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intersticial commit
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+3
-3
@@ -28,17 +28,17 @@ via zeromq.
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DataSources
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--------------------
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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`
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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`
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DataFeed
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--------------------
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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.
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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.
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Transforms
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--------------------
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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.
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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.
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Data Alignment
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@@ -0,0 +1,27 @@
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finance Package
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===============
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:mod:`data` Module
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------------------
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.. automodule:: zipline.finance.data
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`risk` Module
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------------------
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.. automodule:: zipline.finance.risk
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`trading` Module
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---------------------
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.. automodule:: zipline.finance.trading
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:members:
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:undoc-members:
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:show-inheritance:
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+25
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@@ -9,14 +9,6 @@ zipline Package
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:undoc-members:
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:show-inheritance:
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:mod:`cli` Module
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-----------------
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.. automodule:: zipline.cli
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`component` Module
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-----------------------
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@@ -25,6 +17,30 @@ zipline Package
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:undoc-members:
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:show-inheritance:
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:mod:`daemon` Module
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--------------------
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.. automodule:: zipline.daemon
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`db` Module
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----------------
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.. automodule:: zipline.db
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`host_settings` Module
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---------------------------
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.. automodule:: zipline.host_settings
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`messaging` Module
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-----------------------
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@@ -57,14 +73,6 @@ zipline Package
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:undoc-members:
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:show-inheritance:
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:mod:`topology` Module
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----------------------
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.. automodule:: zipline.topology
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`util` Module
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------------------
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@@ -73,19 +81,12 @@ zipline Package
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:undoc-members:
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:show-inheritance:
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:mod:`webui` Module
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-------------------
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.. automodule:: zipline.webui
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:members:
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:undoc-members:
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:show-inheritance:
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Subpackages
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-----------
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.. toctree::
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zipline.finance
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zipline.test
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zipline.transforms
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@@ -9,6 +9,38 @@ test Package
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:undoc-members:
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:show-inheritance:
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:mod:`dummy` Module
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-------------------
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.. automodule:: zipline.test.dummy
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`factory` Module
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---------------------
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.. automodule:: zipline.test.factory
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`test_devsimulator` Module
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-------------------------------
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.. automodule:: zipline.test.test_devsimulator
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`test_finance` Module
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--------------------------
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.. automodule:: zipline.test.test_finance
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:members:
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:undoc-members:
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:show-inheritance:
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:mod:`test_messaging` Module
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----------------------------
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