API Reference¶

Running a Backtest¶

Algorithm API¶

The following methods are available for use in the initialize, handle_data, and before_trading_start API functions.

In all listed functions, the self argument is implicitly the currently-executing TradingAlgorithm instance.

Data Object¶

Scheduling Functions¶

Orders¶

Order Cancellation Policies¶

Assets¶

Trading Controls¶

zipline provides trading controls to help ensure that the algorithm is performing as expected. The functions help protect the algorithm from certian bugs that could cause undesirable behavior when trading with real money.

Simulation Parameters¶

Commission Models¶

Slippage Models¶

Pipeline¶

Not supported yet.

Miscellaneous¶

Asset Metadata¶

Trading Calendar API¶

Data API¶

Utilities¶

Caching¶

Command Line¶