mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-27 19:14:36 +08:00
MAINT: removing many warnings from building docs
This commit is contained in:
Victor Grau Serrat
@@ -939,7 +939,7 @@ class TradingAlgorithm(object):
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The field to query. The options have the following meanings:
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arena : str
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The arena from the simulation parameters. This will normally
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be ``'backtest'`` but some systems may use this distinguish
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be ``backtest`` but some systems may use this distinguish
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live trading from backtesting.
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data_frequency : {'daily', 'minute'}
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data_frequency tells the algorithm if it is running with
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@@ -954,7 +954,7 @@ class TradingAlgorithm(object):
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The platform that the code is running on. By default this
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will be the string 'catalyst'. This can allow algorithms to
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know if they are running on the Quantopian platform instead.
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* : dict[str -> any]
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\* : dict[str -> any]
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Returns all of the fields in a dictionary.
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Returns
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@@ -1032,7 +1032,7 @@ class TradingAlgorithm(object):
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argument is the name of the column in the preprocessed dataframe
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containing the symbols. This will be used along with the date
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information to map the sids in the asset finder.
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**kwargs
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\*\*kwargs
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Forwarded to :func:`pandas.read_csv`.
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Returns
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@@ -1156,7 +1156,7 @@ class TradingAlgorithm(object):
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Parameters
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----------
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**kwargs
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\*\*kwargs
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The names and values to record.
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Notes
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@@ -1273,7 +1273,7 @@ class TradingAlgorithm(object):
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Parameters
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----------
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*args : iterable[str]
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\*args : iterable[str]
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The ticker symbols to lookup.
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Returns
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@@ -55,6 +55,7 @@ class _RunAlgoError(click.ClickException, ValueError):
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----------
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pyfunc_msg : str
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The message that will be shown when called as a python function.
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cmdline_msg : str
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The message that will be shown on the command line.
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"""
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@@ -416,7 +417,8 @@ def run_algorithm(initialize,
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auth_aliases=None,
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stats_output=None,
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output=os.devnull):
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"""Run a trading algorithm.
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"""
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Run a trading algorithm.
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Parameters
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----------
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@@ -458,7 +460,7 @@ def run_algorithm(initialize,
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This argument is mutually exclusive with ``data``.
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default_extension : bool, optional
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Should the default catalyst extension be loaded. This is found at
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``$ZIPLINE_ROOT/extension.py``
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``$CATALYST_ROOT/extension.py``
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extensions : iterable[str], optional
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The names of any other extensions to load. Each element may either be
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a dotted module path like ``a.b.c`` or a path to a python file ending
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@@ -469,12 +471,8 @@ def run_algorithm(initialize,
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environ : mapping[str -> str], optional
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The os environment to use. Many extensions use this to get parameters.
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This defaults to ``os.environ``.
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live: execute live trading
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exchange_conn: The exchange connection parameters
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Supported Exchanges
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-------------------
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bitfinex
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live : bool, optional
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Execute algorithm in live trading mode.
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Returns
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-------
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+173
-179
@@ -4,7 +4,7 @@ API Reference
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Running a Backtest
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~~~~~~~~~~~~~~~~~~
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.. autofunction:: zipline.run_algorithm(...)
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.. autofunction:: catalyst.run_algorithm(...)
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Algorithm API
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~~~~~~~~~~~~~
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@@ -18,341 +18,335 @@ currently-executing :class:`~zipline.algorithm.TradingAlgorithm` instance.
