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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>
<dl class="function">
<dt id="catalyst.run_algorithm">
<code class="descclassname">catalyst.</code><code class="descname">run_algorithm</code><span class="sig-paren">(</span><em>...</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/run_algo.html#run_algorithm"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.run_algorithm" title="Permalink to this definition"></a></dt>
<dd><p>Run a trading algorithm.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>start</strong> : datetime</p>
<blockquote>
<div><p>The start date of the backtest.</p>
</div></blockquote>
<p><strong>end</strong> : datetime</p>
<blockquote>
<div><p>The end date of the backtest..</p>
</div></blockquote>
<p><strong>initialize</strong> : callable[context -&gt; None]</p>
<blockquote>
<div><p>The initialize function to use for the algorithm. This is called once
at the very begining of the backtest and should be used to set up
any state needed by the algorithm.</p>
</div></blockquote>
<p><strong>capital_base</strong> : float</p>
<blockquote>
<div><p>The starting capital for the backtest.</p>
</div></blockquote>
<p><strong>handle_data</strong> : callable[(context, BarData) -&gt; None], optional</p>
<blockquote>
<div><p>The handle_data function to use for the algorithm. This is called
every minute when <code class="docutils literal"><span class="pre">data_frequency</span> <span class="pre">==</span> <span class="pre">'minute'</span></code> or every day
when <code class="docutils literal"><span class="pre">data_frequency</span> <span class="pre">==</span> <span class="pre">'daily'</span></code>.</p>
</div></blockquote>
<p><strong>before_trading_start</strong> : callable[(context, BarData) -&gt; None], optional</p>
<blockquote>
<div><p>The before_trading_start function for the algorithm. This is called
once before each trading day (after initialize on the first day).</p>
</div></blockquote>
<p><strong>analyze</strong> : callable[(context, pd.DataFrame) -&gt; None], optional</p>
<blockquote>
<div><p>The analyze function to use for the algorithm. This function is called
once at the end of the backtest and is passed the context and the
performance data.</p>
</div></blockquote>
<p><strong>data_frequency</strong> : {&#8216;daily&#8217;, &#8216;minute&#8217;}, optional</p>
<blockquote>
<div><p>The data frequency to run the algorithm at.</p>
</div></blockquote>
<p><strong>data</strong> : pd.DataFrame, pd.Panel, or DataPortal, optional</p>
<blockquote>
<div><p>The ohlcv data to run the backtest with.
This argument is mutually exclusive with:
<code class="docutils literal"><span class="pre">bundle</span></code>
<code class="docutils literal"><span class="pre">bundle_timestamp</span></code></p>
</div></blockquote>
<p><strong>bundle</strong> : str, optional</p>
<blockquote>
<div><p>The name of the data bundle to use to load the data to run the backtest
with. This defaults to &#8216;quantopian-quandl&#8217;.
This argument is mutually exclusive with <code class="docutils literal"><span class="pre">data</span></code>.</p>
</div></blockquote>
<p><strong>bundle_timestamp</strong> : datetime, optional</p>
<blockquote>
<div><p>The datetime to lookup the bundle data for. This defaults to the
current time.
This argument is mutually exclusive with <code class="docutils literal"><span class="pre">data</span></code>.</p>
</div></blockquote>
<p><strong>default_extension</strong> : bool, optional</p>
<blockquote>
<div><p>Should the default catalyst extension be loaded. This is found at
<code class="docutils literal"><span class="pre">$CATALYST_ROOT/extension.py</span></code></p>
</div></blockquote>
<p><strong>extensions</strong> : iterable[str], optional</p>
<blockquote>
<div><p>The names of any other extensions to load. Each element may either be
a dotted module path like <code class="docutils literal"><span class="pre">a.b.c</span></code> or a path to a python file ending
in <code class="docutils literal"><span class="pre">.py</span></code> like <code class="docutils literal"><span class="pre">a/b/c.py</span></code>.</p>
</div></blockquote>
<p><strong>strict_extensions</strong> : bool, optional</p>
<blockquote>
<div><p>Should the run fail if any extensions fail to load. If this is false,
a warning will be raised instead.</p>
</div></blockquote>
<p><strong>environ</strong> : mapping[str -&gt; str], optional</p>
<blockquote>
<div><p>The os environment to use. Many extensions use this to get parameters.
This defaults to <code class="docutils literal"><span class="pre">os.environ</span></code>.</p>
</div></blockquote>
<p><strong>live</strong> : bool, optional</p>
<blockquote>
<div><p>Execute algorithm in live trading mode.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>perf</strong> : pd.DataFrame</p>
<blockquote class="last">
<div><p>The daily performance of the algorithm.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<dl class="last docutils">
<dt><code class="xref py py-obj docutils literal"><span class="pre">catalyst.data.bundles.bundles</span></code></dt>
<dd>The available data bundles.</dd>
</dl>
</div>
</dd></dl>
</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>
<dl class="class">
<dt id="catalyst.protocol.BarData">
<em class="property">class </em><code class="descclassname">catalyst.protocol.</code><code class="descname">BarData</code><a class="headerlink" href="#catalyst.protocol.BarData" title="Permalink to this definition"></a></dt>
<dd><p>Provides methods to access spot value or history windows of price data.
Also provides some utility methods to determine if an asset is alive,
has recent trade data, etc.</p>
<p>This is what is passed as <code class="docutils literal"><span class="pre">data</span></code> to the <code class="docutils literal"><span class="pre">handle_data</span></code> function.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>data_portal</strong> : DataPortal</p>
<blockquote>
<div><p>Provider for bar pricing data.</p>
</div></blockquote>
<p><strong>simulation_dt_func</strong> : callable</p>
<blockquote>
<div><p>Function which returns the current simulation time.
This is usually bound to a method of TradingSimulation.</p>
</div></blockquote>
<p><strong>data_frequency</strong> : {&#8216;minute&#8217;, &#8216;daily&#8217;}</p>
<blockquote>
<div><p>The frequency of the bar data; i.e. whether the data is
daily or minute bars</p>
</div></blockquote>
<p><strong>restrictions</strong> : catalyst.finance.asset_restrictions.Restrictions</p>
<blockquote>
<div><p>Object that combines and returns restricted list information from
multiple sources</p>
</div></blockquote>
<p><strong>universe_func</strong> : callable, optional</p>
<blockquote class="last">
<div><p>Function which returns the current &#8216;universe&#8217;. This is for
backwards compatibility with older API concepts.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<dl class="method">
<dt id="catalyst.protocol.BarData.can_trade">
<code class="descname">can_trade</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.can_trade" title="Permalink to this definition"></a></dt>
<dd><p>For the given asset or iterable of assets, returns true if all of the
following are true:
1) the asset is alive for the session of the current simulation time</p>
<blockquote>
<div>(if current simulation time is not a market minute, we use the next
session)</div></blockquote>
<ol class="arabic simple" start="2">
<li>(if we are in minute mode) the asset&#8217;s exchange is open at the</li>
</ol>
<blockquote>
<div>current simulation time or at the simulation calendar&#8217;s next market
minute</div></blockquote>
<ol class="arabic simple" start="3">
<li>there is a known last price for the asset.</li>
</ol>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>assets: Asset or iterable of assets</strong></td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><strong>can_trade</strong> : bool or pd.Series[bool] indexed by asset.</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>The second condition above warrants some further explanation.
- If the asset&#8217;s exchange calendar is identical to the simulation
calendar, then this condition always returns True.
