mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-21 12:30:16 +08:00
ENH: Factor out API methods. Add support for algo scripts.
This is a step towards the goal of uniting Quantopian scripts and zipline. To make the syntax of zipline identical to Quantopian we break out the API methods (like order) and turn them into functions. To access the algo object we add a thread local reference to the current algorithm that is accessed in the API functions. TradingAlgorithm now takes either a string or two functions (initialize and handle_data) that it executes. Use api method decorator for methods available in algoscript. Ported appropriate algorithm tests from internal code.
This commit is contained in:
committed by
Eddie Hebert
parent
adcae79da3
commit
b69590a2f7
@@ -27,9 +27,10 @@ from zipline.utils.test_utils import setup_logger
|
||||
from zipline.sources.data_source import DataSource
|
||||
import zipline.utils.factory as factory
|
||||
|
||||
from zipline.transforms import batch_transform
|
||||
|
||||
from zipline.test_algorithms import (BatchTransformAlgorithm,
|
||||
BatchTransformAlgorithmMinute,
|
||||
batch_transform,
|
||||
ReturnPriceBatchTransform)
|
||||
|
||||
from zipline.algorithm import TradingAlgorithm
|
||||
|
||||
Reference in New Issue
Block a user