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Data Object
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```````````
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.. autoclass:: zipline.protocol.BarData
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.. autoclass:: catalyst.protocol.BarData
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:members:
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|
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Scheduling Functions
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````````````````````
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.. autofunction:: zipline.api.schedule_function
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.. autofunction:: catalyst.api.schedule_function
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.. autoclass:: zipline.api.date_rules
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.. autoclass:: catalyst.api.date_rules
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||||
:members:
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:undoc-members:
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|
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.. autoclass:: zipline.api.time_rules
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.. autoclass:: catalyst.api.time_rules
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:members:
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||||
|
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Orders
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``````
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.. autofunction:: zipline.api.order
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.. autofunction:: catalyst.api.order
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.. autofunction:: zipline.api.order_value
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.. autofunction:: catalyst.api.order_value
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|
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.. autofunction:: zipline.api.order_percent
|
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.. autofunction:: catalyst.api.order_percent
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|
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.. autofunction:: zipline.api.order_target
|
||||
.. autofunction:: catalyst.api.order_target
|
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|
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.. autofunction:: zipline.api.order_target_value
|
||||
.. autofunction:: catalyst.api.order_target_value
|
||||
|
||||
.. autofunction:: zipline.api.order_target_percent
|
||||
.. autofunction:: catalyst.api.order_target_percent
|
||||
|
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.. autoclass:: zipline.finance.execution.ExecutionStyle
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||||
.. autoclass:: catalyst.finance.execution.ExecutionStyle
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||||
:members:
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||||
|
||||
.. autoclass:: zipline.finance.execution.MarketOrder
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.. autoclass:: catalyst.finance.execution.MarketOrder
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.. autoclass:: zipline.finance.execution.LimitOrder
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.. autoclass:: catalyst.finance.execution.LimitOrder
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.. autoclass:: zipline.finance.execution.StopOrder
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.. autoclass:: catalyst.finance.execution.StopOrder
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.. autoclass:: zipline.finance.execution.StopLimitOrder
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.. autoclass:: catalyst.finance.execution.StopLimitOrder
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.. autofunction:: zipline.api.get_order
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.. autofunction:: catalyst.api.get_order
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|
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.. autofunction:: zipline.api.get_open_orders
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.. autofunction:: catalyst.api.get_open_orders
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.. autofunction:: zipline.api.cancel_order
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.. autofunction:: catalyst.api.cancel_order
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Order Cancellation Policies
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'''''''''''''''''''''''''''
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.. autofunction:: zipline.api.set_cancel_policy
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.. autofunction:: catalyst.api.set_cancel_policy
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||||
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.. autoclass:: zipline.finance.cancel_policy.CancelPolicy
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||||
.. autoclass:: catalyst.finance.cancel_policy.CancelPolicy
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||||
:members:
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||||
|
||||
.. autofunction:: zipline.api.EODCancel
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||||
.. autofunction:: catalyst.api.EODCancel
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||||
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||||
.. autofunction:: zipline.api.NeverCancel
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.. autofunction:: catalyst.api.NeverCancel
|
||||
|
||||
|
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Assets
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``````
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.. autofunction:: zipline.api.symbol
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.. autofunction:: catalyst.api.symbol
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||||
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.. autofunction:: zipline.api.symbols
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||||
.. autofunction:: catalyst.api.symbols
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||||
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||||
.. autofunction:: zipline.api.future_symbol
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||||
.. autofunction:: catalyst.api.set_symbol_lookup_date
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||||
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||||
.. autofunction:: zipline.api.set_symbol_lookup_date
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||||
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||||
.. autofunction:: zipline.api.sid
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||||
.. autofunction:: catalyst.api.sid
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||||
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||||
|
||||
Trading Controls
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````````````````
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Zipline provides trading controls to help ensure that the algorithm is
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zipline provides trading controls to help ensure that the algorithm is
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performing as expected. The functions help protect the algorithm from certian
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bugs that could cause undesirable behavior when trading with real money.
