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DOC: release 0.5.6
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<a href="index.html" class="icon icon-home"> Catalyst
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<a href="index.html" class="icon icon-home"> Catalyst
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<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a><ul>
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<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>
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<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="videos.html#backtesting-a-strategy">Backtesting a Strategy</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-5-5">Version 0.5.5</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id3">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id4">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-7">Version 0.4.7</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id6">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id7">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-6">Version 0.4.6</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id8">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id9">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-5">Version 0.4.5</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id10">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-4">Version 0.4.4</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id11">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-3">Version 0.4.3</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id12">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-2">Version 0.4.2</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id13">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id14">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-4-0">Version 0.4.0</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id15">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id16">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#version-0-3-10">Version 0.3.10</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id17">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-9">Version 0.3.9</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id18">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id19">Build</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id20">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id21">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id23">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-5">Version 0.3.5</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id24">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id25">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id29">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-2">Version 0.3.2</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id31">Bug Fixes</a></li>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id32">Build</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-1">Version 0.3.1</a><ul>
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<li class="toctree-l3"><a class="reference internal" href="releases.html#id33">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3">Version 0.3</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-2-dev5">Version 0.2.dev5</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev9">Version 0.1.dev9</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev7">Version 0.1.dev7</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev6">Version 0.1.dev6</a></li>
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<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a></li>
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<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a></li>
|
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<li class="toctree-l1"><a class="reference internal" href="live-trading.html">Live Trading</a></li>
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<li class="toctree-l1"><a class="reference internal" href="features.html">Features</a></li>
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<li class="toctree-l1"><a class="reference internal" href="example-algos.html">Example Algorithms</a></li>
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<li class="toctree-l1"><a class="reference internal" href="releases.html">Release Notes</a></li>
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<hr/>
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</div>
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<div role="main" class="document">
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<div role="main" class="document" itemscope="itemscope" itemtype="http://schema.org/Article">
|
||||
<div itemprop="articleBody">
|
||||
|
||||
<div class="section" id="api-reference">
|
||||
<h1>API Reference<a class="headerlink" href="#api-reference" title="Permalink to this headline">¶</a></h1>
|
||||
@@ -481,6 +320,168 @@ backwards compatibility with older API concepts.</p>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<dl class="method">
|
||||
<dt id="catalyst.protocol.BarData.can_trade">
|
||||
<code class="descname">can_trade</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.can_trade" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>For the given asset or iterable of assets, returns true if all of the
|
||||
following are true:
|
||||
1) the asset is alive for the session of the current simulation time</p>
|
||||
<blockquote>
|
||||
<div>(if current simulation time is not a market minute, we use the next
|
||||
session)</div></blockquote>
|
||||
<ol class="arabic simple" start="2">
|
||||
<li>(if we are in minute mode) the asset’s exchange is open at the</li>
|
||||
</ol>
|
||||
<blockquote>
|
||||
<div>current simulation time or at the simulation calendar’s next market
|
||||
minute</div></blockquote>
|
||||
<ol class="arabic simple" start="3">
|
||||
<li>there is a known last price for the asset.</li>
|
||||
</ol>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
<col class="field-body" />
|
||||
<tbody valign="top">
|
||||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>assets: Asset or iterable of assets</strong></td>
|
||||
</tr>
|
||||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><strong>can_trade</strong> : bool or pd.Series[bool] indexed by asset.</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p class="rubric">Notes</p>
|
||||
<p>The second condition above warrants some further explanation.
|
||||
- If the asset’s exchange calendar is identical to the simulation
|
||||
calendar, then this condition always returns True.
