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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN"
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<html xmlns="http://www.w3.org/1999/xhtml">
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<title>API Reference &#8212; Catalyst 0.4 documentation</title>
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<h3>Navigation</h3>
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<a href="genindex.html" title="General Index"
accesskey="I">index</a></li>
<li class="nav-item nav-item-0"><a href="index.html">Catalyst 0.4 documentation</a> &#187;</li>
</ul>
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<div class="document">
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<div class="section" id="api-reference">
<h1>API Reference<a class="headerlink" href="#api-reference" title="Permalink to this headline"></a></h1>
<div class="section" id="running-a-backtest">
<h2>Running a Backtest<a class="headerlink" href="#running-a-backtest" title="Permalink to this headline"></a></h2>
</div>
<div class="section" id="algorithm-api">
<h2>Algorithm API<a class="headerlink" href="#algorithm-api" title="Permalink to this headline"></a></h2>
<p>The following methods are available for use in the <code class="docutils literal"><span class="pre">initialize</span></code>,
<code class="docutils literal"><span class="pre">handle_data</span></code>, and <code class="docutils literal"><span class="pre">before_trading_start</span></code> API functions.</p>
<p>In all listed functions, the <code class="docutils literal"><span class="pre">self</span></code> argument is implicitly the
currently-executing <code class="xref py py-class docutils literal"><span class="pre">TradingAlgorithm</span></code> instance.</p>
<div class="section" id="data-object">
<h3>Data Object<a class="headerlink" href="#data-object" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="scheduling-functions">
<h3>Scheduling Functions<a class="headerlink" href="#scheduling-functions" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="orders">
<h3>Orders<a class="headerlink" href="#orders" title="Permalink to this headline"></a></h3>
<div class="section" id="order-cancellation-policies">
<h4>Order Cancellation Policies<a class="headerlink" href="#order-cancellation-policies" title="Permalink to this headline"></a></h4>
</div>
</div>
<div class="section" id="assets">
<h3>Assets<a class="headerlink" href="#assets" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="trading-controls">
<h3>Trading Controls<a class="headerlink" href="#trading-controls" title="Permalink to this headline"></a></h3>
<p>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.</p>
</div>
<div class="section" id="simulation-parameters">
<h3>Simulation Parameters<a class="headerlink" href="#simulation-parameters" title="Permalink to this headline"></a></h3>
<div class="section" id="commission-models">
<h4>Commission Models<a class="headerlink" href="#commission-models" title="Permalink to this headline"></a></h4>
</div>
<div class="section" id="slippage-models">
<h4>Slippage Models<a class="headerlink" href="#slippage-models" title="Permalink to this headline"></a></h4>
</div>
</div>
<div class="section" id="pipeline">
<h3>Pipeline<a class="headerlink" href="#pipeline" title="Permalink to this headline"></a></h3>
<p>Not supported yet.</p>
</div>
<div class="section" id="miscellaneous">
<h3>Miscellaneous<a class="headerlink" href="#miscellaneous" title="Permalink to this headline"></a></h3>
<span class="target" id="pipeline-api"></span></div>
</div>
<div class="section" id="asset-metadata">
<h2>Asset Metadata<a class="headerlink" href="#asset-metadata" title="Permalink to this headline"></a></h2>
</div>
<div class="section" id="trading-calendar-api">
<h2>Trading Calendar API<a class="headerlink" href="#trading-calendar-api" title="Permalink to this headline"></a></h2>
</div>
<div class="section" id="data-api">
<h2>Data API<a class="headerlink" href="#data-api" title="Permalink to this headline"></a></h2>
</div>
<div class="section" id="utilities">
<h2>Utilities<a class="headerlink" href="#utilities" title="Permalink to this headline"></a></h2>
<div class="section" id="caching">
<h3>Caching<a class="headerlink" href="#caching" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="command-line">
<h3>Command Line<a class="headerlink" href="#command-line" title="Permalink to this headline"></a></h3>
</div>
</div>
</div>
</div>
</div>
</div>
<div class="sphinxsidebar" role="navigation" aria-label="main navigation">
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<h3><a href="index.html">Table Of Contents</a></h3>
<ul>
<li><a class="reference internal" href="#">API Reference</a><ul>
<li><a class="reference internal" href="#running-a-backtest">Running a Backtest</a></li>
<li><a class="reference internal" href="#algorithm-api">Algorithm API</a><ul>
<li><a class="reference internal" href="#data-object">Data Object</a></li>
<li><a class="reference internal" href="#scheduling-functions">Scheduling Functions</a></li>
<li><a class="reference internal" href="#orders">Orders</a><ul>
<li><a class="reference internal" href="#order-cancellation-policies">Order Cancellation Policies</a></li>
</ul>
</li>
<li><a class="reference internal" href="#assets">Assets</a></li>
<li><a class="reference internal" href="#trading-controls">Trading Controls</a></li>
<li><a class="reference internal" href="#simulation-parameters">Simulation Parameters</a><ul>
<li><a class="reference internal" href="#commission-models">Commission Models</a></li>
<li><a class="reference internal" href="#slippage-models">Slippage Models</a></li>
</ul>
</li>
<li><a class="reference internal" href="#pipeline">Pipeline</a></li>
<li><a class="reference internal" href="#miscellaneous">Miscellaneous</a></li>
</ul>
</li>
<li><a class="reference internal" href="#asset-metadata">Asset Metadata</a></li>
<li><a class="reference internal" href="#trading-calendar-api">Trading Calendar API</a></li>
<li><a class="reference internal" href="#data-api">Data API</a></li>
<li><a class="reference internal" href="#utilities">Utilities</a><ul>
<li><a class="reference internal" href="#caching">Caching</a></li>
<li><a class="reference internal" href="#command-line">Command Line</a></li>
</ul>
</li>
</ul>
</li>
</ul>
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<li class="nav-item nav-item-0"><a href="index.html">Catalyst 0.4 documentation</a> &#187;</li>
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