Commit Graph

4 Commits

Author SHA1 Message Date
Scott Sanderson c3075f0ece ENH: Add a classmethod to TradingAlgorithm to get all API methods. 2014-05-14 11:24:33 -04:00
Scott Sanderson 47bfc2b536 MAINT: Clean up set_algo_instance usage in TradingAlgorithm.
TradingAlgorithm always uses set_algo_instance in pairs of
set_algo_instance(self) and set_algo_instance(None).  Refactoring this to use a
context manager.
2014-04-17 16:19:37 -04:00
Eddie Hebert 4860a966b3 REL: Update copyright year on all files changed since the new year. 2014-03-07 22:31:41 -05:00
Thomas Wiecki b69590a2f7 ENH: Factor out API methods. Add support for algo scripts.
This is a step towards the goal of uniting Quantopian scripts
and zipline.

To make the syntax of zipline identical to Quantopian
we break out the API methods (like order) and turn them into
functions. To access the algo object we add a thread local reference
to the current algorithm that is accessed in the API functions.

TradingAlgorithm now takes either a string or two functions
(initialize and handle_data) that it executes.

Use api method decorator for methods available in algoscript.

Ported appropriate algorithm tests from internal code.
2014-01-16 12:07:33 -05:00