|
||||
- If there are market minutes in the simulation calendar outside of
|
||||
this asset’s exchange’s trading hours (for example, if the simulation
|
||||
is running on the CME calendar but the asset is MSFT, which trades on
|
||||
the NYSE), during those minutes, this condition will return false
|
||||
(for example, 3:15 am Eastern on a weekday, during which the CME is
|
||||
open but the NYSE is closed).</p>
|
||||
</dd></dl>
|
||||
|
||||
<dl class="method">
|
||||
<dt id="catalyst.protocol.BarData.current">
|
||||
<code class="descname">current</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.current" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Returns the current value of the given assets for the given fields
|
||||
at the current simulation time. Current values are the as-traded price
|
||||
and are usually not adjusted for events like splits or dividends (see
|
||||
notes for more information).</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
<col class="field-body" />
|
||||
<tbody valign="top">
|
||||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>assets</strong> : Asset or iterable of Assets</p>
|
||||
<p><strong>fields</strong> : str or iterable[str].</p>
|
||||
<blockquote>
|
||||
<div><p>Valid values are: “price”,
|
||||
“last_traded”, “open”, “high”, “low”, “close”, “volume”, or column
|
||||
names in files read by <code class="docutils literal"><span class="pre">fetch_csv</span></code>.</p>
|
||||
</div></blockquote>
|
||||
</td>
|
||||
</tr>
|
||||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>current_value</strong> : Scalar, pandas Series, or pandas DataFrame.</p>
|
||||
<blockquote class="last">
|
||||
<div><p>See notes below.</p>
|
||||
</div></blockquote>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p class="rubric">Notes</p>
|
||||
<p>If a single asset and a single field are passed in, a scalar float
|
||||
value is returned.</p>
|
||||
<p>If a single asset and a list of fields are passed in, a pandas Series
|
||||
is returned whose indices are the fields, and whose values are scalar
|
||||
values for this asset for each field.</p>
|
||||
<p>If a list of assets and a single field are passed in, a pandas Series
|
||||
is returned whose indices are the assets, and whose values are scalar
|
||||
values for each asset for the given field.</p>
|
||||
<p>If a list of assets and a list of fields are passed in, a pandas
|
||||
DataFrame is returned, indexed by asset. The columns are the requested
|
||||
fields, filled with the scalar values for each asset for each field.</p>
|
||||
<p>If the current simulation time is not a valid market time, we use the
|
||||
last market close instead.</p>
|
||||
<p>“price” returns the last known close price of the asset. If there is
|
||||
no last known value (either because the asset has never traded, or
|
||||
because it has delisted) NaN is returned. If a value is found, and we
|
||||
had to cross an adjustment boundary (split, dividend, etc) to get it,
|
||||
the value is adjusted before being returned.</p>
|
||||
<p>“last_traded” returns the date of the last trade event of the asset,
|
||||
even if the asset has stopped trading. If there is no last known value,
|
||||
pd.NaT is returned.</p>
|
||||
<p>“volume” returns the trade volume for the current simulation time. If
|
||||
there is no trade this minute, 0 is returned.</p>
|
||||
<p>“open”, “high”, “low”, and “close” return the relevant information for
|
||||
the current trade bar. If there is no current trade bar, NaN is
|
||||
returned.</p>
|
||||
</dd></dl>
|
||||
|
||||
<dl class="method">
|
||||
<dt id="catalyst.protocol.BarData.history">
|
||||
<code class="descname">history</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.history" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Returns a window of data for the given assets and fields.</p>
|
||||
<p>This data is adjusted for splits, dividends, and mergers as of the
|
||||
current algorithm time.</p>
|
||||
<p>The semantics of missing data are identical to the ones described in
|
||||
the notes for <cite>get_spot_value</cite>.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
<col class="field-body" />
|
||||
<tbody valign="top">
|
||||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>assets: Asset or iterable of Asset</strong></p>
|
||||
<p><strong>fields: string or iterable of string. Valid values are “open”, “high”,</strong></p>
|
||||
<blockquote>
|
||||
<div><p>“low”, “close”, “volume”, “price”, and “last_traded”.</p>
|
||||
</div></blockquote>
|
||||
<p><strong>bar_count: integer number of bars of trade data</strong></p>
|
||||
<p><strong>frequency: string. “1m” for minutely data or “1d” for daily date</strong></p>
|
||||
</td>
|
||||
</tr>
|
||||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>history</strong> : Series or DataFrame or Panel</p>
|
||||
<blockquote class="last">
|
||||
<div><p>Return type depends on the dimensionality of the ‘assets’ and
|
||||
‘fields’ parameters.</p>
|
||||
<p>If single asset and field are passed in, the returned Series is
|
||||
indexed by dt.</p>
|
||||
<p>If multiple assets and single field are passed in, the returned
|
||||
DataFrame is indexed by dt, and has assets as columns.</p>
|
||||
<p>If a single asset and multiple fields are passed in, the returned
|
||||
DataFrame is indexed by dt, and has fields as columns.</p>
|
||||
<p>If multiple assets and multiple fields are passed in, the returned
|
||||
Panel is indexed by field, has dt as the major axis, and assets
|
||||
as the minor axis.</p>
|
||||
</div></blockquote>
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<p class="rubric">Notes</p>
