Andrew Liang
148d2a5273
MAINT: Rename restrictions.py to asset_restrictions.py
...
For clarity as to what sort of restrictions these are
2016-09-30 16:35:24 -04:00
Andrew Liang
b504d29a78
ENH: can_trade should take restricted list into account
...
Additionally, create an option for a violation of a 'do not order'
trading control to log an error instead of failing
2016-09-29 10:11:14 -04:00
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 Hebert and Jean 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
Andrew Liang