intersticial commit

This commit is contained in:
fawce
2012-02-28 11:36:23 -05:00
parent 12aaa4a2e0
commit f1a7e41d1f
15 changed files with 441 additions and 168 deletions
+3 -3
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@@ -28,17 +28,17 @@ via zeromq.
DataSources
--------------------
A DataSource represents a historical event record, which will be played back during simulation. A simulation may have one or more DataSources, which will be combined in DataFeed. Generally, datasources read records from a persistent store (db, csv file, remote service), format the messages for downstream simulation components, and send them to a PUSH socket. See the base class for all datasources :py:class:`~zipline.sources.DataSource`
A DataSource represents a historical event record, which will be played back during simulation. A simulation may have one or more DataSources, which will be combined in DataFeed. Generally, datasources read records from a persistent store (db, csv file, remote service), format the messages for downstream simulation components, and send them to a PUSH socket. See the base class for all datasources :py:class:`~zipline.messaging.DataSource` and the module holding all datasources :py:mod:`zipline.sources`
DataFeed
--------------------
All simulations start with a collection of :py:class:`DataSources <zipline.sources.DataSource>`, which need to be fed to an algorithm. Each :py:class:`~zipline.sources.DataSource`can contain events of differing content (trades, quotes, corporate event) and frequency (quarterly, intraday). To simplify the process of managing the data sources, :py:class:`~zipline.core.DataFeed` can receive events from multiple :py:class:`DataSources <zipline.sources.DataSource>` and combine them into a serial chronological stream.
All simulations start with a collection of :py:class:`~zipline.messaging.DataSource`, which need to be fed to an algorithm. Each :py:class:`~zipline.sources.DataSource`can contain events of differing content (trades, quotes, corporate event) and frequency (quarterly, intraday). To simplify the process of managing the data sources, :py:class:`~zipline.core.DataFeed` can receive events from multiple :py:class:`DataSources <zipline.sources.DataSource>` and combine them into a serial chronological stream.
Transforms
--------------------
Often, an algorithm will require a running calculation on top of a :py:class:`~zipline.sources.DataSource`, or on the consolidated feed. A simple example is a technical indicator or a moving average. Transforms can be described in :py:class:`~zipline.core.Simulator`'s configuration. Subclass :py:class:`~zipline.transforms.core.Transform` to add your own Transform. Transforms must hold their own state between events, and serialize their current values into messages.
Often, an algorithm will require a running calculation on top of a :py:class:`~zipline.messaging.DataSource`, or on the consolidated feed. A simple example is a technical indicator or a moving average. Transforms can be described in :py:class:`~zipline.core.Simulator`'s configuration. Subclass :py:class:`~zipline.transforms.core.Transform` to add your own Transform. Transforms must hold their own state between events, and serialize their current values into messages.
Data Alignment
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finance Package
===============
:mod:`data` Module
------------------
.. automodule:: zipline.finance.data
:members:
:undoc-members:
:show-inheritance:
:mod:`risk` Module
------------------
.. automodule:: zipline.finance.risk
:members:
:undoc-members:
:show-inheritance:
:mod:`trading` Module
---------------------
.. automodule:: zipline.finance.trading
:members:
:undoc-members:
:show-inheritance:
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@@ -9,14 +9,6 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`cli` Module
-----------------
.. automodule:: zipline.cli
:members:
:undoc-members:
:show-inheritance:
:mod:`component` Module
-----------------------
@@ -25,6 +17,30 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`daemon` Module
--------------------
.. automodule:: zipline.daemon
:members:
:undoc-members:
:show-inheritance:
:mod:`db` Module
----------------
.. automodule:: zipline.db
:members:
:undoc-members:
:show-inheritance:
:mod:`host_settings` Module
---------------------------
.. automodule:: zipline.host_settings
:members:
:undoc-members:
:show-inheritance:
:mod:`messaging` Module
-----------------------
@@ -57,14 +73,6 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`topology` Module
----------------------
.. automodule:: zipline.topology
:members:
:undoc-members:
:show-inheritance:
:mod:`util` Module
------------------
@@ -73,19 +81,12 @@ zipline Package
:undoc-members:
:show-inheritance:
:mod:`webui` Module
-------------------
.. automodule:: zipline.webui
:members:
:undoc-members:
:show-inheritance:
Subpackages
-----------
.. toctree::
zipline.finance
zipline.test
zipline.transforms
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@@ -9,6 +9,38 @@ test Package
:undoc-members:
:show-inheritance:
:mod:`dummy` Module
-------------------
.. automodule:: zipline.test.dummy
:members:
:undoc-members:
:show-inheritance:
:mod:`factory` Module
---------------------
.. automodule:: zipline.test.factory
:members:
:undoc-members:
:show-inheritance:
:mod:`test_devsimulator` Module
-------------------------------
.. automodule:: zipline.test.test_devsimulator
:members:
:undoc-members:
:show-inheritance:
:mod:`test_finance` Module
--------------------------
.. automodule:: zipline.test.test_finance
:members:
:undoc-members:
:show-inheritance:
:mod:`test_messaging` Module
----------------------------