order_target(sid(0), 10)
+order_target(sid(0), 10)
order_target(sid(0), 10)
order_target
-catalyst.api.order_target_value(*args, **kwargs)
+catalyst.api.order_target_value(self, asset, target, limit_price=None, stop_price=None, style=None)
Place an order to adjust a position to a target value. If
the position doesn’t already exist, this is equivalent to placing a new
order. If the position does exist, this is equivalent to placing an
@@ -849,7 +850,7 @@ is actually the target exposure, as Futures have no ‘value’.
Notes
order_target_value does not take into account any open orders. For
example:
-order_target_value(sid(0), 10)
+order_target_value(sid(0), 10)
order_target_value(sid(0), 10)
order_target_value
-catalyst.api.order_target_percent(*args, **kwargs)
+catalyst.api.order_target_percent(self, asset, target, limit_price=None, stop_price=None, style=None)
Place an order to adjust a position to a target percent of the
current portfolio value. If the position doesn’t already exist, this is
equivalent to placing a new order. If the position does exist, this is
@@ -911,7 +912,7 @@ percent and the current percent.
Notes
order_target_value does not take into account any open orders. For
example:
-order_target_percent(sid(0), 10)
+order_target_percent(sid(0), 10)
order_target_percent(sid(0), 10)
-
-
catalyst.api.get_order(*args, **kwargs)
+catalyst.api.get_order(self, order_id, exchange_name)
Lookup an order based on the order id returned from one of the
order functions.
@@ -1006,7 +1007,7 @@ order functions.
-
-
catalyst.api.get_open_orders(*args, **kwargs)
+catalyst.api.get_open_orders(self, asset=None)
Retrieve all of the current open orders.
@@ -1034,7 +1035,7 @@ orders for this asset.
-
-
catalyst.api.cancel_order(*args, **kwargs)
+catalyst.api.cancel_order(self, order_param, exchange_name, symbol=None, params={})
Cancel an open order.
@@ -1060,7 +1061,7 @@ orders for this asset.
Order Cancellation Policies
-
-
catalyst.api.set_cancel_policy(*args, **kwargs)
+catalyst.api.set_cancel_policy(self, cancel_policy)
Sets the order cancellation policy for the simulation.
@@ -1150,7 +1151,7 @@ Zipline will only apply this policy to minutely simulations.
Assets
-
-
catalyst.api.symbol(*args, **kwargs)
+catalyst.api.symbol(self, symbol_str, exchange_name=None)
Lookup an Equity by its ticker symbol.
@@ -1189,7 +1190,7 @@ symbol lookup date.
-
-
catalyst.api.symbols(*args, **kwargs)
+catalyst.api.symbols(self, *args)
Lookup multuple Equities as a list.
@@ -1225,7 +1226,7 @@ lookup date.
-
-
catalyst.api.set_symbol_lookup_date(*args, **kwargs)
+catalyst.api.set_symbol_lookup_date(self, dt)
Set the date for which symbols will be resolved to their assets
(symbols may map to different firms or underlying assets at
different times)
@@ -1245,7 +1246,7 @@ different times)
-
-
catalyst.api.sid(*args, **kwargs)
+catalyst.api.sid(self, sid)
Lookup an Asset by its unique asset identifier.
@@ -1281,7 +1282,7 @@ performing as expected. The functions help protect the algorithm from certian
bugs that could cause undesirable behavior when trading with real money.
-
-
catalyst.api.set_do_not_order_list(*args, **kwargs)
+catalyst.api.set_do_not_order_list(self, restricted_list, on_error='fail')
Set a restriction on which assets can be ordered.
@@ -1299,14 +1300,14 @@ bugs that could cause undesirable behavior when trading with real money.
-
-
catalyst.api.set_long_only(*args, **kwargs)
+catalyst.api.set_long_only(self, on_error='fail')
Set a rule specifying that this algorithm cannot take short
positions.
-
-
catalyst.api.set_max_leverage(*args, **kwargs)
+catalyst.api.set_max_leverage(self, max_leverage)
Set a limit on the maximum leverage of the algorithm.
@@ -1325,7 +1326,7 @@ be no maximum.
-
-
catalyst.api.set_max_order_count(*args, **kwargs)
+catalyst.api.set_max_order_count(self, max_count, on_error='fail')
Set a limit on the number of orders that can be placed in a single
day.
@@ -1344,7 +1345,7 @@ day.
-
-
catalyst.api.set_max_order_size(*args, **kwargs)
+catalyst.api.set_max_order_size(self, asset=None, max_shares=None, max_notional=None, on_error='fail')
Set a limit on the number of shares and/or dollar value of any single
order placed for sid. Limits are treated as absolute values and are
enforced at the time that the algo attempts to place an order for sid.
@@ -1375,7 +1376,7 @@ asset.
-
-
catalyst.api.set_max_position_size(*args, **kwargs)
+catalyst.api.set_max_position_size(self, asset=None, max_shares=None, max_notional=None, on_error='fail')
Set a limit on the number of shares and/or dollar value held for the
given sid. Limits are treated as absolute values and are enforced at
the time that the algo attempts to place an order for sid. This means
@@ -1413,7 +1414,7 @@ asset.
Simulation Parameters
-
-
catalyst.api.set_benchmark(*args, **kwargs)
+catalyst.api.set_benchmark(self, benchmark)
Set the benchmark asset.
@@ -1436,7 +1437,7 @@ automatically reinvested.
Commission Models
-
-
catalyst.api.set_commission(*args, **kwargs)
+catalyst.api.set_commission(self, maker=None, taker=None)
@@ -1546,7 +1547,7 @@ an optional minimum cost per trade.
