mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-11 22:15:20 +08:00
Thomas Wiecki
b69590a2f7
This is a step towards the goal of uniting Quantopian scripts and zipline. To make the syntax of zipline identical to Quantopian we break out the API methods (like order) and turn them into functions. To access the algo object we add a thread local reference to the current algorithm that is accessed in the API functions. TradingAlgorithm now takes either a string or two functions (initialize and handle_data) that it executes. Use api method decorator for methods available in algoscript. Ported appropriate algorithm tests from internal code.
43 lines
1.2 KiB
Python
43 lines
1.2 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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from functools import wraps
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import zipline.api
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import threading
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context = threading.local()
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def get_algo_instance():
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return getattr(context, 'algorithm', None)
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def set_algo_instance(algo):
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context.algorithm = algo
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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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return f
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