- If there are market minutes in the simulation calendar outside of
this asset&#8217;s exchange&#8217;s trading hours (for example, if the simulation
is running on the CME calendar but the asset is MSFT, which trades on
the NYSE), during those minutes, this condition will return false
(for example, 3:15 am Eastern on a weekday, during which the CME is
open but the NYSE is closed).</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.protocol.BarData.current">
<code class="descname">current</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.current" title="Permalink to this definition"></a></dt>
<dd><p>Returns the current value of the given assets for the given fields
at the current simulation time. Current values are the as-traded price
and are usually not adjusted for events like splits or dividends (see
notes for more information).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>assets</strong> : Asset or iterable of Assets</p>
<p><strong>fields</strong> : str or iterable[str].</p>
<blockquote>
<div><p>Valid values are: &#8220;price&#8221;,
&#8220;last_traded&#8221;, &#8220;open&#8221;, &#8220;high&#8221;, &#8220;low&#8221;, &#8220;close&#8221;, &#8220;volume&#8221;, or column
names in files read by <code class="docutils literal"><span class="pre">fetch_csv</span></code>.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>current_value</strong> : Scalar, pandas Series, or pandas DataFrame.</p>
<blockquote class="last">
<div><p>See notes below.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>If a single asset and a single field are passed in, a scalar float
value is returned.</p>
<p>If a single asset and a list of fields are passed in, a pandas Series
is returned whose indices are the fields, and whose values are scalar
values for this asset for each field.</p>
<p>If a list of assets and a single field are passed in, a pandas Series
is returned whose indices are the assets, and whose values are scalar
values for each asset for the given field.</p>
<p>If a list of assets and a list of fields are passed in, a pandas
DataFrame is returned, indexed by asset. The columns are the requested
fields, filled with the scalar values for each asset for each field.</p>
<p>If the current simulation time is not a valid market time, we use the
last market close instead.</p>
<p>&#8220;price&#8221; returns the last known close price of the asset. If there is
no last known value (either because the asset has never traded, or
because it has delisted) NaN is returned. If a value is found, and we
had to cross an adjustment boundary (split, dividend, etc) to get it,
the value is adjusted before being returned.</p>
<p>&#8220;last_traded&#8221; returns the date of the last trade event of the asset,
even if the asset has stopped trading. If there is no last known value,
pd.NaT is returned.</p>
<p>&#8220;volume&#8221; returns the trade volume for the current simulation time. If
there is no trade this minute, 0 is returned.</p>
<p>&#8220;open&#8221;, &#8220;high&#8221;, &#8220;low&#8221;, and &#8220;close&#8221; return the relevant information for
the current trade bar. If there is no current trade bar, NaN is
returned.</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.protocol.BarData.history">
<code class="descname">history</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.history" title="Permalink to this definition"></a></dt>
<dd><p>Returns a window of data for the given assets and fields.</p>
<p>This data is adjusted for splits, dividends, and mergers as of the
current algorithm time.</p>
<p>The semantics of missing data are identical to the ones described in
the notes for <cite>get_spot_value</cite>.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>assets: Asset or iterable of Asset</strong></p>
<p><strong>fields: string or iterable of string. Valid values are &#8220;open&#8221;, &#8220;high&#8221;,</strong></p>
<blockquote>
<div><p>&#8220;low&#8221;, &#8220;close&#8221;, &#8220;volume&#8221;, &#8220;price&#8221;, and &#8220;last_traded&#8221;.</p>
</div></blockquote>
<p><strong>bar_count: integer number of bars of trade data</strong></p>
<p><strong>frequency: string. &#8220;1m&#8221; for minutely data or &#8220;1d&#8221; for daily date</strong></p>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>history</strong> : Series or DataFrame or Panel</p>
<blockquote class="last">
<div><p>Return type depends on the dimensionality of the &#8216;assets&#8217; and
&#8216;fields&#8217; parameters.</p>
<p>If single asset and field are passed in, the returned Series is
indexed by dt.</p>
<p>If multiple assets and single field are passed in, the returned
DataFrame is indexed by dt, and has assets as columns.</p>
<p>If a single asset and multiple fields are passed in, the returned
DataFrame is indexed by dt, and has fields as columns.</p>
<p>If multiple assets and multiple fields are passed in, the returned
Panel is indexed by field, has dt as the major axis, and assets
as the minor axis.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>If the current simulation time is not a valid market time, we use the
last market close instead.</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.protocol.BarData.is_stale">
<code class="descname">is_stale</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.protocol.BarData.is_stale" title="Permalink to this definition"></a></dt>
<dd><p>For the given asset or iterable of assets, returns true if the asset
is alive and there is no trade data for the current simulation time.</p>
<p>If the asset has never traded, returns False.</p>
<p>If the current simulation time is not a valid market time, we use the
current time to check if the asset is alive, but we use the last
market minute/day for the trade data check.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>assets: Asset or iterable of assets</strong></td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">boolean or Series of booleans, indexed by asset.</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
</div>
<div class="section" id="scheduling-functions">
<h3>Scheduling Functions<a class="headerlink" href="#scheduling-functions" title="Permalink to this headline"></a></h3>
<dl class="function">
<dt id="catalyst.api.schedule_function">
<code class="descclassname">catalyst.api.</code><code class="descname">schedule_function</code><span class="sig-paren">(</span><em>self</em>, <em>func</em>, <em>date_rule=None</em>, <em>time_rule=None</em>, <em>half_days=True</em>, <em>calendar=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.schedule_function" title="Permalink to this definition"></a></dt>
<dd><p>Schedules a function to be called according to some timed rules.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>func</strong> : callable[(context, data) -&gt; None]</p>
<blockquote>
<div><p>The function to execute when the rule is triggered.</p>
</div></blockquote>
<p><strong>date_rule</strong> : EventRule, optional</p>
<blockquote>
<div><p>The rule for the dates to execute this function.</p>
</div></blockquote>
<p><strong>time_rule</strong> : EventRule, optional</p>
<blockquote>
<div><p>The rule for the times to execute this function.</p>
</div></blockquote>
<p><strong>half_days</strong> : bool, optional</p>
<blockquote>
<div><p>Should this rule fire on half days?</p>
</div></blockquote>
<p><strong>calendar</strong> : Sentinel, optional</p>
<blockquote class="last">
<div><p>Calendar used to reconcile date and time rules.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.api.date_rules" title="catalyst.api.date_rules"><code class="xref py py-class docutils literal"><span class="pre">catalyst.api.date_rules</span></code></a>, <a class="reference internal" href="#catalyst.api.time_rules" title="catalyst.api.time_rules"><code class="xref py py-class docutils literal"><span class="pre">catalyst.api.time_rules</span></code></a></p>
</div>
</dd></dl>
<dl class="class">
<dt id="catalyst.api.date_rules">
<em class="property">class </em><code class="descclassname">catalyst.api.</code><code class="descname">date_rules</code><a class="reference internal" href="_modules/catalyst/utils/events.html#date_rules"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.date_rules" title="Permalink to this definition"></a></dt>
<dd><dl class="attribute">
<dt id="catalyst.api.date_rules.every_day">
<code class="descname">every_day</code><a class="headerlink" href="#catalyst.api.date_rules.every_day" title="Permalink to this definition"></a></dt>
<dd><p>alias of <code class="xref py py-class docutils literal"><span class="pre">Always</span></code></p>
</dd></dl>
<dl class="staticmethod">
<dt id="catalyst.api.date_rules.month_end">
<em class="property">static </em><code class="descname">month_end</code><span class="sig-paren">(</span><em>days_offset=0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/events.html#date_rules.month_end"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.date_rules.month_end" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="staticmethod">
<dt id="catalyst.api.date_rules.month_start">
<em class="property">static </em><code class="descname">month_start</code><span class="sig-paren">(</span><em>days_offset=0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/events.html#date_rules.month_start"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.date_rules.month_start" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="staticmethod">
<dt id="catalyst.api.date_rules.week_end">
<em class="property">static </em><code class="descname">week_end</code><span class="sig-paren">(</span><em>days_offset=0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/events.html#date_rules.week_end"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.date_rules.week_end" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="staticmethod">
<dt id="catalyst.api.date_rules.week_start">
<em class="property">static </em><code class="descname">week_start</code><span class="sig-paren">(</span><em>days_offset=0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/events.html#date_rules.week_start"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.date_rules.week_start" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
</dd></dl>
<dl class="class">
<dt id="catalyst.api.time_rules">
<em class="property">class </em><code class="descclassname">catalyst.api.</code><code class="descname">time_rules</code><a class="reference internal" href="_modules/catalyst/utils/events.html#time_rules"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.time_rules" title="Permalink to this definition"></a></dt>
<dd><dl class="attribute">
<dt id="catalyst.api.time_rules.every_minute">
<code class="descname">every_minute</code><a class="headerlink" href="#catalyst.api.time_rules.every_minute" title="Permalink to this definition"></a></dt>
<dd><p>alias of <code class="xref py py-class docutils literal"><span class="pre">Always</span></code></p>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.api.time_rules.market_close">
<code class="descname">market_close</code><a class="headerlink" href="#catalyst.api.time_rules.market_close" title="Permalink to this definition"></a></dt>
<dd><p>alias of <code class="xref py py-class docutils literal"><span class="pre">BeforeClose</span></code></p>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.api.time_rules.market_open">
<code class="descname">market_open</code><a class="headerlink" href="#catalyst.api.time_rules.market_open" title="Permalink to this definition"></a></dt>
<dd><p>alias of <code class="xref py py-class docutils literal"><span class="pre">AfterOpen</span></code></p>
</dd></dl>
</dd></dl>
</div>
<div class="section" id="orders">
<h3>Orders<a class="headerlink" href="#orders" title="Permalink to this headline"></a></h3>
<dl class="function">
<dt id="catalyst.api.order">
<code class="descclassname">catalyst.api.</code><code class="descname">order</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>amount</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order" title="Permalink to this definition"></a></dt>
<dd><p>Place an order.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset that this order is for.</p>
</div></blockquote>
<p><strong>amount</strong> : int</p>
<blockquote>
<div><p>The amount of shares to order. If <code class="docutils literal"><span class="pre">amount</span></code> is positive, this is
the number of shares to buy or cover. If <code class="docutils literal"><span class="pre">amount</span></code> is negative,
this is the number of shares to sell or short.</p>
</div></blockquote>
<p><strong>limit_price</strong> : float, optional</p>
<blockquote>
<div><p>The limit price for the order.</p>
</div></blockquote>
<p><strong>stop_price</strong> : float, optional</p>
<blockquote>
<div><p>The stop price for the order.</p>
</div></blockquote>
<p><strong>style</strong> : ExecutionStyle, optional</p>
<blockquote>
<div><p>The execution style for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str or None</p>
<blockquote class="last">
<div><p>The unique identifier for this order, or None if no order was
placed.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.finance.execution.ExecutionStyle" title="catalyst.finance.execution.ExecutionStyle"><code class="xref py py-class docutils literal"><span class="pre">catalyst.finance.execution.ExecutionStyle</span></code></a>, <a class="reference internal" href="#catalyst.api.order_value" title="catalyst.api.order_value"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_value()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_percent" title="catalyst.api.order_percent"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_percent()</span></code></a></p>
</div>
<p class="rubric">Notes</p>
<p>The <code class="docutils literal"><span class="pre">limit_price</span></code> and <code class="docutils literal"><span class="pre">stop_price</span></code> arguments provide shorthands for
passing common execution styles. Passing <code class="docutils literal"><span class="pre">limit_price=N</span></code> is
equivalent to <code class="docutils literal"><span class="pre">style=LimitOrder(N)</span></code>. Similarly, passing
<code class="docutils literal"><span class="pre">stop_price=M</span></code> is equivalent to <code class="docutils literal"><span class="pre">style=StopOrder(M)</span></code>, and passing
<code class="docutils literal"><span class="pre">limit_price=N</span></code> and <code class="docutils literal"><span class="pre">stop_price=M</span></code> is equivalent to
<code class="docutils literal"><span class="pre">style=StopLimitOrder(N,</span> <span class="pre">M)</span></code>. It is an error to pass both a <code class="docutils literal"><span class="pre">style</span></code>
and <code class="docutils literal"><span class="pre">limit_price</span></code> or <code class="docutils literal"><span class="pre">stop_price</span></code>.</p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.order_value">
<code class="descclassname">catalyst.api.</code><code class="descname">order_value</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>value</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_value" title="Permalink to this definition"></a></dt>
<dd><p>Place an order by desired value rather than desired number of
shares.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset that this order is for.</p>
</div></blockquote>
<p><strong>value</strong> : float</p>
<blockquote>
<div><p>If the requested asset exists, the requested value is
divided by its price to imply the number of shares to transact.