|
||||
<p>If the current simulation time is not a valid market time, we use the
|
||||
last market close instead.</p>
|
||||
</dd></dl>
|
||||
|
||||
<dl class="method">
|
||||
<dt id="catalyst.protocol.BarData.is_stale">
|
||||
<code class="descname">is_stale</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.is_stale" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>For the given asset or iterable of assets, returns true if the asset
|
||||
is alive and there is no trade data for the current simulation time.</p>
|
||||
<p>If the asset has never traded, returns False.</p>
|
||||
<p>If the current simulation time is not a valid market time, we use the
|
||||
current time to check if the asset is alive, but we use the last
|
||||
market minute/day for the trade data check.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
<col class="field-body" />
|
||||
<tbody valign="top">
|
||||
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>assets: Asset or iterable of assets</strong></td>
|
||||
</tr>
|
||||
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">boolean or Series of booleans, indexed by asset.</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</dd></dl>
|
||||
|
||||
</dd></dl>
|
||||
|
||||
</div>
|
||||
@@ -488,7 +489,7 @@ backwards compatibility with older API concepts.</p>
|
||||
<h3>Scheduling Functions<a class="headerlink" href="#scheduling-functions" title="Permalink to this headline">¶</a></h3>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.schedule_function">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">schedule_function</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.schedule_function" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">schedule_function</code><span class="sig-paren">(</span><em>self</em>, <em>func</em>, <em>date_rule=None</em>, <em>time_rule=None</em>, <em>half_days=True</em>, <em>calendar=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.schedule_function" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Schedules a function to be called according to some timed rules.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -583,7 +584,7 @@ backwards compatibility with older API concepts.</p>
|
||||
<h3>Orders<a class="headerlink" href="#orders" title="Permalink to this headline">¶</a></h3>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.order">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>amount</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Place an order.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -638,7 +639,7 @@ and <code class="docutils literal"><span class="pre">limit_price</span></code> o
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.order_value">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_value</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_value" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_value</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>value</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_value" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Place an order by desired value rather than desired number of
|
||||
shares.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
@@ -691,7 +692,7 @@ value < 0 :: Sell/Short</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.order_percent">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_percent</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_percent" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_percent</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>percent</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_percent" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Place an order in the specified asset corresponding to the given
|
||||
percent of the current portfolio value.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
@@ -740,7 +741,7 @@ This is specified as a decimal, for example: 0.50 means 50%.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.order_target">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_target</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_target</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>target</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Place an order to adjust a position to a target number of shares. 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
|
||||
@@ -787,7 +788,7 @@ current number of shares.</p>
|
||||
<p class="rubric">Notes</p>
|
||||
<p><code class="docutils literal"><span class="pre">order_target</span></code> does not take into account any open orders. For
|
||||
example:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="n">order_target</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">order_target</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
<span class="n">order_target</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -800,7 +801,7 @@ call to <code class="docutils literal"><span class="pre">order_target</span></co
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.order_target_value">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_target_value</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target_value" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_target_value</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>target</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target_value" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>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’.</p>
|
||||
<p class="rubric">Notes</p>
|
||||
<p><code class="docutils literal"><span class="pre">order_target_value</span></code> does not take into account any open orders. For
