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https://github.com/wassname/catalyst.git
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Joe Jevnik
e3d8b1034e
transforms to quantopian syntax. Adds the sid attribute to the siddata so it is aware of which security it represents.
57 lines
1.8 KiB
Python
57 lines
1.8 KiB
Python
#
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# Copyright 2014 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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from functools import wraps
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import zipline.api
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from zipline.utils.algo_instance import get_algo_instance, set_algo_instance
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class ZiplineAPI(object):
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"""
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Context manager for making an algorithm instance available to zipline API
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functions within a scoped block.
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"""
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def __init__(self, algo_instance):
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self.algo_instance = algo_instance
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def __enter__(self):
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"""
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Set the given algo instance, storing any previously-existing instance.
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"""
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self.old_algo_instance = get_algo_instance()
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set_algo_instance(self.algo_instance)
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def __exit__(self, _type, _value, _tb):
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"""
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Restore the algo instance stored in __enter__.
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"""
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set_algo_instance(self.old_algo_instance)
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def api_method(f):
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# Decorator that adds the decorated class method as a callable
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# function (wrapped) to zipline.api
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@wraps(f)
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def wrapped(*args, **kwargs):
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# Get the instance and call the method
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return getattr(get_algo_instance(), f.__name__)(*args, **kwargs)
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# Add functor to zipline.api
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setattr(zipline.api, f.__name__, wrapped)
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zipline.api.__all__.append(f.__name__)
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f.is_api_method = True
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return f
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