If the Asset being ordered is a Future, the &#8216;value&#8217; calculated
is actually the exposure, as Futures have no &#8216;value&#8217;.</p>
<p>value &gt; 0 :: Buy/Cover
value &lt; 0 :: Sell/Short</p>
</div></blockquote>
<p><strong>limit_price</strong> : float, optional</p>
<blockquote>
<div><p>The limit price for the order.</p>
</div></blockquote>
<p><strong>stop_price</strong> : float, optional</p>
<blockquote>
<div><p>The stop price for the order.</p>
</div></blockquote>
<p><strong>style</strong> : ExecutionStyle</p>
<blockquote>
<div><p>The execution style for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str</p>
<blockquote class="last">
<div><p>The unique identifier for this order.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.finance.execution.ExecutionStyle" title="catalyst.finance.execution.ExecutionStyle"><code class="xref py py-class docutils literal"><span class="pre">catalyst.finance.execution.ExecutionStyle</span></code></a>, <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_percent" title="catalyst.api.order_percent"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_percent()</span></code></a></p>
</div>
<p class="rubric">Notes</p>
<p>See <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a> for more information about
<code class="docutils literal"><span class="pre">limit_price</span></code>, <code class="docutils literal"><span class="pre">stop_price</span></code>, and <code class="docutils literal"><span class="pre">style</span></code></p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.order_percent">
<code class="descclassname">catalyst.api.</code><code class="descname">order_percent</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>percent</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_percent" title="Permalink to this definition"></a></dt>
<dd><p>Place an order in the specified asset corresponding to the given
percent of the current portfolio value.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset that this order is for.</p>
</div></blockquote>
<p><strong>percent</strong> : float</p>
<blockquote>
<div><p>The percentage of the porfolio value to allocate to <code class="docutils literal"><span class="pre">asset</span></code>.
This is specified as a decimal, for example: 0.50 means 50%.</p>
</div></blockquote>
<p><strong>limit_price</strong> : float, optional</p>
<blockquote>
<div><p>The limit price for the order.</p>
</div></blockquote>
<p><strong>stop_price</strong> : float, optional</p>
<blockquote>
<div><p>The stop price for the order.</p>
</div></blockquote>
<p><strong>style</strong> : ExecutionStyle</p>
<blockquote>
<div><p>The execution style for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str</p>
<blockquote class="last">
<div><p>The unique identifier for this order.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.finance.execution.ExecutionStyle" title="catalyst.finance.execution.ExecutionStyle"><code class="xref py py-class docutils literal"><span class="pre">catalyst.finance.execution.ExecutionStyle</span></code></a>, <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_value" title="catalyst.api.order_value"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_value()</span></code></a></p>
</div>
<p class="rubric">Notes</p>
<p>See <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a> for more information about
<code class="docutils literal"><span class="pre">limit_price</span></code>, <code class="docutils literal"><span class="pre">stop_price</span></code>, and <code class="docutils literal"><span class="pre">style</span></code></p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.order_target">
<code class="descclassname">catalyst.api.</code><code class="descname">order_target</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>target</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target" title="Permalink to this definition"></a></dt>
<dd><p>Place an order to adjust a position to a target number of shares. If
the position doesn&#8217;t already exist, this is equivalent to placing a new
order. If the position does exist, this is equivalent to placing an
order for the difference between the target number of shares and the
current number of shares.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset that this order is for.</p>
</div></blockquote>
<p><strong>target</strong> : int</p>
<blockquote>
<div><p>The desired number of shares of <code class="docutils literal"><span class="pre">asset</span></code>.</p>
</div></blockquote>
<p><strong>limit_price</strong> : float, optional</p>
<blockquote>
<div><p>The limit price for the order.</p>
</div></blockquote>
<p><strong>stop_price</strong> : float, optional</p>
<blockquote>
<div><p>The stop price for the order.</p>
</div></blockquote>
<p><strong>style</strong> : ExecutionStyle</p>
<blockquote>
<div><p>The execution style for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str</p>
<blockquote class="last">
<div><p>The unique identifier for this order.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.finance.execution.ExecutionStyle" title="catalyst.finance.execution.ExecutionStyle"><code class="xref py py-class docutils literal"><span class="pre">catalyst.finance.execution.ExecutionStyle</span></code></a>, <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_target_percent" title="catalyst.api.order_target_percent"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_target_percent()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_target_value" title="catalyst.api.order_target_value"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_target_value()</span></code></a></p>
</div>
<p class="rubric">Notes</p>
<p><code class="docutils literal"><span class="pre">order_target</span></code> does not take into account any open orders. For
example:</p>
<div class="highlight-python"><div class="highlight"><pre><span class="n">order_target</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
<span class="n">order_target</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
</pre></div>
</div>
<p>This code will result in 20 shares of <code class="docutils literal"><span class="pre">sid(0)</span></code> because the first
call to <code class="docutils literal"><span class="pre">order_target</span></code> will not have been filled when the second
<code class="docutils literal"><span class="pre">order_target</span></code> call is made.</p>
<p>See <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a> for more information about
<code class="docutils literal"><span class="pre">limit_price</span></code>, <code class="docutils literal"><span class="pre">stop_price</span></code>, and <code class="docutils literal"><span class="pre">style</span></code></p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.order_target_value">
<code class="descclassname">catalyst.api.</code><code class="descname">order_target_value</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>target</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target_value" title="Permalink to this definition"></a></dt>
<dd><p>Place an order to adjust a position to a target value. If
the position doesn&#8217;t already exist, this is equivalent to placing a new
order. If the position does exist, this is equivalent to placing an
order for the difference between the target value and the
current value.
If the Asset being ordered is a Future, the &#8216;target value&#8217; calculated
is actually the target exposure, as Futures have no &#8216;value&#8217;.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset that this order is for.</p>
</div></blockquote>
<p><strong>target</strong> : float</p>
<blockquote>
<div><p>The desired total value of <code class="docutils literal"><span class="pre">asset</span></code>.</p>
</div></blockquote>
<p><strong>limit_price</strong> : float, optional</p>
<blockquote>
<div><p>The limit price for the order.</p>
</div></blockquote>
<p><strong>stop_price</strong> : float, optional</p>
<blockquote>
<div><p>The stop price for the order.</p>
</div></blockquote>
<p><strong>style</strong> : ExecutionStyle</p>
<blockquote>
<div><p>The execution style for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str</p>
<blockquote class="last">
<div><p>The unique identifier for this order.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.finance.execution.ExecutionStyle" title="catalyst.finance.execution.ExecutionStyle"><code class="xref py py-class docutils literal"><span class="pre">catalyst.finance.execution.ExecutionStyle</span></code></a>, <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_target" title="catalyst.api.order_target"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_target()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_target_percent" title="catalyst.api.order_target_percent"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_target_percent()</span></code></a></p>
</div>
<p class="rubric">Notes</p>
<p><code class="docutils literal"><span class="pre">order_target_value</span></code> does not take into account any open orders. For
example:</p>
<div class="highlight-python"><div class="highlight"><pre><span class="n">order_target_value</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
<span class="n">order_target_value</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
</pre></div>
</div>
<p>This code will result in 20 dollars of <code class="docutils literal"><span class="pre">sid(0)</span></code> because the first
call to <code class="docutils literal"><span class="pre">order_target_value</span></code> will not have been filled when the
second <code class="docutils literal"><span class="pre">order_target_value</span></code> call is made.</p>
<p>See <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a> for more information about
<code class="docutils literal"><span class="pre">limit_price</span></code>, <code class="docutils literal"><span class="pre">stop_price</span></code>, and <code class="docutils literal"><span class="pre">style</span></code></p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.order_target_percent">
<code class="descclassname">catalyst.api.</code><code class="descname">order_target_percent</code><span class="sig-paren">(</span><em>self</em>, <em>asset</em>, <em>target</em>, <em>limit_price=None</em>, <em>stop_price=None</em>, <em>style=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.order_target_percent" title="Permalink to this definition"></a></dt>
<dd><p>Place an order to adjust a position to a target percent of the
current portfolio value. If the position doesn&#8217;t already exist, this is
equivalent to placing a new order. If the position does exist, this is
equivalent to placing an order for the difference between the target
percent and the current percent.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset that this order is for.</p>
</div></blockquote>
<p><strong>target</strong> : float</p>
<blockquote>
<div><p>The desired percentage of the porfolio value to allocate to
<code class="docutils literal"><span class="pre">asset</span></code>. This is specified as a decimal, for example:
0.50 means 50%.</p>
</div></blockquote>
<p><strong>limit_price</strong> : float, optional</p>
<blockquote>
<div><p>The limit price for the order.</p>
</div></blockquote>
<p><strong>stop_price</strong> : float, optional</p>
<blockquote>
<div><p>The stop price for the order.</p>
</div></blockquote>
<p><strong>style</strong> : ExecutionStyle</p>
<blockquote>
<div><p>The execution style for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str</p>
<blockquote class="last">
<div><p>The unique identifier for this order.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.finance.execution.ExecutionStyle" title="catalyst.finance.execution.ExecutionStyle"><code class="xref py py-class docutils literal"><span class="pre">catalyst.finance.execution.ExecutionStyle</span></code></a>, <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_target" title="catalyst.api.order_target"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_target()</span></code></a>, <a class="reference internal" href="#catalyst.api.order_target_value" title="catalyst.api.order_target_value"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order_target_value()</span></code></a></p>
</div>
<p class="rubric">Notes</p>
<p><code class="docutils literal"><span class="pre">order_target_value</span></code> does not take into account any open orders. For
example:</p>
<div class="highlight-python"><div class="highlight"><pre><span class="n">order_target_percent</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
<span class="n">order_target_percent</span><span class="p">(</span><span class="n">sid</span><span class="p">(</span><span class="mi">0</span><span class="p">),</span> <span class="mi">10</span><span class="p">)</span>
</pre></div>
</div>
<p>This code will result in 20% of the portfolio being allocated to sid(0)
because the first call to <code class="docutils literal"><span class="pre">order_target_percent</span></code> will not have been
filled when the second <code class="docutils literal"><span class="pre">order_target_percent</span></code> call is made.</p>
<p>See <a class="reference internal" href="#catalyst.api.order" title="catalyst.api.order"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.order()</span></code></a> for more information about
<code class="docutils literal"><span class="pre">limit_price</span></code>, <code class="docutils literal"><span class="pre">stop_price</span></code>, and <code class="docutils literal"><span class="pre">style</span></code></p>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.execution.ExecutionStyle">
<em class="property">class </em><code class="descclassname">catalyst.finance.execution.</code><code class="descname">ExecutionStyle</code><a class="reference internal" href="_modules/catalyst/finance/execution.html#ExecutionStyle"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.ExecutionStyle" title="Permalink to this definition"></a></dt>
<dd><p>Abstract base class representing a modification to a standard order.</p>
<dl class="attribute">
<dt id="catalyst.finance.execution.ExecutionStyle.exchange">
<code class="descname">exchange</code><a class="headerlink" href="#catalyst.finance.execution.ExecutionStyle.exchange" title="Permalink to this definition"></a></dt>
<dd><p>The exchange to which this order should be routed.</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.finance.execution.ExecutionStyle.get_limit_price">
<code class="descname">get_limit_price</code><span class="sig-paren">(</span><em>is_buy</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/execution.html#ExecutionStyle.get_limit_price"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.ExecutionStyle.get_limit_price" title="Permalink to this definition"></a></dt>
<dd><p>Get the limit price for this order.