|
||||
example:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="n">order_target_value</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">order_target_value</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
<span class="n">order_target_value</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -862,7 +863,7 @@ second <code class="docutils literal"><span class="pre">order_target_value</span
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.order_target_percent">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_target_percent</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target_percent" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">order_target_percent</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>target</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target_percent" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>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.</p>
|
||||
<p class="rubric">Notes</p>
|
||||
<p><code class="docutils literal"><span class="pre">order_target_value</span></code> does not take into account any open orders. For
|
||||
example:</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="n">order_target_percent</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="n">order_target_percent</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
<span class="n">order_target_percent</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
|
||||
</pre></div>
|
||||
</div>
|
||||
@@ -977,7 +978,7 @@ limit price once the market reaches a specified stop price.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.get_order">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">get_order</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_order" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">get_order</code><span class="sig-paren">(</span><em>self</em>, <em>order_id</em>, <em>exchange_name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_order" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Lookup an order based on the order id returned from one of the
|
||||
order functions.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
@@ -1006,7 +1007,7 @@ order functions.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.get_open_orders">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">get_open_orders</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_open_orders" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">get_open_orders</code><span class="sig-paren">(</span><em>self</em>, <em>asset=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_open_orders" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Retrieve all of the current open orders.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1034,7 +1035,7 @@ orders for this asset.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.cancel_order">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">cancel_order</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.cancel_order" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">cancel_order</code><span class="sig-paren">(</span><em>self</em>, <em>order_param</em>, <em>exchange_name</em>, <em>symbol=None</em>, <em>params={}</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.cancel_order" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Cancel an open order.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1060,7 +1061,7 @@ orders for this asset.</p>
|
||||
<h4>Order Cancellation Policies<a class="headerlink" href="#order-cancellation-policies" title="Permalink to this headline">¶</a></h4>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_cancel_policy">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_cancel_policy</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_cancel_policy" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_cancel_policy</code><span class="sig-paren">(</span><em>self</em>, <em>cancel_policy</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_cancel_policy" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Sets the order cancellation policy for the simulation.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1150,7 +1151,7 @@ Zipline will only apply this policy to minutely simulations.</p>
|
||||
<h3>Assets<a class="headerlink" href="#assets" title="Permalink to this headline">¶</a></h3>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.symbol">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">symbol</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.symbol" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">symbol</code><span class="sig-paren">(</span><em>self</em>, <em>symbol_str</em>, <em>exchange_name=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.symbol" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Lookup an Equity by its ticker symbol.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1189,7 +1190,7 @@ symbol lookup date.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.symbols">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">symbols</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.symbols" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">symbols</code><span class="sig-paren">(</span><em>self</em>, <em>*args</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.symbols" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Lookup multuple Equities as a list.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1225,7 +1226,7 @@ lookup date.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_symbol_lookup_date">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_symbol_lookup_date</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_symbol_lookup_date" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_symbol_lookup_date</code><span class="sig-paren">(</span><em>self</em>, <em>dt</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_symbol_lookup_date" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Set the date for which symbols will be resolved to their assets