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||||
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||||
.. autofunction:: zipline.api.set_do_not_order_list
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||||
.. autofunction:: catalyst.api.set_do_not_order_list
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||||
|
||||
.. autofunction:: zipline.api.set_long_only
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||||
.. autofunction:: catalyst.api.set_long_only
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||||
|
||||
.. autofunction:: zipline.api.set_max_leverage
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||||
.. autofunction:: catalyst.api.set_max_leverage
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||||
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||||
.. autofunction:: zipline.api.set_max_order_count
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||||
.. autofunction:: catalyst.api.set_max_order_count
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||||
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||||
.. autofunction:: zipline.api.set_max_order_size
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||||
.. autofunction:: catalyst.api.set_max_order_size
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||||
|
||||
.. autofunction:: zipline.api.set_max_position_size
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||||
.. autofunction:: catalyst.api.set_max_position_size
|
||||
|
||||
|
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Simulation Parameters
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`````````````````````
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||||
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||||
.. autofunction:: zipline.api.set_benchmark
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||||
.. autofunction:: catalyst.api.set_benchmark
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||||
|
||||
Commission Models
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||||
'''''''''''''''''
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||||
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||||
.. autofunction:: zipline.api.set_commission
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||||
.. autofunction:: catalyst.api.set_commission
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||||
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||||
.. autoclass:: zipline.finance.commission.CommissionModel
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||||
.. autoclass:: catalyst.finance.commission.CommissionModel
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||||
:members:
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||||
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||||
.. autoclass:: zipline.finance.commission.PerShare
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||||
.. autoclass:: catalyst.finance.commission.PerShare
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||||
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||||
.. autoclass:: zipline.finance.commission.PerTrade
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||||
.. autoclass:: catalyst.finance.commission.PerTrade
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||||
|
||||
.. autoclass:: zipline.finance.commission.PerDollar
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||||
.. autoclass:: catalyst.finance.commission.PerDollar
|
||||
|
||||
Slippage Models
|
||||
'''''''''''''''
|
||||
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||||
.. autofunction:: zipline.api.set_slippage
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||||
.. autofunction:: catalyst.api.set_slippage
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||||
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||||
.. autoclass:: zipline.finance.slippage.SlippageModel
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||||
.. autoclass:: catalyst.finance.slippage.SlippageModel
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||||
:members:
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||||
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||||
.. autoclass:: zipline.finance.slippage.FixedSlippage
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||||
.. autoclass:: catalyst.finance.slippage.FixedSlippage
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||||
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||||
.. autoclass:: zipline.finance.slippage.VolumeShareSlippage
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||||
.. autoclass:: catalyst.finance.slippage.VolumeShareSlippage
|
||||
|
||||
Pipeline
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||||
````````
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||||
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||||
For more information, see :ref:`pipeline-api`
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||||
Not supported yet.
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||||
|
||||
.. autofunction:: zipline.api.attach_pipeline
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||||
.. For more information, see :ref:`pipeline-api`
|
||||
|
||||
.. autofunction:: zipline.api.pipeline_output
|
