Files
catalyst/zipline/api.py
T
Eddie Hebert 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

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'
]