|
||||
(symbols may map to different firms or underlying assets at
|
||||
different times)</p>
|
||||
@@ -1245,7 +1246,7 @@ different times)</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.sid">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">sid</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.sid" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">sid</code><span class="sig-paren">(</span><em>self</em>, <em>sid</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.sid" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Lookup an Asset by its unique asset identifier.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -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.</p>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_do_not_order_list">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_do_not_order_list</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_do_not_order_list" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_do_not_order_list</code><span class="sig-paren">(</span><em>self</em>, <em>restricted_list</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_do_not_order_list" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Set a restriction on which assets can be ordered.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1299,14 +1300,14 @@ bugs that could cause undesirable behavior when trading with real money.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_long_only">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_long_only</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_long_only" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_long_only</code><span class="sig-paren">(</span><em>self</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_long_only" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Set a rule specifying that this algorithm cannot take short
|
||||
positions.</p>
|
||||
</dd></dl>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_max_leverage">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_leverage</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_leverage" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_leverage</code><span class="sig-paren">(</span><em>self</em>, <em>max_leverage</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_leverage" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Set a limit on the maximum leverage of the algorithm.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1325,7 +1326,7 @@ be no maximum.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_max_order_count">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_order_count</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_order_count" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_order_count</code><span class="sig-paren">(</span><em>self</em>, <em>max_count</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_order_count" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Set a limit on the number of orders that can be placed in a single
|
||||
day.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
@@ -1344,7 +1345,7 @@ day.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_max_order_size">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_order_size</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_order_size" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_order_size</code><span class="sig-paren">(</span><em>self</em>, <em>asset=None</em>, <em>max_shares=None</em>, <em>max_notional=None</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_order_size" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>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.</p>
|
||||
@@ -1375,7 +1376,7 @@ asset.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_max_position_size">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_position_size</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_position_size" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_position_size</code><span class="sig-paren">(</span><em>self</em>, <em>asset=None</em>, <em>max_shares=None</em>, <em>max_notional=None</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_position_size" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>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.</p>
|
||||
<h3>Simulation Parameters<a class="headerlink" href="#simulation-parameters" title="Permalink to this headline">¶</a></h3>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_benchmark">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_benchmark</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_benchmark" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_benchmark</code><span class="sig-paren">(</span><em>self</em>, <em>benchmark</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_benchmark" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Set the benchmark asset.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1436,7 +1437,7 @@ automatically reinvested.</p>
|
||||