||||
.. .. autofunction:: catalyst.api.attach_pipeline
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||||
|
||||
.. .. autofunction:: catalyst.api.pipeline_output
|
||||
|
||||
|
||||
Miscellaneous
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||||
`````````````
|
||||
|
||||
.. autofunction:: zipline.api.record
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||||
.. autofunction:: catalyst.api.record
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||||
|
||||
.. autofunction:: zipline.api.get_environment
|
||||
.. autofunction:: catalyst.api.get_environment
|
||||
|
||||
.. autofunction:: zipline.api.fetch_csv
|
||||
.. autofunction:: catalyst.api.fetch_csv
|
||||
|
||||
|
||||
.. _pipeline-api:
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||||
|
||||
Pipeline API
|
||||
~~~~~~~~~~~~
|
||||
.. Pipeline API
|
||||
.. ~~~~~~~~~~~~
|
||||
|
||||
.. autoclass:: zipline.pipeline.Pipeline
|
||||
:members:
|
||||
:member-order: groupwise
|
||||
.. .. autoclass:: zipline.pipeline.Pipeline
|
||||
.. :members:
|
||||
.. :member-order: groupwise
|
||||
|
||||
.. autoclass:: zipline.pipeline.CustomFactor
|
||||
:members:
|
||||
:member-order: groupwise
|
||||
.. .. autoclass:: zipline.pipeline.CustomFactor
|
||||
.. :members:
|
||||
.. :member-order: groupwise
|
||||
|
||||
.. autoclass:: zipline.pipeline.filters.Filter
|
||||
:members: __and__, __or__
|
||||
:exclude-members: dtype
|
||||
.. .. autoclass:: zipline.pipeline.filters.Filter
|
||||
.. :members: __and__, __or__
|
||||
.. :exclude-members: dtype
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.Factor
|
||||
:members: bottom, deciles, demean, linear_regression, pearsonr,
|
||||
percentile_between, quantiles, quartiles, quintiles, rank,
|
||||
spearmanr, top, winsorize, zscore, isnan, notnan, isfinite, eq,
|
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__add__, __sub__, __mul__, __div__, __mod__, __pow__, __lt__,
|
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__le__, __ne__, __ge__, __gt__
|
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:exclude-members: dtype
|
||||
:member-order: bysource
|
||||
.. .. autoclass:: zipline.pipeline.factors.Factor
|
||||
.. :members: bottom, deciles, demean, linear_regression, pearsonr,
|
||||
.. percentile_between, quantiles, quartiles, quintiles, rank,
|
||||
.. spearmanr, top, winsorize, zscore, isnan, notnan, isfinite, eq,
|
||||
.. \__add__, \__sub__, \__mul__, \__div__, \__mod__, \__pow__,
|
||||
.. \__lt__, \__le__, \__ne__, \__ge__, \__gt__
|
||||
.. :exclude-members: dtype
|
||||
.. :member-order: bysource
|
||||
|
||||
.. autoclass:: zipline.pipeline.term.Term
|
||||
:members:
|
||||
:exclude-members: compute_extra_rows, dependencies, inputs, mask, windowed
|
||||
.. .. autoclass:: zipline.pipeline.term.Term
|
||||
.. :members:
|
||||
.. :exclude-members: compute_extra_rows, dependencies, inputs, mask, windowed
|
||||
|
||||
.. autoclass:: zipline.pipeline.data.USEquityPricing
|
||||
:members: open, high, low, close, volume
|
||||
:undoc-members:
|
||||
.. .. autoclass:: zipline.pipeline.data.USEquityPricing
|
||||
.. :members: open, high, low, close, volume
|
||||
.. :undoc-members:
|
||||
|
||||
Built-in Factors
|
||||
````````````````
|
||||
.. Built-in Factors
|
||||
.. ````````````````
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.AverageDollarVolume
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.BollingerBands
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.BollingerBands
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEvent
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEvent
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEvent
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEvent
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.Latest
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.Latest
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.MaxDrawdown
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.MaxDrawdown
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.Returns
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.Returns
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.RollingPearsonOfReturns
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.RollingPearsonOfReturns
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.RollingSpearmanOfReturns
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.RollingSpearmanOfReturns
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.RSI
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.RSI
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.VWAP
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.VWAP
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
|
||||
:members:
|
||||
.. .. autoclass:: zipline.pipeline.factors.WeightedAverageValue
|
||||
.. :members:
|
||||
|
||||
Pipeline Engine
|
||||
```````````````
|
||||
.. Pipeline Engine
|
||||
.. ```````````````
|
||||
|
||||
.. autoclass:: zipline.pipeline.engine.PipelineEngine
|
||||
:members: run_pipeline, run_chunked_pipeline
|
||||
:member-order: bysource
|
||||
.. .. autoclass:: zipline.pipeline.engine.PipelineEngine
|
||||
.. :members: run_pipeline, run_chunked_pipeline
|
||||
.. :member-order: bysource
|
||||
|
||||
