Commit Graph
11 Commits
Author SHA1 Message Date
Joe Jevnik fcde54297c MAINT: remove __getitem__ as alias of __getattr__ 2016-08-31 12:38:20 -04:00
Joe Jevnik 8622993358 DOC: update docs based on Rich's feedback 2016-05-12 17:07:02 -04:00
Eddie HebertandJean Bredeche 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
2016-04-04 16:12:58 -04:00
John Ricklefs fd1bee9bf6 ENH: Don't trigger AssetDateBounds for orders of 0 shares. 2015-09-18 15:19:22 -04:00
John Ricklefs 38ff4cc913 BUG: Normalize dates in AssetDateBounds control checks
Assumes that if a given asset's end_date is
e.g. 9/17/2015 00:00:00 UTC that it means the
asset is still tradeable on 9/17/2015 during
the market day.
2015-09-18 15:19:15 -04:00
jfkirk b84ac01cbf ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes 2015-06-11 11:35:49 -04:00
Brian Fink 8baf52fe01 ENH: Add max leverage account guard 2015-04-10 15:19:54 -04:00
fawce 1ab082102a first edition of leveraged etf list 2015-02-05 13:57:28 -05:00
fawce 909b412e9b modified do not order guard to take an iteratble or a container
container allows for dynamic restrictions, necessary for a
point in time implementation of the restricted list.
2015-02-05 13:56:46 -05:00
fawce 52f78fcbc7 restricted list trading control added. 2015-02-05 13:56:45 -05:00
Scott Sanderson 644486e6da ENH: Add trading controls to zipline API.
Adds four new methods to the Zipline API that can be used as circuit-breakers
to interrupt the execution of an algorithm.  The API methods are:

`set_max_position_size`
`set_max_order_size`
`set_max_order_count`
`set_long_only`

Internally, these methods are implemented by each registering a TradingControl
callback object with the TradingAlgorithm.  During
TradingAlgorithm.__validate_order_params (and thus before any side-effects of
the order call occur), each callback's `validate` method is called with
information about the order to be placed and the algorithm's current state,
raising an exception if the callback detects that an error condition has been breached.
2014-05-12 17:51:09 -04:00