# # 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 from zipline.utils.algo_instance import get_algo_instance, set_algo_instance 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 def require_not_initialized(exception): """ Decorator for API methods that should only be called during or before TradingAlgorithm.initialize. `exception` will be raised if the method is called after initialize. Usage ----- @require_not_initialized(SomeException("Don't do that!")) def method(self): # Do stuff that should only be allowed during initialize. """ def decorator(method): @wraps(method) def wrapped_method(self, *args, **kwargs): if self.initialized: raise exception return method(self, *args, **kwargs) return wrapped_method return decorator def require_initialized(exception): """ Decorator for API methods that should only be called after TradingAlgorithm.initialize. `exception` will be raised if the method is called before initialize has completed. Usage ----- @require_initialized(SomeException("Don't do that!")) def method(self): # Do stuff that should only be allowed after initialize. """ def decorator(method): @wraps(method) def wrapped_method(self, *args, **kwargs): if not self.initialized: raise exception return method(self, *args, **kwargs) return wrapped_method return decorator def disallowed_in_before_trading_start(exception): """ Decorator for API methods that cannot be called from within TradingAlgorithm.before_trading_start. `exception` will be raised if the method is called inside `before_trading_start`. Usage ----- @disallowed_in_before_trading_start(SomeException("Don't do that!")) def method(self): # Do stuff that is not allowed inside before_trading_start. """ def decorator(method): @wraps(method) def wrapped_method(self, *args, **kwargs): if self._in_before_trading_start: raise exception return method(self, *args, **kwargs) return wrapped_method return decorator