<h4>Commission Models<a class="headerlink" href="#commission-models" title="Permalink to this headline">¶</a></h4>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_commission">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_commission</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_commission" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_commission</code><span class="sig-paren">(</span><em>self</em>, <em>maker=None</em>, <em>taker=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_commission" title="Permalink to this definition">¶</a></dt>
|
||||
<dd></dd></dl>
|
||||
|
||||
<dl class="class">
|
||||
@@ -1546,7 +1547,7 @@ an optional minimum cost per trade.</p>
|
||||
<h4>Slippage Models<a class="headerlink" href="#slippage-models" title="Permalink to this headline">¶</a></h4>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.set_slippage">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_slippage</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_slippage" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">set_slippage</code><span class="sig-paren">(</span><em>self</em>, <em>spread=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_slippage" title="Permalink to this definition">¶</a></dt>
|
||||
<dd></dd></dl>
|
||||
|
||||
<dl class="class">
|
||||
@@ -1623,7 +1624,7 @@ multiple bars.</p>
|
||||
<h3>Miscellaneous<a class="headerlink" href="#miscellaneous" title="Permalink to this headline">¶</a></h3>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.record">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">record</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.record" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">record</code><span class="sig-paren">(</span><em>self</em>, <em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.record" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Track and record values each day.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1645,7 +1646,7 @@ dataframe passed to <code class="docutils literal"><span class="pre">analyze</sp
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.get_environment">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">get_environment</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_environment" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">get_environment</code><span class="sig-paren">(</span><em>self</em>, <em>field='platform'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_environment" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Query the execution environment.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1709,7 +1710,7 @@ know if they are running on the Quantopian platform instead.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.api.fetch_csv">
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">fetch_csv</code><span class="sig-paren">(</span><em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.fetch_csv" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.api.</code><code class="descname">fetch_csv</code><span class="sig-paren">(</span><em>self</em>, <em>url</em>, <em>pre_func=None</em>, <em>post_func=None</em>, <em>date_column='date'</em>, <em>date_format=None</em>, <em>timezone='UTC'</em>, <em>symbol=None</em>, <em>mask=True</em>, <em>symbol_column=None</em>, <em>special_params_checker=None</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.fetch_csv" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Fetch a csv from a remote url and register the data so that it is
|
||||
queryable from the <code class="docutils literal"><span class="pre">data</span></code> object.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
@@ -1785,7 +1786,7 @@ information to map the sids in the asset finder.</p>
|
||||
<h2>Asset Metadata<a class="headerlink" href="#asset-metadata" title="Permalink to this headline">¶</a></h2>
|
||||
<dl class="class">
|
||||
<dt id="catalyst.assets.Asset">
|
||||
<em class="property">class </em><code class="descclassname">catalyst.assets.</code><code class="descname">Asset</code><a class="headerlink" href="#catalyst.assets.Asset" title="Permalink to this definition">¶</a></dt>
|
||||
<em class="property">class </em><code class="descclassname">catalyst.assets.</code><code class="descname">Asset</code><span class="sig-paren">(</span><em>int sid</em>, <em>exchange</em>, <em>symbol=''</em>, <em>asset_name=''</em>, <em>start_date=None</em>, <em>end_date=None</em>, <em>first_traded=None</em>, <em>auto_close_date=None</em>, <em>exchange_full=None</em>, <em>min_trade_size=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.assets.Asset" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><dl class="attribute">
|
||||
<dt id="catalyst.assets.Asset.first_traded">
|
||||
<code class="descname">first_traded</code><a class="headerlink" href="#catalyst.assets.Asset.first_traded" title="Permalink to this definition">¶</a></dt>
|
||||
@@ -1860,7 +1861,7 @@ Assets.</p>
|
||||
<h2>Trading Calendar API<a class="headerlink" href="#trading-calendar-api" title="Permalink to this headline">¶</a></h2>
|
||||
<dl class="function">
|
||||
<dt id="catalyst.utils.calendars.get_calendar">
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">get_calendar</code><span class="sig-paren">(</span><em>self</em>, <em>name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.get_calendar" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">get_calendar</code><span class="sig-paren">(</span><em>name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.get_calendar" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Retrieves an instance of an TradingCalendar whose name is given.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -1884,7 +1885,7 @@ Assets.</p>
|
||||
|
||||
<dl class="class">
|
||||
<dt id="catalyst.utils.calendars.TradingCalendar">
|
||||
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-03-19 17:37:26.475737+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition">¶</a></dt>
