# # Copyright 2014 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from functools import wraps import zipline.api import threading context = threading.local() def get_algo_instance(): return getattr(context, 'algorithm', None) def set_algo_instance(algo): context.algorithm = algo class ZiplineAPI(object): """ Context manager for making an algorithm instance available to zipline API functions within a scoped block. """ def __init__(self, algo_instance): self.algo_instance = algo_instance def __enter__(self): """ Set the given algo instance, storing any previously-existing instance. """ self.old_algo_instance = get_algo_instance() set_algo_instance(self.algo_instance) def __exit__(self, _type, _value, _tb): """ Restore the algo instance stored in __enter__. """ set_algo_instance(self.old_algo_instance) def api_method(f): # Decorator that adds the decorated class method as a callable # function (wrapped) to zipline.api @wraps(f) def wrapped(*args, **kwargs): # Get the instance and call the method return getattr(get_algo_instance(), f.__name__)(*args, **kwargs) # Add functor to zipline.api setattr(zipline.api, f.__name__, wrapped) zipline.api.__all__.append(f.__name__) f.is_api_method = True return f