schedule_function takes a date rule, a time rule, and a function and
will call the function, passing context and data only when the two rules
fire. This allows for code that is conditional to the datetime of the
algo.
This is implemented internally with `Event` objects which are pairings
of `EventRule`s and callbacks.
handle_data becomes a special event with a rule that always fires. This
makes the logic for handling events more complete and compact.
A symbol() lookup feature was added to Quantopian.
By adding the same API function to zipline we can
make copy&pasting of a zipline algo to Quantopian
easier.
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.
Joe Jevnik