|
||||
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-03-22 17:29:08.321479+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>An TradingCalendar represents the timing information of a single market
|
||||
exchange.</p>
|
||||
<p>The timing information is made up of two parts: sessions, and opens/closes.</p>
|
||||
@@ -2507,7 +2508,7 @@ negative).</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.utils.calendars.register_calendar">
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">register_calendar</code><span class="sig-paren">(</span><em>self</em>, <em>name</em>, <em>calendar</em>, <em>force=False</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.register_calendar" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">register_calendar</code><span class="sig-paren">(</span><em>name</em>, <em>calendar</em>, <em>force=False</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.register_calendar" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Registers a calendar for retrieval by the get_calendar method.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -2541,7 +2542,7 @@ Default is False.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.utils.calendars.register_calendar_type">
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">register_calendar_type</code><span class="sig-paren">(</span><em>self</em>, <em>name</em>, <em>calendar_type</em>, <em>force=False</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.register_calendar_type" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">register_calendar_type</code><span class="sig-paren">(</span><em>name</em>, <em>calendar_type</em>, <em>force=False</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.register_calendar_type" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Registers a calendar by type.</p>
|
||||
<p>This is useful for registering a new calendar to be lazily instantiated
|
||||
at some future point in time.</p>
|
||||
@@ -2577,7 +2578,7 @@ Default is False.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.utils.calendars.deregister_calendar">
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">deregister_calendar</code><span class="sig-paren">(</span><em>self</em>, <em>name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.deregister_calendar" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">deregister_calendar</code><span class="sig-paren">(</span><em>name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.deregister_calendar" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>If a calendar is registered with the given name, it is de-registered.</p>
|
||||
<table class="docutils field-list" frame="void" rules="none">
|
||||
<col class="field-name" />
|
||||
@@ -2595,7 +2596,7 @@ Default is False.</p>
|
||||
|
||||
<dl class="function">
|
||||
<dt id="catalyst.utils.calendars.clear_calendars">
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">clear_calendars</code><span class="sig-paren">(</span><em>self</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.clear_calendars" title="Permalink to this definition">¶</a></dt>
|
||||
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">clear_calendars</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.clear_calendars" title="Permalink to this definition">¶</a></dt>
|
||||
<dd><p>Deregisters all current registered calendars</p>
|
||||
</dd></dl>
|
||||
|
||||
@@ -2629,14 +2630,14 @@ Default is False.</p>
|
||||
</tbody>
|
||||
</table>
|
||||
<p class="rubric">Examples</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="gp">>>> </span><span class="kn">from</span> <span class="nn">pandas</span> <span class="kn">import</span> <span class="n">Timestamp</span><span class="p">,</span> <span class="n">Timedelta</span>
|
||||
<span class="gp">>>> </span><span class="n">expires</span> <span class="o">=</span> <span class="n">Timestamp</span><span class="p">(</span><span class="s">'2014'</span><span class="p">,</span> <span class="n">tz</span><span class="o">=</span><span class="s">'UTC'</span><span class="p">)</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="kn">from</span> <span class="nn">pandas</span> <span class="kn">import</span> <span class="n">Timestamp</span><span class="p">,</span> <span class="n">Timedelta</span>
|
||||
<span class="gp">>>> </span><span class="n">expires</span> <span class="o">=</span> <span class="n">Timestamp</span><span class="p">(</span><span class="s1">'2014'</span><span class="p">,</span> <span class="n">tz</span><span class="o">=</span><span class="s1">'UTC'</span><span class="p">)</span>
|
||||
<span class="gp">>>> </span><span class="n">obj</span> <span class="o">=</span> <span class="n">CachedObject</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="n">expires</span><span class="p">)</span>
|
||||
<span class="gp">>>> </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span> <span class="o">-</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">'1 minute'</span><span class="p">))</span>
|
||||
<span class="gp">>>> </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span> <span class="o">-</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s1">'1 minute'</span><span class="p">))</span>
|
||||
<span class="go">1</span>
|
||||
<span class="gp">>>> </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span><span class="p">)</span>
|
||||
<span class="go">1</span>
|
||||
<span class="gp">>>> </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span> <span class="o">+</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">'1 minute'</span><span class="p">))</span>
