should only be called from inside DATASOURCE_(UN)FRAME
def ORDER_SOURCE_FRAME(event):
assert isinstance(event.sid, int)
@@ -576,15 +600,16 @@ def ORDER_SOURCE_UNFRAME(msg):
except ValueError:
raise INVALID_ORDER_FRAME(msg)
# =================
# -----------------------
# Date Helpers
# =================
# -----------------------
def PACK_DATE(event):
"""
Packs the datetime property of event into msgpack'able longs.
This function should be called purely for its side effects.
The event's 'dt' property is replaced by a tuple of integers::
The event's 'dt' property is replaced by a tuple of integers
- year, month, day, hour, minute, second, microsecond
PACK_DATE and UNPACK_DATE are inverse operations.
@@ -607,10 +632,12 @@ def UNPACK_DATE(event):
UNPACK_DATE and PACK_DATE are inverse operations.
:param tuple event: event must a namedict with::
- a property named 'dt_tuple' that is a tuple of integers
representing the date and time in UTC. dt_tumple must have year,
month, day, hour, minute, second, and microsecond
:param tuple event: event must a namedict with:
- a property named 'dt_tuple' that is a tuple of integers \
representing the date and time in UTC.
- dt_tuple must have year, month, day, hour, minute, second, and microsecond
:rtype: None
"""
assert isinstance(event.dt, tuple)