Returns either None or a numerical value &gt;= 0.</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.finance.execution.ExecutionStyle.get_stop_price">
<code class="descname">get_stop_price</code><span class="sig-paren">(</span><em>is_buy</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/execution.html#ExecutionStyle.get_stop_price"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.ExecutionStyle.get_stop_price" title="Permalink to this definition"></a></dt>
<dd><p>Get the stop price for this order.
Returns either None or a numerical value &gt;= 0.</p>
</dd></dl>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.execution.MarketOrder">
<em class="property">class </em><code class="descclassname">catalyst.finance.execution.</code><code class="descname">MarketOrder</code><span class="sig-paren">(</span><em>exchange=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/execution.html#MarketOrder"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.MarketOrder" title="Permalink to this definition"></a></dt>
<dd><p>Class encapsulating an order to be placed at the current market price.</p>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.execution.LimitOrder">
<em class="property">class </em><code class="descclassname">catalyst.finance.execution.</code><code class="descname">LimitOrder</code><span class="sig-paren">(</span><em>limit_price</em>, <em>exchange=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/execution.html#LimitOrder"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.LimitOrder" title="Permalink to this definition"></a></dt>
<dd><p>Execution style representing an order to be executed at a price equal to or
better than a specified limit price.</p>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.execution.StopOrder">
<em class="property">class </em><code class="descclassname">catalyst.finance.execution.</code><code class="descname">StopOrder</code><span class="sig-paren">(</span><em>stop_price</em>, <em>exchange=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/execution.html#StopOrder"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.StopOrder" title="Permalink to this definition"></a></dt>
<dd><p>Execution style representing an order to be placed once the market price
reaches a specified stop price.</p>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.execution.StopLimitOrder">
<em class="property">class </em><code class="descclassname">catalyst.finance.execution.</code><code class="descname">StopLimitOrder</code><span class="sig-paren">(</span><em>limit_price</em>, <em>stop_price</em>, <em>exchange=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/execution.html#StopLimitOrder"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.execution.StopLimitOrder" title="Permalink to this definition"></a></dt>
<dd><p>Execution style representing a limit order to be placed with a specified
limit price once the market reaches a specified stop price.</p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.get_order">
<code class="descclassname">catalyst.api.</code><code class="descname">get_order</code><span class="sig-paren">(</span><em>self</em>, <em>order_id</em>, <em>exchange_name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_order" title="Permalink to this definition"></a></dt>
<dd><p>Lookup an order based on the order id returned from one of the
order functions.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>order_id</strong> : str</p>
<blockquote>
<div><p>The unique identifier for the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>order</strong> : Order</p>
<blockquote>
<div><p>The order object.</p>
</div></blockquote>
<p>execution_price: float</p>
<blockquote class="last">
<div><p>The execution price per share of the order</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.get_open_orders">
<code class="descclassname">catalyst.api.</code><code class="descname">get_open_orders</code><span class="sig-paren">(</span><em>self</em>, <em>asset=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_open_orders" title="Permalink to this definition"></a></dt>
<dd><p>Retrieve all of the current open orders.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>If passed and not None, return only the open orders for the given
asset instead of all open orders.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>open_orders</strong> : dict[list[Order]] or list[Order]</p>
<blockquote class="last">
<div><p>If no asset is passed this will return a dict mapping Assets
to a list containing all the open orders for the asset.
If an asset is passed then this will return a list of the open
orders for this asset.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.cancel_order">
<code class="descclassname">catalyst.api.</code><code class="descname">cancel_order</code><span class="sig-paren">(</span><em>self</em>, <em>order_param</em>, <em>exchange_name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.cancel_order" title="Permalink to this definition"></a></dt>
<dd><p>Cancel an open order.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>order_param</strong> : str or Order</p>
<blockquote class="last">
<div><p>The order_id or order object to cancel.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<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>
<dl class="function">
<dt id="catalyst.api.set_cancel_policy">
<code class="descclassname">catalyst.api.</code><code class="descname">set_cancel_policy</code><span class="sig-paren">(</span><em>self</em>, <em>cancel_policy</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_cancel_policy" title="Permalink to this definition"></a></dt>
<dd><p>Sets the order cancellation policy for the simulation.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>cancel_policy</strong> : CancelPolicy</p>
<blockquote class="last">
<div><p>The cancellation policy to use.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.api.EODCancel" title="catalyst.api.EODCancel"><code class="xref py py-class docutils literal"><span class="pre">catalyst.api.EODCancel</span></code></a>, <a class="reference internal" href="#catalyst.api.NeverCancel" title="catalyst.api.NeverCancel"><code class="xref py py-class docutils literal"><span class="pre">catalyst.api.NeverCancel</span></code></a></p>
</div>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.cancel_policy.CancelPolicy">
<em class="property">class </em><code class="descclassname">catalyst.finance.cancel_policy.</code><code class="descname">CancelPolicy</code><a class="reference internal" href="_modules/catalyst/finance/cancel_policy.html#CancelPolicy"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.cancel_policy.CancelPolicy" title="Permalink to this definition"></a></dt>
<dd><p>Abstract cancellation policy interface.</p>
<dl class="method">
<dt id="catalyst.finance.cancel_policy.CancelPolicy.should_cancel">
<code class="descname">should_cancel</code><span class="sig-paren">(</span><em>event</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/cancel_policy.html#CancelPolicy.should_cancel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.cancel_policy.CancelPolicy.should_cancel" title="Permalink to this definition"></a></dt>
<dd><p>Should all open orders be cancelled?</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>event</strong> : enum-value</p>
<blockquote>
<div><dl class="docutils">
<dt>An event type, one of:</dt>
<dd><ul class="first last simple">
<li><code class="xref py py-data docutils literal"><span class="pre">catalyst.gens.sim_engine.BAR</span></code></li>
<li><code class="xref py py-data docutils literal"><span class="pre">catalyst.gens.sim_engine.DAY_START</span></code></li>
<li><code class="xref py py-data docutils literal"><span class="pre">catalyst.gens.sim_engine.DAY_END</span></code></li>
<li><code class="xref py py-data docutils literal"><span class="pre">catalyst.gens.sim_engine.MINUTE_END</span></code></li>
</ul>
</dd>
</dl>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>should_cancel</strong> : bool</p>
<blockquote class="last">
<div><p>Should all open orders be cancelled?</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.EODCancel">
<code class="descclassname">catalyst.api.</code><code class="descname">EODCancel</code><span class="sig-paren">(</span><em>warn_on_cancel=True</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/cancel_policy.html#EODCancel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.EODCancel" title="Permalink to this definition"></a></dt>
<dd><p>This policy cancels open orders at the end of the day. For now,
Zipline will only apply this policy to minutely simulations.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>warn_on_cancel</strong> : bool, optional</p>
<blockquote class="last">
<div><p>Should a warning be raised if this causes an order to be cancelled?</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.NeverCancel">
<code class="descclassname">catalyst.api.</code><code class="descname">NeverCancel</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/cancel_policy.html#NeverCancel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.api.NeverCancel" title="Permalink to this definition"></a></dt>
<dd><p>Orders are never automatically canceled.</p>
</dd></dl>
</div>
</div>
<div class="section" id="assets">
<h3>Assets<a class="headerlink" href="#assets" title="Permalink to this headline"></a></h3>
<dl class="function">
<dt id="catalyst.api.symbol">
<code class="descclassname">catalyst.api.</code><code class="descname">symbol</code><span class="sig-paren">(</span><em>self</em>, <em>symbol_str</em>, <em>exchange_name=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.symbol" title="Permalink to this definition"></a></dt>
<dd><p>Lookup an Equity by its ticker symbol.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>symbol_str</strong> : str</p>
<blockquote>
<div><p>The ticker symbol for the equity to lookup.</p>
</div></blockquote>
<p><strong>exchange_name: str</strong></p>
<blockquote>
<div><p>The name of the exchange containing the symbol</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>equity</strong> : Equity</p>
<blockquote>
<div><p>The equity that held the ticker symbol on the current
symbol lookup date.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><p class="first"><strong>SymbolNotFound</strong></p>
<blockquote class="last">
<div><p>Raised when the symbols was not held on the current lookup date.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.api.set_symbol_lookup_date" title="catalyst.api.set_symbol_lookup_date"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.set_symbol_lookup_date()</span></code></a></p>
</div>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.symbols">
<code class="descclassname">catalyst.api.</code><code class="descname">symbols</code><span class="sig-paren">(</span><em>self</em>, <em>*args</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.symbols" title="Permalink to this definition"></a></dt>
<dd><p>Lookup multuple Equities as a list.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>*args</strong> : iterable[str]</p>
<blockquote>
<div><p>The ticker symbols to lookup.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>equities</strong> : list[Equity]</p>
<blockquote>
<div><p>The equities that held the given ticker symbols on the current
symbol lookup date.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><p class="first"><strong>SymbolNotFound</strong></p>
<blockquote class="last">
<div><p>Raised when one of the symbols was not held on the current
lookup date.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<div class="admonition seealso">
<p class="first admonition-title">See also</p>
<p class="last"><a class="reference internal" href="#catalyst.api.set_symbol_lookup_date" title="catalyst.api.set_symbol_lookup_date"><code class="xref py py-func docutils literal"><span class="pre">catalyst.api.set_symbol_lookup_date()</span></code></a></p>
</div>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.set_symbol_lookup_date">
<code class="descclassname">catalyst.api.</code><code class="descname">set_symbol_lookup_date</code><span class="sig-paren">(</span><em>self</em>, <em>dt</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_symbol_lookup_date" title="Permalink to this definition"></a></dt>
<dd><p>Set the date for which symbols will be resolved to their assets
(symbols may map to different firms or underlying assets at
different times)</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt</strong> : datetime</p>
<blockquote class="last">
<div><p>The new symbol lookup date.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.sid">
<code class="descclassname">catalyst.api.</code><code class="descname">sid</code><span class="sig-paren">(</span><em>self</em>, <em>sid</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.sid" title="Permalink to this definition"></a></dt>
<dd><p>Lookup an Asset by its unique asset identifier.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>sid</strong> : int</p>
<blockquote>
<div><p>The unique integer that identifies an asset.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset</p>
<blockquote>
<div><p>The asset with the given <code class="docutils literal"><span class="pre">sid</span></code>.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><p class="first"><strong>SidsNotFound</strong></p>
<blockquote class="last">
<div><p>When a requested <code class="docutils literal"><span class="pre">sid</span></code> does not map to any asset.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</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>
<dl class="function">
<dt id="catalyst.api.set_do_not_order_list">
