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Victor Grau Serrat 8372df65b0 DOC: release 0.3.4
2017-11-02 23:54:20 -05:00

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<li class="toctree-l1"><a class="reference internal" href="install.html">Install</a><ul>
<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-pip">Installing with <code class="docutils literal"><span class="pre">pip</span></code></a><ul>
<li class="toctree-l3"><a class="reference internal" href="install.html#gnu-linux">GNU/Linux</a></li>
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<li class="toctree-l2"><a class="reference internal" href="install.html#installing-with-conda">Installing with <code class="docutils literal"><span class="pre">conda</span></code></a><ul>
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<li class="toctree-l1"><a class="reference internal" href="beginner-tutorial.html">Catalyst Beginner Tutorial</a><ul>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#basics">Basics</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#my-first-algorithm">My first algorithm</a></li>
<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#running-the-algorithm">Running the algorithm</a><ul>
<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#ingesting-data">Ingesting data</a></li>
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<li class="toctree-l3"><a class="reference internal" href="beginner-tutorial.html#working-example-dual-moving-average-cross-over">Working example: Dual Moving Average Cross-Over</a></li>
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<li class="toctree-l2"><a class="reference internal" href="beginner-tutorial.html#conclusions">Conclusions</a></li>
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<li class="toctree-l2"><a class="reference internal" href="jupyter.html#install">Install</a></li>
<li class="toctree-l2"><a class="reference internal" href="jupyter.html#running-algorithms">Running Algorithms</a></li>
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<li class="toctree-l2"><a class="reference internal" href="live-trading.html#trading-an-algorithm">Trading an Algorithm</a></li>
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<li class="toctree-l1"><a class="reference internal" href="development-guidelines.html">Development Guidelines</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-3-4">Version 0.3.4</a><ul>
<li class="toctree-l3"><a class="reference internal" href="releases.html#bug-fixes">Bug Fixes</a></li>
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<li class="toctree-l2"><a class="reference internal" href="releases.html#version-0-1-dev6">Version 0.1.dev6</a></li>
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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>For more information, see <a class="reference internal" href="#pipeline-api"><span>Pipeline API</span></a></p>
</div>
<div class="section" id="miscellaneous">
<h3>Miscellaneous<a class="headerlink" href="#miscellaneous" title="Permalink to this headline"></a></h3>
</div>
</div>
<div class="section" id="pipeline-api">
<span id="id1"></span><h2>Pipeline API<a class="headerlink" href="#pipeline-api" title="Permalink to this headline"></a></h2>
<div class="section" id="built-in-factors">
<h3>Built-in Factors<a class="headerlink" href="#built-in-factors" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="pipeline-engine">
<h3>Pipeline Engine<a class="headerlink" href="#pipeline-engine" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="data-loaders">
<h3>Data Loaders<a class="headerlink" href="#data-loaders" title="Permalink to this headline"></a></h3>
</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 class="section" id="writers">
<h3>Writers<a class="headerlink" href="#writers" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="readers">
<h3>Readers<a class="headerlink" href="#readers" title="Permalink to this headline"></a></h3>
</div>
<div class="section" id="bundles">
<h3>Bundles<a class="headerlink" href="#bundles" title="Permalink to this headline"></a></h3>
<dl class="data">
<dt id="zipline.data.bundles.bundles">
<code class="descclassname">zipline.data.bundles.</code><code class="descname">bundles</code><a class="headerlink" href="#zipline.data.bundles.bundles" title="Permalink to this definition"></a></dt>
<dd><p>The bundles that have been registered as a mapping from bundle name to bundle
data. This mapping is immutable and should only be updated through
<code class="xref py py-func docutils literal"><span class="pre">register()</span></code> or
<code class="xref py py-func docutils literal"><span class="pre">unregister()</span></code>.</p>
</dd></dl>
</div>
</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>
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