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catalyst/zipline/gens/examples.py
T

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Python

import pytz
from datetime import datetime, timedelta
from zipline.utils.factory import create_trading_environment
from zipline.test_algorithms import TestAlgorithm
from zipline.gens.composites import SourceBundle, TransformBundle, \
date_sorted_sources, merged_transforms
from zipline.gens.tradegens import SpecificEquityTrades
from zipline.gens.transform import MovingAverage, Passthrough
from zipline.gens.tradesimulation import trade_simulation_client as tsc
import zipline.protocol as zp
if __name__ == "__main__":
filter = [2,3]
#Set up source a. One minute between events.
args_a = tuple()
kwargs_a = {
'sids' : [1,2,3],
'start' : datetime(2012,1,3,15, tzinfo = pytz.utc),
'delta' : timedelta(minutes = 1),
'filter' : filter
}
bundle_a = SourceBundle(SpecificEquityTrades, args_a, kwargs_a)
#Set up source b. Two minutes between events.
args_b = tuple()
kwargs_b = {
'sids' : [2,3,4],
'start' : datetime(2012,1,3,14, tzinfo = pytz.utc),
'delta' : timedelta(minutes = 1),
'filter' : filter
}
bundle_b = SourceBundle(SpecificEquityTrades, args_b, kwargs_b)
#Set up source c. Three minutes between events.
sort_out = date_sorted_sources(source_a, source_b)
# passthrough = TransformBundle(Passthrough, (), {})
# mavg_price = TransformBundle(MovingAverage, (timedelta(minutes = 20), ['price']), {})
# tnfm_bundles = (passthrough, mavg_price)
# merge_out = merged_transforms(sort_out, tnfm_bundles)
# # for message in merge_out:
# # print message
# algo = TestAlgorithm(2, 100, 100)
# environment = create_trading_environment(year = 2012)
# style = zp.SIMULATION_STYLE.FIXED_SLIPPAGE
# client_out = tsc(merge_out, algo, environment, style)
# for message in client_out:
# pp(message)