<code class="descclassname">catalyst.api.</code><code class="descname">set_do_not_order_list</code><span class="sig-paren">(</span><em>self</em>, <em>restricted_list</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_do_not_order_list" title="Permalink to this definition"></a></dt>
<dd><p>Set a restriction on which assets can be ordered.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>restricted_list</strong> : container[Asset], SecurityList</p>
<blockquote class="last">
<div><p>The assets that cannot be ordered.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.set_long_only">
<code class="descclassname">catalyst.api.</code><code class="descname">set_long_only</code><span class="sig-paren">(</span><em>self</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_long_only" title="Permalink to this definition"></a></dt>
<dd><p>Set a rule specifying that this algorithm cannot take short
positions.</p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.set_max_leverage">
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_leverage</code><span class="sig-paren">(</span><em>self</em>, <em>max_leverage</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_leverage" title="Permalink to this definition"></a></dt>
<dd><p>Set a limit on the maximum leverage of the algorithm.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>max_leverage</strong> : float</p>
<blockquote class="last">
<div><p>The maximum leverage for the algorithm. If not provided there will
be no maximum.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.set_max_order_count">
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_order_count</code><span class="sig-paren">(</span><em>self</em>, <em>max_count</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_order_count" title="Permalink to this definition"></a></dt>
<dd><p>Set a limit on the number of orders that can be placed in a single
day.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>max_count</strong> : int</p>
<blockquote class="last">
<div><p>The maximum number of orders that can be placed on any single day.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.set_max_order_size">
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_order_size</code><span class="sig-paren">(</span><em>self</em>, <em>asset=None</em>, <em>max_shares=None</em>, <em>max_notional=None</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_order_size" title="Permalink to this definition"></a></dt>
<dd><p>Set a limit on the number of shares and/or dollar value of any single
order placed for sid. Limits are treated as absolute values and are
enforced at the time that the algo attempts to place an order for sid.</p>
<p>If an algorithm attempts to place an order that would result in
exceeding one of these limits, raise a TradingControlException.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset, optional</p>
<blockquote>
<div><p>If provided, this sets the guard only on positions in the given
asset.</p>
</div></blockquote>
<p><strong>max_shares</strong> : int, optional</p>
<blockquote>
<div><p>The maximum number of shares that can be ordered at one time.</p>
</div></blockquote>
<p><strong>max_notional</strong> : float, optional</p>
<blockquote class="last">
<div><p>The maximum value that can be ordered at one time.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.set_max_position_size">
<code class="descclassname">catalyst.api.</code><code class="descname">set_max_position_size</code><span class="sig-paren">(</span><em>self</em>, <em>asset=None</em>, <em>max_shares=None</em>, <em>max_notional=None</em>, <em>on_error='fail'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_max_position_size" title="Permalink to this definition"></a></dt>
<dd><p>Set a limit on the number of shares and/or dollar value held for the
given sid. Limits are treated as absolute values and are enforced at
the time that the algo attempts to place an order for sid. This means
that it&#8217;s possible to end up with more than the max number of shares
due to splits/dividends, and more than the max notional due to price
improvement.</p>
<p>If an algorithm attempts to place an order that would result in
increasing the absolute value of shares/dollar value exceeding one of
these limits, raise a TradingControlException.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>asset</strong> : Asset, optional</p>
<blockquote>
<div><p>If provided, this sets the guard only on positions in the given
asset.</p>
</div></blockquote>
<p><strong>max_shares</strong> : int, optional</p>
<blockquote>
<div><p>The maximum number of shares to hold for an asset.</p>
</div></blockquote>
<p><strong>max_notional</strong> : float, optional</p>
<blockquote class="last">
<div><p>The maximum value to hold for an asset.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</div>
<div class="section" id="simulation-parameters">
<h3>Simulation Parameters<a class="headerlink" href="#simulation-parameters" title="Permalink to this headline"></a></h3>
<dl class="function">
<dt id="catalyst.api.set_benchmark">
<code class="descclassname">catalyst.api.</code><code class="descname">set_benchmark</code><span class="sig-paren">(</span><em>self</em>, <em>benchmark</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_benchmark" title="Permalink to this definition"></a></dt>
<dd><p>Set the benchmark asset.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>benchmark</strong> : Asset</p>
<blockquote class="last">
<div><p>The asset to set as the new benchmark.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>Any dividends payed out for that new benchmark asset will be
automatically reinvested.</p>
</dd></dl>
<div class="section" id="commission-models">
<h4>Commission Models<a class="headerlink" href="#commission-models" title="Permalink to this headline"></a></h4>
<dl class="function">
<dt id="catalyst.api.set_commission">
<code class="descclassname">catalyst.api.</code><code class="descname">set_commission</code><span class="sig-paren">(</span><em>self</em>, <em>maker=None</em>, <em>taker=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_commission" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="class">
<dt id="catalyst.finance.commission.CommissionModel">
<em class="property">class </em><code class="descclassname">catalyst.finance.commission.</code><code class="descname">CommissionModel</code><a class="reference internal" href="_modules/catalyst/finance/commission.html#CommissionModel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.commission.CommissionModel" title="Permalink to this definition"></a></dt>
<dd><p>Abstract commission model interface.</p>
<p>Commission models are responsible for accepting order/transaction pairs and
calculating how much commission should be charged to an algorithm&#8217;s account
on each transaction.</p>
<dl class="method">
<dt id="catalyst.finance.commission.CommissionModel.calculate">
<code class="descname">calculate</code><span class="sig-paren">(</span><em>order</em>, <em>transaction</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/commission.html#CommissionModel.calculate"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.commission.CommissionModel.calculate" title="Permalink to this definition"></a></dt>
<dd><p>Calculate the amount of commission to charge on <code class="docutils literal"><span class="pre">order</span></code> as a result
of <code class="docutils literal"><span class="pre">transaction</span></code>.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>order</strong> : catalyst.finance.order.Order</p>
<blockquote>
<div><p>The order being processed.</p>
<p>The <code class="docutils literal"><span class="pre">commission</span></code> field of <code class="docutils literal"><span class="pre">order</span></code> is a float indicating the
amount of commission already charged on this order.</p>
</div></blockquote>
<p><strong>transaction</strong> : catalyst.finance.transaction.Transaction</p>
<blockquote>
<div><p>The transaction being processed. A single order may generate
multiple transactions if there isn&#8217;t enough volume in a given bar
to fill the full amount requested in the order.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>amount_charged</strong> : float</p>
<blockquote class="last">
<div><p>The additional commission, in dollars, that we should attribute to
this order.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.commission.PerShare">
<em class="property">class </em><code class="descclassname">catalyst.finance.commission.</code><code class="descname">PerShare</code><span class="sig-paren">(</span><em>cost=0.0075</em>, <em>min_trade_cost=1.0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/commission.html#PerShare"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.commission.PerShare" title="Permalink to this definition"></a></dt>
<dd><p>Calculates a commission for a transaction based on a per share cost with
an optional minimum cost per trade.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>cost</strong> : float, optional</p>
<blockquote>
<div><p>The amount of commissions paid per share traded.</p>
</div></blockquote>
<p><strong>min_trade_cost</strong> : float, optional</p>
<blockquote class="last">
<div><p>The minimum amount of commissions paid per trade.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.commission.PerTrade">
<em class="property">class </em><code class="descclassname">catalyst.finance.commission.</code><code class="descname">PerTrade</code><span class="sig-paren">(</span><em>cost=1.0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/commission.html#PerTrade"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.commission.PerTrade" title="Permalink to this definition"></a></dt>
<dd><p>Calculates a commission for a transaction based on a per trade cost.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>cost</strong> : float, optional</p>
<blockquote class="last">
<div><p>The flat amount of commissions paid per equity trade.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.commission.PerDollar">
<em class="property">class </em><code class="descclassname">catalyst.finance.commission.</code><code class="descname">PerDollar</code><span class="sig-paren">(</span><em>cost=0.0015</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/commission.html#PerDollar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.commission.PerDollar" title="Permalink to this definition"></a></dt>
<dd><p>Calculates a commission for a transaction based on a per dollar cost.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>cost</strong> : float</p>
<blockquote class="last">
<div><p>The flat amount of commissions paid per dollar of equities traded.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</div>
<div class="section" id="slippage-models">
<h4>Slippage Models<a class="headerlink" href="#slippage-models" title="Permalink to this headline"></a></h4>
<dl class="function">
<dt id="catalyst.api.set_slippage">
<code class="descclassname">catalyst.api.</code><code class="descname">set_slippage</code><span class="sig-paren">(</span><em>self</em>, <em>spread=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.set_slippage" title="Permalink to this definition"></a></dt>
<dd></dd></dl>
<dl class="class">
<dt id="catalyst.finance.slippage.SlippageModel">
<em class="property">class </em><code class="descclassname">catalyst.finance.slippage.</code><code class="descname">SlippageModel</code><a class="reference internal" href="_modules/catalyst/finance/slippage.html#SlippageModel"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.slippage.SlippageModel" title="Permalink to this definition"></a></dt>
<dd><p>Abstract interface for defining a slippage model.</p>
<dl class="method">
<dt id="catalyst.finance.slippage.SlippageModel.process_order">
<code class="descname">process_order</code><span class="sig-paren">(</span><em>data</em>, <em>order</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/slippage.html#SlippageModel.process_order"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.slippage.SlippageModel.process_order" title="Permalink to this definition"></a></dt>
<dd><p>Process how orders get filled.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>data</strong> : BarData</p>
<blockquote>
<div><p>The data for the given bar.</p>
</div></blockquote>
<p><strong>order</strong> : Order</p>
<blockquote>
<div><p>The order to simulate.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>execution_price</strong> : float</p>
<blockquote>
<div><p>The price to execute the trade at.</p>
</div></blockquote>
<p><strong>execution_volume</strong> : int</p>
<blockquote class="last">
<div><p>The number of shares that could be filled. This may not be all
the shares ordered in which case the order will be filled over
multiple bars.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.slippage.FixedSlippage">
<em class="property">class </em><code class="descclassname">catalyst.finance.slippage.</code><code class="descname">FixedSlippage</code><span class="sig-paren">(</span><em>spread=0.0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/slippage.html#FixedSlippage"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.slippage.FixedSlippage" title="Permalink to this definition"></a></dt>
<dd><p>Model slippage as a fixed spread.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>spread</strong> : float, optional</p>
<blockquote class="last">
<div><p>spread / 2 will be added to buys and subtracted from sells.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="class">
<dt id="catalyst.finance.slippage.VolumeShareSlippage">
