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DOC: update docs for api functions

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Joe Jevnik
2016-05-06 15:25:30 -04:00
parent 0562179060
commit d888c4faaa
9 changed files with 798 additions and 139 deletions
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docs/source/appendix.rst
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@@ -15,10 +15,142 @@ The following methods are available for use in the ``initialize``,
In all listed functions, the ``self`` argument is implicitly the
currently-executing :class:`~zipline.algorithm.TradingAlgorithm` instance.
.. automodule:: zipline.api
Scheduling Functions
````````````````````
.. autofunction:: zipline.api.schedule_function
.. autoclass:: zipline.api.date_rules
:members:
:undoc-members:
.. autoclass:: zipline.api.time_rules
:members:
.. autoclass:: zipline.algorithm.TradingAlgorithm
Orders
``````
.. autofunction:: zipline.api.order
.. autofunction:: zipline.api.order_value
.. autofunction:: zipline.api.order_percent
.. autofunction:: zipline.api.order_target
.. autofunction:: zipline.api.order_target_value
.. autofunction:: zipline.api.order_target_percent
.. autoclass:: zipline.finance.execution.ExecutionStyle
:members:
.. autoclass:: zipline.finance.execution.MarketOrder
.. autoclass:: zipline.finance.execution.LimitOrder
.. autoclass:: zipline.finance.execution.StopOrder
.. autoclass:: zipline.finance.execution.StopLimitOrder
.. autofunction:: zipline.api.get_order
.. autofunction:: zipline.api.get_open_orders
.. autofunction:: zipline.api.cancel_order
Order Cancellation Policies
'''''''''''''''''''''''''''
.. autofunction:: zipline.api.set_cancel_policy
.. autoclass:: zipline.finance.cancel_policy.CancelPolicy
:members:
.. autofunction:: zipline.api.EODCancel
.. autofunction:: zipline.api.NeverCancel
Assets
``````
.. autofunction:: zipline.api.symbol
.. autofunction:: zipline.api.symbols
.. autofunction:: zipline.api.future_symbol
.. autofunction:: zipline.api.future_chain
.. autofunction:: zipline.api.set_symbol_lookup_date
.. autofunction:: zipline.api.sid
Trading Controls
````````````````
Zipline provides trading controls to help ensure that the algorithm is
performing as expected. The functions help protect the algorithm from certian
bugs that could cause undesirable behavior when trading with real money.
.. autofunction:: zipline.api.set_do_not_order_list
.. autofunction:: zipline.api.set_long_only
.. autofunction:: zipline.api.set_max_leverage
.. autofunction:: zipline.api.set_max_order_count
.. autofunction:: zipline.api.set_max_order_size
.. autofunction:: zipline.api.set_max_position_size
Simulation Parameters
`````````````````````
.. autofunction:: zipline.api.set_commission
.. autoclass:: zipline.finance.commission.PerShare
.. autoclass:: zipline.finance.commission.PerTrade
.. autoclass:: zipline.finance.commission.PerDollar
.. autofunction:: zipline.api.set_slippage
.. autoclass:: zipline.finance.slippage.SlippageModel
:members:
.. autoclass:: zipline.finance.slippage.FixedSlippage
.. autoclass:: zipline.finance.slippage.VolumeShareSlippage
.. autofunction:: zipline.api.set_benchmark
Pipeline
````````
For more information, see :ref:`pipeline-api`
.. autofunction:: zipline.api.attach_pipeline
.. autofunction:: zipline.api.pipeline_output
Miscellaneous
`````````````
.. autofunction:: zipline.api.record
.. autofunction:: zipline.api.get_environment
.. autofunction:: zipline.api.fetch_csv
.. _pipeline-api:
Pipeline API
~~~~~~~~~~~~