mirror of
https://github.com/wassname/catalyst.git
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MAINT: removing many warnings from building docs
This commit is contained in:
Victor Grau Serrat
+173
-179
@@ -4,7 +4,7 @@ API Reference
|
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Running a Backtest
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~~~~~~~~~~~~~~~~~~
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|
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.. autofunction:: zipline.run_algorithm(...)
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.. autofunction:: catalyst.run_algorithm(...)
|
||||
|
||||
Algorithm API
|
||||
~~~~~~~~~~~~~
|
||||
@@ -18,341 +18,335 @@ currently-executing :class:`~zipline.algorithm.TradingAlgorithm` instance.
|
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Data Object
|
||||
```````````
|
||||
|
||||
.. autoclass:: zipline.protocol.BarData
|
||||
.. autoclass:: catalyst.protocol.BarData
|
||||
:members:
|
||||
|
||||
Scheduling Functions
|
||||
````````````````````
|
||||
|
||||
.. autofunction:: zipline.api.schedule_function
|
||||
.. autofunction:: catalyst.api.schedule_function
|
||||
|
||||
.. autoclass:: zipline.api.date_rules
|
||||
.. autoclass:: catalyst.api.date_rules
|
||||
:members:
|
||||
:undoc-members:
|
||||
|
||||
.. autoclass:: zipline.api.time_rules
|
||||
.. autoclass:: catalyst.api.time_rules
|
||||
:members:
|
||||
|
||||
Orders
|
||||
``````
|
||||
|
||||
.. autofunction:: zipline.api.order
|
||||
.. autofunction:: catalyst.api.order
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||||
|
||||
.. autofunction:: zipline.api.order_value
|
||||
.. autofunction:: catalyst.api.order_value
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|
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.. autofunction:: zipline.api.order_percent
|
||||
.. autofunction:: catalyst.api.order_percent
|
||||
|
||||
.. autofunction:: zipline.api.order_target
|
||||
.. autofunction:: catalyst.api.order_target
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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:
|
||||
|
||||
.. autoclass:: zipline.finance.execution.MarketOrder
|
||||
.. 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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|
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.. autoclass:: zipline.finance.execution.StopOrder
|
||||
.. autoclass:: catalyst.finance.execution.StopOrder
|
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|
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.. autoclass:: zipline.finance.execution.StopLimitOrder
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.. autoclass:: catalyst.finance.execution.StopLimitOrder
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|
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.. autofunction:: zipline.api.get_order
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.. autofunction:: catalyst.api.get_order
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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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|
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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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.. 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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|
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.. autofunction:: zipline.api.EODCancel
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.. autofunction:: catalyst.api.EODCancel
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.. autofunction:: zipline.api.NeverCancel
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.. autofunction:: catalyst.api.NeverCancel
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||||
|
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|
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Assets
|
||||
``````
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.. autofunction:: zipline.api.symbol
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.. autofunction:: catalyst.api.symbol
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.. autofunction:: zipline.api.symbols
|
||||
.. autofunction:: catalyst.api.symbols
|
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|
||||
.. autofunction:: zipline.api.future_symbol
|
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.. autofunction:: catalyst.api.set_symbol_lookup_date
|
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|
||||
.. autofunction:: zipline.api.set_symbol_lookup_date
|
||||
|
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.. autofunction:: zipline.api.sid
|
||||
.. autofunction:: catalyst.api.sid
|
||||
|
||||
|
||||
Trading Controls
|
||||
````````````````
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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
|
||||
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
|
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.. autofunction:: catalyst.api.set_do_not_order_list
|
||||
|
||||
.. autofunction:: zipline.api.set_long_only
|
||||
.. autofunction:: catalyst.api.set_long_only
|
||||
|
||||
.. autofunction:: zipline.api.set_max_leverage
|
||||
.. autofunction:: catalyst.api.set_max_leverage
|
||||
|
||||
.. autofunction:: zipline.api.set_max_order_count
|
||||
.. autofunction:: catalyst.api.set_max_order_count
|
||||
|
||||
.. autofunction:: zipline.api.set_max_order_size
|
||||
.. autofunction:: catalyst.api.set_max_order_size
|
||||
|
||||
.. autofunction:: zipline.api.set_max_position_size
|
||||
.. autofunction:: catalyst.api.set_max_position_size
|
||||
|
||||
|
||||
Simulation Parameters
|
||||
`````````````````````
|
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|
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.. autofunction:: zipline.api.set_benchmark
|
||||
.. autofunction:: catalyst.api.set_benchmark
|
||||
|
||||
Commission Models
|
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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
|
||||
:members:
|
||||
|
||||
.. autoclass:: zipline.finance.commission.PerShare
|
||||
.. autoclass:: catalyst.finance.commission.PerShare
|
||||
|
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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
|
||||
|
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Slippage Models
|
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'''''''''''''''
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.. autofunction:: zipline.api.set_slippage
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.. autofunction:: catalyst.api.set_slippage
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.. autoclass:: zipline.finance.slippage.SlippageModel
|
||||
.. autoclass:: catalyst.finance.slippage.SlippageModel
|
||||
:members:
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||||
|
||||
.. autoclass:: zipline.finance.slippage.FixedSlippage
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||||
.. autoclass:: catalyst.finance.slippage.FixedSlippage
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||||
|
||||
.. autoclass:: zipline.finance.slippage.VolumeShareSlippage
|
||||
.. autoclass:: catalyst.finance.slippage.VolumeShareSlippage
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||||
|
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Pipeline
|
||||
````````
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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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||||
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||||
.. autofunction:: zipline.api.attach_pipeline
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||||
.. For more information, see :ref:`pipeline-api`
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||||
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||||
.. autofunction:: zipline.api.pipeline_output
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||||
.. .. autofunction:: catalyst.api.attach_pipeline
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||||
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.. .. autofunction:: catalyst.api.pipeline_output
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||||
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||||
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Miscellaneous
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||||
`````````````
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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
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||||
.. autofunction:: catalyst.api.get_environment
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||||
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||||
.. autofunction:: zipline.api.fetch_csv
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||||
.. autofunction:: catalyst.api.fetch_csv
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||||
|
||||
|
||||
.. _pipeline-api:
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||||
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||||
Pipeline API
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||||
~~~~~~~~~~~~
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||||
.. Pipeline API
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||||
.. ~~~~~~~~~~~~
|
||||
|
||||
.. autoclass:: zipline.pipeline.Pipeline
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||||
:members:
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||||
:member-order: groupwise
|
||||
.. .. autoclass:: zipline.pipeline.Pipeline
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||||
.. :members:
|
||||
.. :member-order: groupwise
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||||
|
||||
.. autoclass:: zipline.pipeline.CustomFactor
|
||||
:members:
|
||||
:member-order: groupwise
|
||||
.. .. autoclass:: zipline.pipeline.CustomFactor
|
||||
.. :members:
|
||||
.. :member-order: groupwise
|
||||
|
||||
.. autoclass:: zipline.pipeline.filters.Filter
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||||
:members: __and__, __or__
|
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:exclude-members: dtype
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||||
.. .. 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,
|
||||
__add__, __sub__, __mul__, __div__, __mod__, __pow__, __lt__,
|
||||
__le__, __ne__, __ge__, __gt__
|
||||
: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
|
||||
|
||||
Reference in New Issue
Block a user