.. autoclass:: zipline.pipeline.engine.SimplePipelineEngine
|
||||
:members: __init__, run_pipeline, run_chunked_pipeline
|
||||
:member-order: bysource
|
||||
.. .. autoclass:: zipline.pipeline.engine.SimplePipelineEngine
|
||||
.. :members: __init__, run_pipeline, run_chunked_pipeline
|
||||
.. :member-order: bysource
|
||||
|
||||
.. autofunction:: zipline.pipeline.engine.default_populate_initial_workspace
|
||||
.. .. autofunction:: zipline.pipeline.engine.default_populate_initial_workspace
|
||||
|
||||
Data Loaders
|
||||
````````````
|
||||
.. Data Loaders
|
||||
.. ````````````
|
||||
|
||||
.. autoclass:: zipline.pipeline.loaders.equity_pricing_loader.USEquityPricingLoader
|
||||
:members: __init__, from_files, load_adjusted_array
|
||||
:member-order: bysource
|
||||
.. .. autoclass:: zipline.pipeline.loaders.equity_pricing_loader.USEquityPricingLoader
|
||||
.. :members: __init__, from_files, load_adjusted_array
|
||||
.. :member-order: bysource
|
||||
|
||||
Asset Metadata
|
||||
~~~~~~~~~~~~~~
|
||||
|
||||
.. autoclass:: zipline.assets.Asset
|
||||
.. autoclass:: catalyst.assets.Asset
|
||||
:members:
|
||||
|
||||
.. autoclass:: zipline.assets.Equity
|
||||
:members:
|
||||
|
||||
.. autoclass:: zipline.assets.Future
|
||||
:members:
|
||||
|
||||
.. autoclass:: zipline.assets.AssetConvertible
|
||||
.. autoclass:: catalyst.assets.AssetConvertible
|
||||
:members:
|
||||
|
||||
|
||||
Trading Calendar API
|
||||
~~~~~~~~~~~~~~~~~~~~
|
||||
|
||||
.. autofunction:: zipline.utils.calendars.get_calendar
|
||||
.. autofunction:: catalyst.utils.calendars.get_calendar
|
||||
|
||||
.. autoclass:: zipline.utils.calendars.TradingCalendar
|
||||
.. autoclass:: catalyst.utils.calendars.TradingCalendar
|
||||
:members:
|
||||
|
||||
.. autofunction:: zipline.utils.calendars.register_calendar
|
||||
.. autofunction:: catalyst.utils.calendars.register_calendar
|
||||
|
||||
.. autofunction:: zipline.utils.calendars.register_calendar_type
|
||||
.. autofunction:: catalyst.utils.calendars.register_calendar_type
|
||||
|
||||
.. autofunction:: zipline.utils.calendars.deregister_calendar
|
||||
.. autofunction:: catalyst.utils.calendars.deregister_calendar
|
||||
|
||||
.. autofunction:: zipline.utils.calendars.clear_calendars
|
||||
.. autofunction:: catalyst.utils.calendars.clear_calendars
|
||||
|
||||
|
||||
Data API
|
||||
~~~~~~~~
|
||||
|
||||
Writers
|
||||
```````
|
||||
.. autoclass:: zipline.data.minute_bars.BcolzMinuteBarWriter
|
||||
:members:
|
||||
.. Writers
|
||||
.. ```````
|
||||
.. .. autoclass:: zipline.data.minute_bars.BcolzMinuteBarWriter
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarWriter
|
||||
:members:
|
||||
.. .. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarWriter
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentWriter
|
||||
:members:
|
||||
.. .. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentWriter
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.assets.AssetDBWriter
|
||||
:members:
|
||||
.. .. autoclass:: zipline.assets.AssetDBWriter
|
||||
.. :members:
|
||||
|
||||
Readers
|
||||
```````
|
||||
.. autoclass:: zipline.data.minute_bars.BcolzMinuteBarReader
|
||||
:members:
|
||||
.. Readers
|
||||
.. ```````
|
||||
.. .. autoclass:: zipline.data.minute_bars.BcolzMinuteBarReader
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarReader
|
||||
:members:
|
||||
.. .. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarReader
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentReader
|
||||
:members:
|
||||
.. .. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentReader
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.assets.AssetFinder
|
||||
:members:
|
||||
.. .. autoclass:: zipline.assets.AssetFinder
|
||||
.. :members:
|
||||
|
||||
.. autoclass:: zipline.data.data_portal.DataPortal
|
||||
:members:
|
||||
.. .. autoclass:: zipline.data.data_portal.DataPortal
|
||||
.. :members:
|
||||
|
||||
Bundles
|
||||
```````
|
||||
.. autofunction:: zipline.data.bundles.register
|
||||
.. Bundles
|
||||
.. ```````
|
||||
.. .. autofunction:: zipline.data.bundles.register
|
||||
|
||||
.. autofunction:: zipline.data.bundles.ingest(name, environ=os.environ, date=None, show_progress=True)
|
||||
.. .. autofunction:: zipline.data.bundles.ingest(name, environ=os.environ, date=None, show_progress=True)
|
||||
|
||||
.. autofunction:: zipline.data.bundles.load(name, environ=os.environ, date=None)
|
||||
.. .. autofunction:: zipline.data.bundles.load(name, environ=os.environ, date=None)
|
||||
|
||||
.. autofunction:: zipline.data.bundles.unregister
|
||||
.. .. autofunction:: zipline.data.bundles.unregister
|
||||
|
||||
.. data:: zipline.data.bundles.bundles
|
||||
.. .. data:: zipline.data.bundles.bundles
|
||||
|
||||
The bundles that have been registered as a mapping from bundle name to bundle
|
||||
data. This mapping is immutable and should only be updated through
|
||||
:func:`~zipline.data.bundles.register` or
|
||||
:func:`~zipline.data.bundles.unregister`.
|
||||
.. The bundles that have been registered as a mapping from bundle name to bundle
|
||||
.. data. This mapping is immutable and should only be updated through
|
||||
.. :func:`~zipline.data.bundles.register` or
|
||||
.. :func:`~zipline.data.bundles.unregister`.
|
||||
|
||||
.. autofunction:: zipline.data.bundles.yahoo_equities
|
||||
.. .. autofunction:: zipline.data.bundles.yahoo_equities
|
||||
|
||||
|
||||
|
||||
@@ -362,16 +356,16 @@ Utilities
|
||||
Caching
|
||||
```````
|
||||
|
||||
.. autoclass:: zipline.utils.cache.CachedObject
|
||||
.. autoclass:: catalyst.utils.cache.CachedObject
|
||||
|
||||
.. autoclass:: zipline.utils.cache.ExpiringCache
|
||||
.. autoclass:: catalyst.utils.cache.ExpiringCache
|
||||
|
||||
.. autoclass:: zipline.utils.cache.dataframe_cache
|
||||
.. autoclass:: catalyst.utils.cache.dataframe_cache
|
||||
|
||||
.. autoclass:: zipline.utils.cache.working_file
|
||||
.. autoclass:: catalyst.utils.cache.working_file
|
||||
|
||||
.. autoclass:: zipline.utils.cache.working_dir
|
||||
.. autoclass:: catalyst.utils.cache.working_dir
|
||||
|
||||
Command Line
|
||||
````````````
|
||||
.. autofunction:: zipline.utils.cli.maybe_show_progress
|
||||
.. autofunction:: catalyst.utils.cli.maybe_show_progress
|
||||
|
||||
@@ -168,7 +168,7 @@ We'll start with the CLI, and introduce the ``run_algorithm()`` in the last
|
||||
example of this tutorial. Some of the :doc:`example algorithms <example-algos>`
|
||||
provide instructions on how to run them both from the CLI, and using the
|
||||
:func:`~catalyst.run_algorithm` function. For the third method, refer to the
|
||||
corresponding section on :doc:`Catalyst & Jupyter Notebook <jupyter>` after you
|
||||
corresponding section on :ref:`Catalyst & Jupyter Notebook <jupyter>` after you
|
||||
have assimilated the contents of this tutorial.
|
||||
|
||||
Command line interface
|
||||
@@ -473,6 +473,7 @@ Which we execute by running:
|
||||
</div>
|
||||
|
||||
|
|
||||
|
||||
There is a row for each trading day, starting on the first day of our
|
||||
simulation Jan 1st, 2016. In the columns you can find various
|
||||
information about the state of your algorithm. The column
|
||||
@@ -518,7 +519,7 @@ alongside enigma-catalyst (with the exception of the ``Conda`` install, where it
|
||||
was included by default inside the conda environment we created). If for any
|
||||
reason you don't have it installed, you can add it by running:
|
||||
|
||||
.. code-block:: python
|
||||
.. code-block:: bash
|
||||
|
||||
(catalyst)$ pip install matplotlib
|
||||
|
||||
@@ -806,6 +807,7 @@ the ``scikit-learn`` functions require ``numpy.ndarray``\ s rather than
|
||||
``pandas.DataFrame``\ s, so you can simply pass the underlying
|
||||
``ndarray`` of a ``DataFrame`` via ``.values``).
|
||||
|
||||
.. _jupyter:
|
||||
|
||||
Jupyter Notebook
|
||||
~~~~~~~~~~~~~~~~
|
||||
@@ -826,13 +828,13 @@ In order to use Jupyter Notebook, you first have to install it inside your
|
||||
environment. It's available as ``pip`` package, so regardless of how you
|
||||
installed Catalyst, go inside your catalyst environemnt and run:
|
||||
|
||||
.. code:: bash
|
||||
.. code-block:: bash
|
||||
|
||||
(catalyst)$ pip install jupyter
|
||||
|
||||
Once you have Jupyter Notebook installed, every time you want to use it run:
|
||||
|
||||
.. code:: bash
|
||||
.. code-block:: bash
|
||||
|
||||
(catalyst)$ jupyter notebook
|
||||
|
||||
@@ -846,7 +848,7 @@ Before running your algorithms inside the Jupyter Notebook, remember to ingest
|
||||
the data from the command line interface (CLI). In the example below, you would
|
||||
need to run first:
|
||||
|
||||
.. code:: bash
|
||||
.. code-block:: bash
|
||||
|
||||
catalyst ingest-exchange -x bitfinex -i btc_usd
|
||||
|
||||
|
||||
+5
-2
@@ -27,8 +27,8 @@ extlinks = {
|
||||
|
||||
# -- Docstrings ---------------------------------------------------------------
|
||||
|
||||
#extensions += ['numpydoc']
|
||||
#numpydoc_show_class_members = False
|
||||
extensions += ['numpydoc']