<em class="property">class </em><code class="descclassname">catalyst.finance.slippage.</code><code class="descname">VolumeShareSlippage</code><span class="sig-paren">(</span><em>volume_limit=0.025</em>, <em>price_impact=0.1</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/finance/slippage.html#VolumeShareSlippage"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.finance.slippage.VolumeShareSlippage" title="Permalink to this definition"></a></dt>
<dd><p>Model slippage as a function of the volume of contracts traded.</p>
</dd></dl>
</div>
</div>
<div class="section" id="pipeline">
<h3>Pipeline<a class="headerlink" href="#pipeline" title="Permalink to this headline"></a></h3>
<p>Not supported yet.</p>
</div>
<div class="section" id="miscellaneous">
<h3>Miscellaneous<a class="headerlink" href="#miscellaneous" title="Permalink to this headline"></a></h3>
<dl class="function">
<dt id="catalyst.api.record">
<code class="descclassname">catalyst.api.</code><code class="descname">record</code><span class="sig-paren">(</span><em>self</em>, <em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.record" title="Permalink to this definition"></a></dt>
<dd><p>Track and record values each day.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>**kwargs</strong></p>
<blockquote class="last">
<div><p>The names and values to record.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>These values will appear in the performance packets and the performance
dataframe passed to <code class="docutils literal"><span class="pre">analyze</span></code> and returned from
<a class="reference internal" href="#catalyst.run_algorithm" title="catalyst.run_algorithm"><code class="xref py py-func docutils literal"><span class="pre">run_algorithm()</span></code></a>.</p>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.get_environment">
<code class="descclassname">catalyst.api.</code><code class="descname">get_environment</code><span class="sig-paren">(</span><em>self</em>, <em>field='platform'</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.get_environment" title="Permalink to this definition"></a></dt>
<dd><p>Query the execution environment.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>field</strong> : {&#8216;platform&#8217;, &#8216;arena&#8217;, &#8216;data_frequency&#8217;,</p>
<blockquote>
<div><blockquote>
<div><p>&#8216;start&#8217;, &#8216;end&#8217;, &#8216;capital_base&#8217;, &#8216;platform&#8217;, &#8216;*&#8217;}</p>
</div></blockquote>
<dl class="docutils">
<dt>The field to query. The options have the following meanings:</dt>
<dd><dl class="first last docutils">
<dt>arena <span class="classifier-delimiter">:</span> <span class="classifier">str</span></dt>
<dd><p class="first last">The arena from the simulation parameters. This will normally
be <code class="docutils literal"><span class="pre">backtest</span></code> but some systems may use this distinguish
live trading from backtesting.</p>
</dd>
<dt>data_frequency <span class="classifier-delimiter">:</span> <span class="classifier">{&#8216;daily&#8217;, &#8216;minute&#8217;}</span></dt>
<dd><p class="first last">data_frequency tells the algorithm if it is running with
daily or minute mode.</p>
</dd>
<dt>start <span class="classifier-delimiter">:</span> <span class="classifier">datetime</span></dt>
<dd><p class="first last">The start date for the simulation.</p>
</dd>
<dt>end <span class="classifier-delimiter">:</span> <span class="classifier">datetime</span></dt>
<dd><p class="first last">The end date for the simulation.</p>
</dd>
<dt>capital_base <span class="classifier-delimiter">:</span> <span class="classifier">float</span></dt>
<dd><p class="first last">The starting capital for the simulation.</p>
</dd>
<dt>platform <span class="classifier-delimiter">:</span> <span class="classifier">str</span></dt>
<dd><p class="first last">The platform that the code is running on. By default this
will be the string &#8216;catalyst&#8217;. This can allow algorithms to
know if they are running on the Quantopian platform instead.</p>
</dd>
<dt>\* <span class="classifier-delimiter">:</span> <span class="classifier">dict[str -&gt; any]</span></dt>
<dd><p class="first last">Returns all of the fields in a dictionary.</p>
</dd>
</dl>
</dd>
</dl>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>val</strong> : any</p>
<blockquote>
<div><p>The value for the field queried. See above for more information.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-odd field"><th class="field-name">Raises:</th><td class="field-body"><p class="first"><strong>ValueError</strong></p>
<blockquote class="last">
<div><p>Raised when <code class="docutils literal"><span class="pre">field</span></code> is not a valid option.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.api.fetch_csv">
<code class="descclassname">catalyst.api.</code><code class="descname">fetch_csv</code><span class="sig-paren">(</span><em>self</em>, <em>url</em>, <em>pre_func=None</em>, <em>post_func=None</em>, <em>date_column='date'</em>, <em>date_format=None</em>, <em>timezone='UTC'</em>, <em>symbol=None</em>, <em>mask=True</em>, <em>symbol_column=None</em>, <em>special_params_checker=None</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.api.fetch_csv" title="Permalink to this definition"></a></dt>
<dd><p>Fetch a csv from a remote url and register the data so that it is
queryable from the <code class="docutils literal"><span class="pre">data</span></code> object.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>url</strong> : str</p>
<blockquote>
<div><p>The url of the csv file to load.</p>
</div></blockquote>
<p><strong>pre_func</strong> : callable[pd.DataFrame -&gt; pd.DataFrame], optional</p>
<blockquote>
<div><p>A callback to allow preprocessing the raw data returned from
fetch_csv before dates are paresed or symbols are mapped.</p>
</div></blockquote>
<p><strong>post_func</strong> : callable[pd.DataFrame -&gt; pd.DataFrame], optional</p>
<blockquote>
<div><p>A callback to allow postprocessing of the data after dates and
symbols have been mapped.</p>
</div></blockquote>
<p><strong>date_column</strong> : str, optional</p>
<blockquote>
<div><p>The name of the column in the preprocessed dataframe containing
datetime information to map the data.</p>
</div></blockquote>
<p><strong>date_format</strong> : str, optional</p>
<blockquote>
<div><p>The format of the dates in the <code class="docutils literal"><span class="pre">date_column</span></code>. If not provided
<code class="docutils literal"><span class="pre">fetch_csv</span></code> will attempt to infer the format. For information
about the format of this string, see <a class="reference external" href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.read_csv.html#pandas.read_csv" title="(in pandas v0.22.0)"><code class="xref py py-func docutils literal"><span class="pre">pandas.read_csv()</span></code></a>.</p>
</div></blockquote>
<p><strong>timezone</strong> : tzinfo or str, optional</p>
<blockquote>
<div><p>The timezone for the datetime in the <code class="docutils literal"><span class="pre">date_column</span></code>.</p>
</div></blockquote>
<p><strong>symbol</strong> : str, optional</p>
<blockquote>
<div><p>If the data is about a new asset or index then this string will
be the name used to identify the values in <code class="docutils literal"><span class="pre">data</span></code>. For example,
one may use <code class="docutils literal"><span class="pre">fetch_csv</span></code> to load data for VIX, then this field
could be the string <code class="docutils literal"><span class="pre">'VIX'</span></code>.</p>
</div></blockquote>
<p><strong>mask</strong> : bool, optional</p>
<blockquote>
<div><p>Drop any rows which cannot be symbol mapped.</p>
</div></blockquote>
<p><strong>symbol_column</strong> : str</p>
<blockquote>
<div><p>If the data is attaching some new attribute to each asset then this
argument is the name of the column in the preprocessed dataframe
containing the symbols. This will be used along with the date
information to map the sids in the asset finder.</p>
</div></blockquote>
<p><strong>**kwargs</strong></p>
<blockquote>
<div><p>Forwarded to <a class="reference external" href="http://pandas.pydata.org/pandas-docs/stable/generated/pandas.read_csv.html#pandas.read_csv" title="(in pandas v0.22.0)"><code class="xref py py-func docutils literal"><span class="pre">pandas.read_csv()</span></code></a>.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>csv_data_source</strong> : catalyst.sources.requests_csv.PandasRequestsCSV</p>
<blockquote class="last">
<div><p>A requests source that will pull data from the url specified.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<span class="target" id="pipeline-api"></span></div>
</div>
<div class="section" id="asset-metadata">
<h2>Asset Metadata<a class="headerlink" href="#asset-metadata" title="Permalink to this headline"></a></h2>
<dl class="class">
<dt id="catalyst.assets.Asset">
<em class="property">class </em><code class="descclassname">catalyst.assets.</code><code class="descname">Asset</code><span class="sig-paren">(</span><em>int sid</em>, <em>exchange</em>, <em>symbol=''</em>, <em>asset_name=''</em>, <em>start_date=None</em>, <em>end_date=None</em>, <em>first_traded=None</em>, <em>auto_close_date=None</em>, <em>exchange_full=None</em>, <em>min_trade_size=None</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.assets.Asset" title="Permalink to this definition"></a></dt>
<dd><dl class="attribute">
<dt id="catalyst.assets.Asset.first_traded">
<code class="descname">first_traded</code><a class="headerlink" href="#catalyst.assets.Asset.first_traded" title="Permalink to this definition"></a></dt>
<dd><p>first_traded: object</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.assets.Asset.from_dict">
<code class="descname">from_dict</code><span class="sig-paren">(</span><em>type cls</em>, <em>dict_</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.assets.Asset.from_dict" title="Permalink to this definition"></a></dt>
<dd><p>Build an Asset instance from a dict.</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.assets.Asset.is_alive_for_session">
<code class="descname">is_alive_for_session</code><span class="sig-paren">(</span><em>self</em>, <em>session_label</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.assets.Asset.is_alive_for_session" title="Permalink to this definition"></a></dt>
<dd><p>Returns whether the asset is alive at the given dt.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The desired session label to check. (midnight UTC)</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">boolean: whether the asset is alive at the given dt.</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.assets.Asset.is_exchange_open">
<code class="descname">is_exchange_open</code><span class="sig-paren">(</span><em>self</em>, <em>dt_minute</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.assets.Asset.is_exchange_open" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt_minute: pd.Timestamp (UTC, tz-aware)</strong></p>
<blockquote>
<div><p>The minute to check.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">boolean: whether the asset&#8217;s exchange is open at the given minute.</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.assets.Asset.to_dict">
<code class="descname">to_dict</code><span class="sig-paren">(</span><em>self</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.assets.Asset.to_dict" title="Permalink to this definition"></a></dt>
<dd><p>Convert to a python dict.</p>
</dd></dl>
</dd></dl>
<dl class="class">
<dt id="catalyst.assets.AssetConvertible">
<em class="property">class </em><code class="descclassname">catalyst.assets.</code><code class="descname">AssetConvertible</code><a class="reference internal" href="_modules/catalyst/assets/assets.html#AssetConvertible"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.assets.AssetConvertible" title="Permalink to this definition"></a></dt>
<dd><p>ABC for types that are convertible to integer-representations of
Assets.</p>
<p>Includes Asset, six.string_types, and Integral</p>
</dd></dl>
</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>
<dl class="function">
<dt id="catalyst.utils.calendars.get_calendar">
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">get_calendar</code><span class="sig-paren">(</span><em>self</em>, <em>name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.get_calendar" title="Permalink to this definition"></a></dt>
<dd><p>Retrieves an instance of an TradingCalendar whose name is given.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>name</strong> : str</p>
<blockquote>
<div><p>The name of the TradingCalendar to be retrieved.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>calendar</strong> : catalyst.utils.calendars.TradingCalendar</p>
<blockquote class="last">
<div><p>The desired calendar.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="class">
<dt id="catalyst.utils.calendars.TradingCalendar">
<em class="property">class </em><code class="descclassname">catalyst.utils.calendars.</code><code class="descname">TradingCalendar</code><span class="sig-paren">(</span><em>start=Timestamp('1990-01-01 00:00:00+0000'</em>, <em>tz='UTC')</em>, <em>end=Timestamp('2019-02-09 17:08:31.919026+0000'</em>, <em>tz='UTC')</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar" title="Permalink to this definition"></a></dt>
<dd><p>An TradingCalendar represents the timing information of a single market
exchange.</p>
<p>The timing information is made up of two parts: sessions, and opens/closes.</p>
<p>A session represents a contiguous set of minutes, and has a label that is
midnight UTC. It is important to note that a session label should not be
considered a specific point in time, and that midnight UTC is just being
