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refactored so that slippage is implemented as pluggable classes.

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This commit is contained in:
fawce
2012-09-13 21:22:01 -04:00
parent e6564317f0
commit 57a1834c5a
12 changed files with 192 additions and 362 deletions
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docs/zipline.rst
+10 -79
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@@ -9,14 +9,6 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`component` Module
-----------------------
.. automodule:: zipline.component
:members:
:undoc-members:
:show-inheritance:
:mod:`lines` Module
-------------------
@@ -25,22 +17,6 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`messaging` Module
-----------------------
.. automodule:: zipline.messaging
:members:
:undoc-members:
:show-inheritance:
:mod:`monitor` Module
---------------------
.. automodule:: zipline.monitor
:members:
:undoc-members:
:show-inheritance:
:mod:`protocol` Module
----------------------
@@ -49,66 +25,18 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`protocol_utils` Module
----------------------------
:mod:`test_algorithms` Module
-----------------------------
.. automodule:: zipline.protocol_utils
.. automodule:: zipline.test_algorithms
:members:
:undoc-members:
:show-inheritance:
:mod:`serial` Module
--------------------
.. automodule:: zipline.serial
:members:
:undoc-members:
:show-inheritance:
:mod:`simulator` Module
-----------------------
.. automodule:: zipline.simulator
:members:
:undoc-members:
:show-inheritance:
:mod:`sources` Module
:mod:`version` Module
---------------------
.. automodule:: zipline.sources
:members:
:undoc-members:
:show-inheritance:
:mod:`topology` Module
----------------------
.. automodule:: zipline.topology
:members:
:undoc-members:
:show-inheritance:
:mod:`topos` Module
-------------------
.. automodule:: zipline.topos
:members:
:undoc-members:
:show-inheritance:
:mod:`util` Module
------------------
.. automodule:: zipline.util
:members:
:undoc-members:
:show-inheritance:
:mod:`zmq_utils` Module
-----------------------
.. automodule:: zipline.zmq_utils
.. automodule:: zipline.version
:members:
:undoc-members:
:show-inheritance:
@@ -118,7 +46,10 @@ Subpackages
.. toctree::
zipline.core
zipline.data
zipline.finance
zipline.test
zipline.transforms
zipline.gens
zipline.optimize
zipline.utils
docs/zipline.test.rst
-83
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@@ -1,83 +0,0 @@
test Package
============
:mod:`algorithms` Module
------------------------
.. automodule:: zipline.test.algorithms
:members:
:undoc-members:
:show-inheritance:
:mod:`client` Module
--------------------
.. automodule:: zipline.test.client
:members:
:undoc-members:
:show-inheritance:
:mod:`factory` Module
---------------------
.. automodule:: zipline.test.factory
:members:
:undoc-members:
:show-inheritance:
:mod:`test_finance` Module
--------------------------
.. automodule:: zipline.test.test_finance
:members:
:undoc-members:
:show-inheritance:
:mod:`test_monitor` Module
--------------------------
.. automodule:: zipline.test.test_monitor
:members:
:undoc-members:
:show-inheritance:
:mod:`test_perf_tracking` Module
--------------------------------
.. automodule:: zipline.test.test_perf_tracking
:members:
:undoc-members:
:show-inheritance:
:mod:`test_protocol` Module
---------------------------
.. automodule:: zipline.test.test_protocol
:members:
:undoc-members:
:show-inheritance:
:mod:`test_risk` Module
-----------------------
.. automodule:: zipline.test.test_risk
:members:
:undoc-members:
:show-inheritance:
:mod:`test_sanity` Module
-------------------------
.. automodule:: zipline.test.test_sanity
:members:
:undoc-members:
:show-inheritance:
:mod:`transform` Module
-----------------------
.. automodule:: zipline.test.transform
:members:
:undoc-members:
:show-inheritance:
docs/zipline.transforms.rst
-19
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@@ -1,19 +0,0 @@
transforms Package
==================
:mod:`transforms` Package
-------------------------
.. automodule:: zipline.transforms
:members:
:undoc-members:
:show-inheritance:
:mod:`technical` Module
-----------------------
.. automodule:: zipline.transforms.technical
:members:
:undoc-members:
:show-inheritance: