mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 20:33:46 +08:00
16fd6681a6
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>
51 lines
1.3 KiB
Python
51 lines
1.3 KiB
Python
#
|
|
# 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.
|
|
|
|
# Note that part of the API is implemented in TradingAlgorithm as
|
|
# methods (e.g. order). These are added to this namespace via the
|
|
# decorator `api_methods` inside of algorithm.py.
|
|
|
|
from .finance import (commission, slippage, cancel_policy)
|
|
from .utils import math_utils, events
|
|
|
|
from zipline.finance.slippage import (
|
|
FixedSlippage,
|
|
VolumeShareSlippage,
|
|
)
|
|
|
|
from zipline.finance.cancel_policy import (
|
|
NeverCancel,
|
|
EODCancel
|
|
)
|
|
|
|
from zipline.utils.events import (
|
|
date_rules,
|
|
time_rules
|
|
)
|
|
|
|
__all__ = [
|
|
'slippage',
|
|
'commission',
|
|
'cancel_policy',
|
|
'NeverCancel',
|
|
'EODCancel',
|
|
'events',
|
|
'math_utils',
|
|
'FixedSlippage',
|
|
'VolumeShareSlippage',
|
|
'date_rules',
|
|
'time_rules'
|
|
]
|