used for convenience.</p>
<p>For each session, we store the open and close time in UTC time.</p>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.is_open_on_minute">
<code class="descname">is_open_on_minute</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.is_open_on_minute"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.is_open_on_minute" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, return whether this exchange is open at the given dt.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to check if this exchange is open.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">bool</p>
<blockquote class="last">
<div><p>Whether the exchange is open on this dt.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.is_session">
<code class="descname">is_session</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.is_session"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.is_session" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, returns whether it&#8217;s a valid session label.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt that is being tested.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">bool</p>
<blockquote class="last">
<div><p>Whether the given dt is a valid session label.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.minute_index_to_session_labels">
<code class="descname">minute_index_to_session_labels</code><span class="sig-paren">(</span><em>index</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.minute_index_to_session_labels"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.minute_index_to_session_labels" title="Permalink to this definition"></a></dt>
<dd><p>Given a sorted DatetimeIndex of market minutes, return a
DatetimeIndex of the corresponding session labels.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>index: pd.DatetimeIndex or pd.Series</strong></p>
<blockquote>
<div><p>The ordered list of market minutes we want session labels for.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.DatetimeIndex (UTC)</p>
<blockquote class="last">
<div><p>The list of session labels corresponding to the given minutes.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.minute_to_session_label">
<code class="descname">minute_to_session_label</code><span class="sig-paren">(</span><em>dt</em>, <em>direction='next'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.minute_to_session_label"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.minute_to_session_label" title="Permalink to this definition"></a></dt>
<dd><p>Given a minute, get the label of its containing session.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt</strong> : pd.Timestamp or nanosecond offset</p>
<blockquote>
<div><p>The dt for which to get the containing session.</p>
</div></blockquote>
<p><strong>direction: str</strong></p>
<blockquote>
<div><p>&#8220;next&#8221; (default) means that if the given dt is not part of a
session, return the label of the next session.</p>
<p>&#8220;previous&#8221; means that if the given dt is not part of a session,
return the label of the previous session.</p>
<p>&#8220;none&#8221; means that a KeyError will be raised if the given
dt is not part of a session.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp (midnight UTC)</p>
<blockquote class="last">
<div><p>The label of the containing session.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.minutes_count_for_sessions_in_range">
<code class="descname">minutes_count_for_sessions_in_range</code><span class="sig-paren">(</span><em>start_session</em>, <em>end_session</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.minutes_count_for_sessions_in_range"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.minutes_count_for_sessions_in_range" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>start_session: pd.Timestamp</strong></p>
<blockquote>
<div><p>The first session.</p>
</div></blockquote>
<p><strong>end_session: pd.Timestamp</strong></p>
<blockquote>
<div><p>The last session.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">int: The total number of minutes for the contiguous chunk of sessions.</p>
<blockquote class="last">
<div><p>between start_session and end_session, inclusive.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.minutes_for_session">
<code class="descname">minutes_for_session</code><span class="sig-paren">(</span><em>session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.minutes_for_session"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.minutes_for_session" title="Permalink to this definition"></a></dt>
<dd><p>Given a session label, return the minutes for that session.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>session_label: pd.Timestamp (midnight UTC)</strong></p>
<blockquote>
<div><p>A session label whose session&#8217;s minutes are desired.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.DateTimeIndex</p>
<blockquote class="last">
<div><p>All the minutes for the given session.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.minutes_for_sessions_in_range">
<code class="descname">minutes_for_sessions_in_range</code><span class="sig-paren">(</span><em>start_session_label</em>, <em>end_session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.minutes_for_sessions_in_range"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.minutes_for_sessions_in_range" title="Permalink to this definition"></a></dt>
<dd><p>Returns all the minutes for all the sessions from the given start
session label to the given end session label, inclusive.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>start_session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The label of the first session in the range.</p>
</div></blockquote>
<p><strong>end_session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The label of the last session in the range.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.DatetimeIndex</p>
<blockquote class="last">
<div><p>The minutes in the desired range.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.minutes_in_range">
<code class="descname">minutes_in_range</code><span class="sig-paren">(</span><em>start_minute</em>, <em>end_minute</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.minutes_in_range"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.minutes_in_range" title="Permalink to this definition"></a></dt>
<dd><p>Given start and end minutes, return all the calendar minutes
in that range, inclusive.</p>
<p>Given minutes don&#8217;t need to be calendar minutes.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>start_minute: pd.Timestamp</strong></p>
<blockquote>
<div><p>The minute representing the start of the desired range.</p>
</div></blockquote>
<p><strong>end_minute: pd.Timestamp</strong></p>
<blockquote>
<div><p>The minute representing the end of the desired range.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.DatetimeIndex</p>
<blockquote class="last">
<div><p>The minutes in the desired range.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.next_close">
<code class="descname">next_close</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.next_close"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.next_close" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, returns the next close.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to get the next close.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The UTC timestamp of the next close.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.next_minute">
<code class="descname">next_minute</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.next_minute"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.next_minute" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, return the next exchange minute. If the given dt is not
an exchange minute, returns the next exchange open.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to get the next exchange minute.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The next exchange minute.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.next_open">
<code class="descname">next_open</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.next_open"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.next_open" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, returns the next open.</p>
<p>If the given dt happens to be a session open, the next session&#8217;s open
will be returned.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to get the next open.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The UTC timestamp of the next open.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.next_session_label">
<code class="descname">next_session_label</code><span class="sig-paren">(</span><em>session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.next_session_label"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.next_session_label" title="Permalink to this definition"></a></dt>
<dd><p>Given a session label, returns the label of the next session.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>A session whose next session is desired.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The next session label (midnight UTC).</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>Raises ValueError if the given session is the last session in this
calendar.</p>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.open_and_close_for_session">
<code class="descname">open_and_close_for_session</code><span class="sig-paren">(</span><em>session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.open_and_close_for_session"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.open_and_close_for_session" title="Permalink to this definition"></a></dt>
<dd><p>Returns a tuple of timestamps of the open and close of the session
represented by the given label.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The session whose open and close are desired.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">(Timestamp, Timestamp)</p>
<blockquote class="last">
<div><p>The open and close for the given session.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.previous_close">
<code class="descname">previous_close</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.previous_close"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.previous_close" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, returns the previous close.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to get the previous close.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The UTC timestamp of the previous close.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.previous_minute">
<code class="descname">previous_minute</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.previous_minute"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.previous_minute" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, return the previous exchange minute.</p>
<p>Raises KeyError if the given timestamp is not an exchange minute.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to get the previous exchange minute.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The previous exchange minute.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.previous_open">
<code class="descname">previous_open</code><span class="sig-paren">(</span><em>dt</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.previous_open"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.previous_open" title="Permalink to this definition"></a></dt>
<dd><p>Given a dt, returns the previous open.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>dt: pd.Timestamp</strong></p>
<blockquote>
<div><p>The dt for which to get the previous open.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The UTC imestamp of the previous open.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.previous_session_label">
<code class="descname">previous_session_label</code><span class="sig-paren">(</span><em>session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.previous_session_label"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.previous_session_label" title="Permalink to this definition"></a></dt>
<dd><p>Given a session label, returns the label of the previous session.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>A session whose previous session is desired.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.Timestamp</p>
<blockquote class="last">
<div><p>The previous session label (midnight UTC).</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>Raises ValueError if the given session is the first session in this
calendar.</p>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.utils.calendars.TradingCalendar.regular_holidays">
<code class="descname">regular_holidays</code><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.regular_holidays" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.AbstractHolidayCalendar: a calendar containing the regular holidays</p>
<p class="last">for this calendar</p>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.session_distance">
<code class="descname">session_distance</code><span class="sig-paren">(</span><em>start_session_label</em>, <em>end_session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.session_distance"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.session_distance" title="Permalink to this definition"></a></dt>
<dd><p>Given a start and end session label, returns the distance between
them. For example, for three consecutive sessions Mon., Tues., and
Wed, <cite>session_distance(Mon, Wed)</cite> would return 2.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>start_session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The label of the start session.</p>
