mirror of
https://github.com/wassname/catalyst.git
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Suminda Dharmasena
50 lines
1.3 KiB
Python
50 lines
1.3 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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# Note that part of the API is implemented in TradingAlgorithm as
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# methods (e.g. order). These are added to this namespace via the
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# decorator `api_methods` inside of algorithm.py.
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import zipline
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from .finance import (commission, slippage)
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from .utils import math_utils
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from zipline.finance.slippage import (
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FixedSlippage,
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VolumeShareSlippage,
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)
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batch_transform = zipline.transforms.BatchTransform
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def symbol(symbol_str, as_of_date=None):
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"""Default symbol lookup for any source that directly maps the
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symbol to the identifier (e.g. yahoo finance).
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Keyword argument as_of_date is ignored.
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"""
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return symbol_str
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__all__ = [
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'symbol',
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'slippage',
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'commission',
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'math_utils',
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'batch_transform',
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'FixedSlippage',
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'VolumeShareSlippage'
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]
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