mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-07 08:14:03 +08:00
Thomas Wiecki
10885e1b77
There were sevaral places you could supply sim_params in TradingAlgorithm (__init__, run). This got confusing as its not clear who updated what and which one was the correct one to use at each time. Then there were to ways to define data_frequency, one in __init__() and one in the sim_params which also added code complexity. This refactor makes it explicit that sim_params are to be passed to __init__() only. Moreover, data_frequency is only stored in sim_params. For backwards compatibility, it can still be supplied separately but will link to the one in sim_params. For example, you could create new sim params via: sim_params = create_simulation_parameters(data_frequency='minute') algo = MyAlgo(sim_params) algo.run(data) In addition, perf_tracker only gets initialized in one place: _create_generator() which should also make the various ways of running an algorithm more deterministic. This also fixes a bug with SimulationParameters where you could not change the period_start. Unfortunately, the current implementation still requieres an implicit call to update the internal variables.
49 lines
1.1 KiB
Python
49 lines
1.1 KiB
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""
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Zipline
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"""
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# This is *not* a place to dump arbitrary classes/modules for convenience,
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# it is a place to expose the public interfaces.
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__version__ = "0.6.1"
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from . import data
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from . import finance
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from . import gens
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from . import utils
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from . import transforms
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from . algorithm import TradingAlgorithm
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from . import api
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try:
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ip = get_ipython() # flake8: noqa
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ip.register_magic_function(utils.parse_cell_magic, "line_cell", "zipline")
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except:
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pass
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__all__ = [
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'data',
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'finance',
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'gens',
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'utils',
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'transforms',
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'api',
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'TradingAlgorithm',
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]
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