Slippage Models
-
-
catalyst.api.set_slippage(*args, **kwargs)
+catalyst.api.set_slippage(self, spread=None)
@@ -1623,7 +1624,7 @@ multiple bars.
Miscellaneous
-
-
catalyst.api.record(*args, **kwargs)
+catalyst.api.record(self, *args, **kwargs)
Track and record values each day.
@@ -1645,7 +1646,7 @@ dataframe passed to analyze
-
-
catalyst.api.get_environment(*args, **kwargs)
+catalyst.api.get_environment(self, field='platform')
Query the execution environment.
@@ -1709,7 +1710,7 @@ know if they are running on the Quantopian platform instead.
-
-
catalyst.api.fetch_csv(*args, **kwargs)
+catalyst.api.fetch_csv(self, url, pre_func=None, post_func=None, date_column='date', date_format=None, timezone='UTC', symbol=None, mask=True, symbol_column=None, special_params_checker=None, **kwargs)
Fetch a csv from a remote url and register the data so that it is
queryable from the data object.
@@ -1785,7 +1786,7 @@ information to map the sids in the asset finder.
Asset Metadata
-
-class
catalyst.assets.Asset
+class catalyst.assets.Asset(int sid, exchange, symbol='', asset_name='', start_date=None, end_date=None, first_traded=None, auto_close_date=None, exchange_full=None, min_trade_size=None)
-
first_traded
@@ -1860,7 +1861,7 @@ Assets.
Trading Calendar API
-
-
catalyst.utils.calendars.get_calendar(self, name)
+catalyst.utils.calendars.get_calendar(name)
Retrieves an instance of an TradingCalendar whose name is given.
@@ -1884,7 +1885,7 @@ Assets.
-
-class
catalyst.utils.calendars.TradingCalendar(start=Timestamp('1990-01-01 00:00:00+0000', tz='UTC'), end=Timestamp('2019-03-19 17:37:26.475737+0000', tz='UTC'))[source]
+class catalyst.utils.calendars.TradingCalendar(start=Timestamp('1990-01-01 00:00:00+0000', tz='UTC'), end=Timestamp('2019-03-22 17:29:08.321479+0000', tz='UTC'))[source]
An TradingCalendar represents the timing information of a single market
exchange.
The timing information is made up of two parts: sessions, and opens/closes.
@@ -2507,7 +2508,7 @@ negative).
-
-
catalyst.utils.calendars.register_calendar(self, name, calendar, force=False)
+catalyst.utils.calendars.register_calendar(name, calendar, force=False)
Registers a calendar for retrieval by the get_calendar method.
@@ -2541,7 +2542,7 @@ Default is False.
-
-
catalyst.utils.calendars.register_calendar_type(self, name, calendar_type, force=False)
+catalyst.utils.calendars.register_calendar_type(name, calendar_type, force=False)
Registers a calendar by type.
This is useful for registering a new calendar to be lazily instantiated
at some future point in time.
@@ -2577,7 +2578,7 @@ Default is False.
-
-
catalyst.utils.calendars.deregister_calendar(self, name)
+catalyst.utils.calendars.deregister_calendar(name)
If a calendar is registered with the given name, it is de-registered.
@@ -2595,7 +2596,7 @@ Default is False.
-
-
catalyst.utils.calendars.clear_calendars(self)
+catalyst.utils.calendars.clear_calendars()
Deregisters all current registered calendars
@@ -2629,14 +2630,14 @@ Default is False.
Examples
->>> from pandas import Timestamp, Timedelta
->>> expires = Timestamp('2014', tz='UTC')
+>>> from pandas import Timestamp, Timedelta
+>>> expires = Timestamp('2014', tz='UTC')
>>> obj = CachedObject(1, expires)
->>> obj.unwrap(expires - Timedelta('1 minute'))
+>>> obj.unwrap(expires - Timedelta('1 minute'))
1
>>> obj.unwrap(expires)
1
->>> obj.unwrap(expires + Timedelta('1 minute'))
+>>> obj.unwrap(expires + Timedelta('1 minute'))
...
Traceback (most recent call last):
...
@@ -2665,14 +2666,14 @@ If None, than a dict is used as a default.
Examples
->>> from pandas import Timestamp, Timedelta
->>> expires = Timestamp('2014', tz='UTC')
+>>> from pandas import Timestamp, Timedelta
+>>> expires = Timestamp('2014', tz='UTC')
>>> value = 1
>>> cache = ExpiringCache()
->>> cache.set('foo', value, expires)
->>> cache.get('foo', expires - Timedelta('1 minute'))
+>>> cache.set('foo', value, expires)
+>>> cache.get('foo', expires - Timedelta('1 minute'))
1
->>> cache.get('foo', expires + Timedelta('1 minute'))
+>>> cache.get('foo', expires + Timedelta('1 minute'))
Traceback (most recent call last):
...
KeyError: 'foo'
@@ -2812,7 +2813,7 @@ meaning it has as strong of guarantees as Examples
-with maybe_show_progress([1, 2, 3], True) as ns:
+with maybe_show_progress([1, 2, 3], True) as ns:
for n in ns:
...
@@ -2824,6 +2825,10 @@ meaning it has as strong of guarantees as
+
+
diff --git a/beginner-tutorial.html b/beginner-tutorial.html
index 2cee4bc6..3739b524 100644
--- a/beginner-tutorial.html
+++ b/beginner-tutorial.html
@@ -13,6 +13,8 @@
+
+
@@ -44,21 +46,28 @@
+