|
||||
numpydoc_show_class_members = False
|
||||
|
||||
# Add any paths that contain templates here, relative to this directory.
|
||||
templates_path = ['.templates']
|
||||
@@ -97,3 +97,6 @@ intersphinx_mapping = {
|
||||
doctest_global_setup = "import catalyst"
|
||||
|
||||
todo_include_todos = True
|
||||
|
||||
suppress_warnings = ['image.nonlocal_uri']
|
||||
|
||||
|
||||
@@ -36,25 +36,15 @@ Finally, you can build the C extensions by running:
|
||||
|
||||
$ python setup.py build_ext --inplace
|
||||
|
||||
.. To finish, make sure `tests`__ pass.
|
||||
Development with Docker
|
||||
-----------------------
|
||||
|
||||
.. __ #style-guide-running-tests
|
||||
If you want to work with zipline using a `Docker`__ container, you'll need to
|
||||
build the ``Dockerfile`` in the Zipline root directory, and then build
|
||||
``Dockerfile-dev``. Instructions for building both containers can be found in
|
||||
``Dockerfile`` and ``Dockerfile-dev``, respectively.
|
||||
|
||||
.. If you get an error running nosetests after setting up a fresh virtualenv, please try running
|
||||
|
||||
.. code-block
|
||||
|
||||
.. # where zipline is the name of your virtualenv
|
||||
.. $ deactivate zipline
|
||||
.. $ workon zipline
|
||||
|
||||
|
||||
.. Development with Docker
|
||||
.. -----------------------
|
||||
|
||||
..If you want to work with zipline using a `Docker`__ container, you'll need to build the ``Dockerfile`` in the Zipline root directory, and then build ``Dockerfile-dev``. Instructions for building both containers can be found in ``Dockerfile`` and ``Dockerfile-dev``, respectively.
|
||||
|
||||
.. __ https://docs.docker.com/get-started/
|
||||
__ https://docs.docker.com/get-started/
|
||||
|
||||
Git Branching Structure
|
||||
-----------------------
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
|
|
||||
|
||||
Example Algorithms
|
||||
==================
|
||||
|
||||
|
||||
@@ -1,6 +1,8 @@
|
||||
.. include:: ../../README.rst
|
||||
|
||||
|
|
||||
|
|
||||
|
||||
Table of Contents
|
||||
-----------------
|
||||
|
||||
|
||||
@@ -298,7 +298,7 @@ Troubleshooting ``pip`` Install
|
||||
.. _pipenv:
|
||||
|
||||
Installing with ``pipenv``
|
||||
-------------------------
|
||||
--------------------------
|
||||
|
||||
Installing Catalyst via ``pipenv`` is perhaps easier that installing it via
|
||||
``pip`` itself but you need to install ``pipenv`` first via ``pip``.
|
||||
@@ -476,6 +476,7 @@ mentioned above are as follows:
|
||||
default you get 0 as the Value Data)
|
||||
|
||||
|
|
||||
|
||||
- **The installer has encountered an unexpected error installing this package.
|
||||
This may indicate a problem with this package. The error code is 2503.**
|
||||
|
||||
|
||||
@@ -113,7 +113,7 @@ Currency symbols (e.g. btc, eth, ltc) follow the Bittrex convention.
|
||||
|
||||
Here are some examples:
|
||||
|
||||
.. code-block:: json
|
||||
.. code:: python
|
||||
|
||||
# With Bitfinex
|
||||
bitcoin_usd_asset = symbol('btc_usd')
|
||||
|
||||
@@ -16,7 +16,7 @@ babel==1.3
|
||||
docutils==0.12
|
||||
snowballstemmer==1.2.0
|
||||
sphinx-rtd-theme==0.1.8
|
||||
sphinx==1.3.4
|
||||
sphinx==1.6.7
|
||||
pbr==1.10.0
|
||||
|
||||
mock==2.0.0
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
Sphinx>=1.3.2
|
||||
Sphinx==1.6.7
|
||||
numpydoc>=0.5.0
|
||||
sphinx-autobuild==0.6.0
|
||||
docutils==0.12
|
||||
|
||||
Reference in New Issue
Block a user