|
||||
<span class="gp">>>> </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span> <span class="o">+</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s1">'1 minute'</span><span class="p">))</span>
|
||||
<span class="gp">... </span>
|
||||
<span class="gt">Traceback (most recent call last):</span>
|
||||
<span class="o">...</span>
|
||||
@@ -2665,14 +2666,14 @@ If <cite>None</cite>, than a dict is used as a default.</p>
|
||||
</tbody>
|
||||
</table>
|
||||
<p class="rubric">Examples</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="gp">>>> </span><span class="kn">from</span> <span class="nn">pandas</span> <span class="kn">import</span> <span class="n">Timestamp</span><span class="p">,</span> <span class="n">Timedelta</span>
|
||||
<span class="gp">>>> </span><span class="n">expires</span> <span class="o">=</span> <span class="n">Timestamp</span><span class="p">(</span><span class="s">'2014'</span><span class="p">,</span> <span class="n">tz</span><span class="o">=</span><span class="s">'UTC'</span><span class="p">)</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="gp">>>> </span><span class="kn">from</span> <span class="nn">pandas</span> <span class="kn">import</span> <span class="n">Timestamp</span><span class="p">,</span> <span class="n">Timedelta</span>
|
||||
<span class="gp">>>> </span><span class="n">expires</span> <span class="o">=</span> <span class="n">Timestamp</span><span class="p">(</span><span class="s1">'2014'</span><span class="p">,</span> <span class="n">tz</span><span class="o">=</span><span class="s1">'UTC'</span><span class="p">)</span>
|
||||
<span class="gp">>>> </span><span class="n">value</span> <span class="o">=</span> <span class="mi">1</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span> <span class="o">=</span> <span class="n">ExpiringCache</span><span class="p">()</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span><span class="o">.</span><span class="n">set</span><span class="p">(</span><span class="s">'foo'</span><span class="p">,</span> <span class="n">value</span><span class="p">,</span> <span class="n">expires</span><span class="p">)</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s">'foo'</span><span class="p">,</span> <span class="n">expires</span> <span class="o">-</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">'1 minute'</span><span class="p">))</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span><span class="o">.</span><span class="n">set</span><span class="p">(</span><span class="s1">'foo'</span><span class="p">,</span> <span class="n">value</span><span class="p">,</span> <span class="n">expires</span><span class="p">)</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'foo'</span><span class="p">,</span> <span class="n">expires</span> <span class="o">-</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s1">'1 minute'</span><span class="p">))</span>
|
||||
<span class="go">1</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s">'foo'</span><span class="p">,</span> <span class="n">expires</span> <span class="o">+</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">'1 minute'</span><span class="p">))</span>
|
||||
<span class="gp">>>> </span><span class="n">cache</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s1">'foo'</span><span class="p">,</span> <span class="n">expires</span> <span class="o">+</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s1">'1 minute'</span><span class="p">))</span>
|
||||
<span class="gt">Traceback (most recent call last):</span>
|
||||
<span class="o">...</span>
|
||||
<span class="gr">KeyError</span>: <span class="n">'foo'</span>
|
||||
@@ -2812,7 +2813,7 @@ meaning it has as strong of guarantees as <code class="xref py py-func docutils
|
||||
</tbody>
|
||||
</table>
|
||||
<p class="rubric">Examples</p>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span class="k">with</span> <span class="n">maybe_show_progress</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">3</span><span class="p">],</span> <span class="bp">True</span><span class="p">)</span> <span class="k">as</span> <span class="n">ns</span><span class="p">:</span>
|
||||
<div class="highlight-python"><div class="highlight"><pre><span></span><span class="k">with</span> <span class="n">maybe_show_progress</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">3</span><span class="p">],</span> <span class="bp">True</span><span class="p">)</span> <span class="k">as</span> <span class="n">ns</span><span class="p">:</span>
|
||||
<span class="k">for</span> <span class="n">n</span> <span class="ow">in</span> <span class="n">ns</span><span class="p">:</span>
|
||||
<span class="o">...</span>
|
||||
</pre></div>
|
||||
@@ -2824,6 +2825,10 @@ meaning it has as strong of guarantees as <code class="xref py py-func docutils
|
||||
</div>
|
||||
|
||||
|
||||
</div>
|
||||
<div class="articleComments">
|
||||
|
||||
</div>
|
||||
</div>
|
||||
<footer>
|
||||
|
||||
@@ -2833,9 +2838,10 @@ meaning it has as strong of guarantees as <code class="xref py py-func docutils
|
||||
<div role="contentinfo">
|
||||
<p>
|
||||
© 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>
|
||||
|
||||
@@ -2856,7 +2862,8 @@ meaning it has as strong of guarantees as <code class="xref py py-func docutils
|
||||
VERSION:'0.4',
|
||||
COLLAPSE_INDEX:false,
|
||||
FILE_SUFFIX:'.html',
|
||||
HAS_SOURCE: true
|
||||
HAS_SOURCE: true,
|
||||
SOURCELINK_SUFFIX: '.txt'
|
||||
};
|
||||
</script>
|
||||
<script type="text/javascript" src="_static/jquery.js"></script>
|
||||
|
||||
Reference in New Issue
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