</div></blockquote>
<p><strong>end_session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The label of the ending session.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">int</p>
<blockquote class="last">
<div><p>The distance between the two sessions.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.sessions_in_range">
<code class="descname">sessions_in_range</code><span class="sig-paren">(</span><em>start_session_label</em>, <em>end_session_label</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.sessions_in_range"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.sessions_in_range" title="Permalink to this definition"></a></dt>
<dd><p>Given start and end session labels, return all the sessions in that
range, inclusive.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>start_session_label: pd.Timestamp (midnight UTC)</strong></p>
<blockquote>
<div><p>The label representing the first session of the desired range.</p>
</div></blockquote>
<p><strong>end_session_label: pd.Timestamp (midnight UTC)</strong></p>
<blockquote>
<div><p>The label representing the last session of the desired range.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.DatetimeIndex</p>
<blockquote class="last">
<div><p>The desired sessions.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="method">
<dt id="catalyst.utils.calendars.TradingCalendar.sessions_window">
<code class="descname">sessions_window</code><span class="sig-paren">(</span><em>session_label</em>, <em>count</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/calendars/trading_calendar.html#TradingCalendar.sessions_window"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.sessions_window" title="Permalink to this definition"></a></dt>
<dd><p>Given a session label and a window size, returns a list of sessions
of size <cite>count</cite> + 1, that either starts with the given session
(if <cite>count</cite> is positive) or ends with the given session (if <cite>count</cite> is
negative).</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>session_label: pd.Timestamp</strong></p>
<blockquote>
<div><p>The label of the initial session.</p>
</div></blockquote>
<p><strong>count: int</strong></p>
<blockquote>
<div><p>Defines the length and the direction of the window.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">pd.DatetimeIndex</p>
<blockquote class="last">
<div><p>The desired sessions.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.utils.calendars.TradingCalendar.special_closes">
<code class="descname">special_closes</code><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.special_closes" title="Permalink to this definition"></a></dt>
<dd><p>A list of special close times and corresponding HolidayCalendars.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">list: List of (time, AbstractHolidayCalendar) tuples</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.utils.calendars.TradingCalendar.special_closes_adhoc">
<code class="descname">special_closes_adhoc</code><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.special_closes_adhoc" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">list: List of (time, DatetimeIndex) tuples that represent special</p>
<blockquote class="last">
<div><p>closes that cannot be codified into rules.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.utils.calendars.TradingCalendar.special_opens">
<code class="descname">special_opens</code><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.special_opens" title="Permalink to this definition"></a></dt>
<dd><p>A list of special open times and corresponding HolidayCalendars.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">list: List of (time, AbstractHolidayCalendar) tuples</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="attribute">
<dt id="catalyst.utils.calendars.TradingCalendar.special_opens_adhoc">
<code class="descname">special_opens_adhoc</code><a class="headerlink" href="#catalyst.utils.calendars.TradingCalendar.special_opens_adhoc" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">list: List of (time, DatetimeIndex) tuples that represent special</p>
<blockquote class="last">
<div><p>closes that cannot be codified into rules.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</dd></dl>
<dl class="function">
<dt id="catalyst.utils.calendars.register_calendar">
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">register_calendar</code><span class="sig-paren">(</span><em>self</em>, <em>name</em>, <em>calendar</em>, <em>force=False</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.register_calendar" title="Permalink to this definition"></a></dt>
<dd><p>Registers a calendar for retrieval by the get_calendar method.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>name: str</strong></p>
<blockquote>
<div><p>The key with which to register this calendar.</p>
</div></blockquote>
<p><strong>calendar: TradingCalendar</strong></p>
<blockquote>
<div><p>The calendar to be registered for retrieval.</p>
</div></blockquote>
<p><strong>force</strong> : bool, optional</p>
<blockquote>
<div><p>If True, old calendars will be overwritten on a name collision.
If False, name collisions will raise an exception.
Default is False.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Raises:</th><td class="field-body"><p class="first"><strong>CalendarNameCollision</strong></p>
<blockquote class="last">
<div><p>If a calendar is already registered with the given calendar&#8217;s name.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.utils.calendars.register_calendar_type">
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">register_calendar_type</code><span class="sig-paren">(</span><em>self</em>, <em>name</em>, <em>calendar_type</em>, <em>force=False</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.register_calendar_type" title="Permalink to this definition"></a></dt>
<dd><p>Registers a calendar by type.</p>
<p>This is useful for registering a new calendar to be lazily instantiated
at some future point in time.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>name: str</strong></p>
<blockquote>
<div><p>The key with which to register this calendar.</p>
</div></blockquote>
<p><strong>calendar_type: type</strong></p>
<blockquote>
<div><p>The type of the calendar to register.</p>
</div></blockquote>
<p><strong>force</strong> : bool, optional</p>
<blockquote>
<div><p>If True, old calendars will be overwritten on a name collision.
If False, name collisions will raise an exception.
Default is False.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Raises:</th><td class="field-body"><p class="first"><strong>CalendarNameCollision</strong></p>
<blockquote class="last">
<div><p>If a calendar is already registered with the given calendar&#8217;s name.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.utils.calendars.deregister_calendar">
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">deregister_calendar</code><span class="sig-paren">(</span><em>self</em>, <em>name</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.deregister_calendar" title="Permalink to this definition"></a></dt>
<dd><p>If a calendar is registered with the given name, it is de-registered.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>cal_name</strong> : str</p>
<blockquote class="last">
<div><p>The name of the calendar to be deregistered.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
</dd></dl>
<dl class="function">
<dt id="catalyst.utils.calendars.clear_calendars">
<code class="descclassname">catalyst.utils.calendars.</code><code class="descname">clear_calendars</code><span class="sig-paren">(</span><em>self</em><span class="sig-paren">)</span><a class="headerlink" href="#catalyst.utils.calendars.clear_calendars" title="Permalink to this definition"></a></dt>
<dd><p>Deregisters all current registered calendars</p>
</dd></dl>
</div>
<div class="section" id="data-api">
<h2>Data API<a class="headerlink" href="#data-api" title="Permalink to this headline"></a></h2>
</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>
<dl class="class">
<dt id="catalyst.utils.cache.CachedObject">
<em class="property">class </em><code class="descclassname">catalyst.utils.cache.</code><code class="descname">CachedObject</code><span class="sig-paren">(</span><em>value</em>, <em>expires</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/cache.html#CachedObject"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.cache.CachedObject" title="Permalink to this definition"></a></dt>
<dd><p>A simple struct for maintaining a cached object with an expiration date.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>value</strong> : object</p>
<blockquote>
<div><p>The object to cache.</p>
</div></blockquote>
<p><strong>expires</strong> : datetime-like</p>
<blockquote class="last">
<div><p>Expiration date of <cite>value</cite>. The cache is considered invalid for dates
<strong>strictly greater</strong> than <cite>expires</cite>.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Examples</p>
<div class="highlight-python"><div class="highlight"><pre><span class="gp">&gt;&gt;&gt; </span><span class="kn">from</span> <span class="nn">pandas</span> <span class="kn">import</span> <span class="n">Timestamp</span><span class="p">,</span> <span class="n">Timedelta</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">expires</span> <span class="o">=</span> <span class="n">Timestamp</span><span class="p">(</span><span class="s">&#39;2014&#39;</span><span class="p">,</span> <span class="n">tz</span><span class="o">=</span><span class="s">&#39;UTC&#39;</span><span class="p">)</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">obj</span> <span class="o">=</span> <span class="n">CachedObject</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="n">expires</span><span class="p">)</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span> <span class="o">-</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">&#39;1 minute&#39;</span><span class="p">))</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span><span class="p">)</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">obj</span><span class="o">.</span><span class="n">unwrap</span><span class="p">(</span><span class="n">expires</span> <span class="o">+</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">&#39;1 minute&#39;</span><span class="p">))</span>
<span class="gp">... </span>
<span class="gt">Traceback (most recent call last):</span>
<span class="o">...</span>
<span class="gr">Expired</span>: <span class="n">2014-01-01 00:00:00+00:00</span>
</pre></div>
</div>
</dd></dl>
<dl class="class">
<dt id="catalyst.utils.cache.ExpiringCache">
<em class="property">class </em><code class="descclassname">catalyst.utils.cache.</code><code class="descname">ExpiringCache</code><span class="sig-paren">(</span><em>cache=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/cache.html#ExpiringCache"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.cache.ExpiringCache" title="Permalink to this definition"></a></dt>
<dd><p>A cache of multiple CachedObjects, which returns the wrapped the value
or raises and deletes the CachedObject if the value has expired.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>cache</strong> : dict-like, optional</p>
<blockquote class="last">
<div><p>An instance of a dict-like object which needs to support at least:
<cite>__del__</cite>, <cite>__getitem__</cite>, <cite>__setitem__</cite>
If <cite>None</cite>, than a dict is used as a default.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Examples</p>
<div class="highlight-python"><div class="highlight"><pre><span class="gp">&gt;&gt;&gt; </span><span class="kn">from</span> <span class="nn">pandas</span> <span class="kn">import</span> <span class="n">Timestamp</span><span class="p">,</span> <span class="n">Timedelta</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">expires</span> <span class="o">=</span> <span class="n">Timestamp</span><span class="p">(</span><span class="s">&#39;2014&#39;</span><span class="p">,</span> <span class="n">tz</span><span class="o">=</span><span class="s">&#39;UTC&#39;</span><span class="p">)</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">value</span> <span class="o">=</span> <span class="mi">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">cache</span> <span class="o">=</span> <span class="n">ExpiringCache</span><span class="p">()</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">cache</span><span class="o">.</span><span class="n">set</span><span class="p">(</span><span class="s">&#39;foo&#39;</span><span class="p">,</span> <span class="n">value</span><span class="p">,</span> <span class="n">expires</span><span class="p">)</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">cache</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s">&#39;foo&#39;</span><span class="p">,</span> <span class="n">expires</span> <span class="o">-</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">&#39;1 minute&#39;</span><span class="p">))</span>
<span class="go">1</span>
<span class="gp">&gt;&gt;&gt; </span><span class="n">cache</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="s">&#39;foo&#39;</span><span class="p">,</span> <span class="n">expires</span> <span class="o">+</span> <span class="n">Timedelta</span><span class="p">(</span><span class="s">&#39;1 minute&#39;</span><span class="p">))</span>
<span class="gt">Traceback (most recent call last):</span>
<span class="o">...</span>
<span class="gr">KeyError</span>: <span class="n">&#39;foo&#39;</span>
</pre></div>
</div>
</dd></dl>
<dl class="class">
<dt id="catalyst.utils.cache.dataframe_cache">
<em class="property">class </em><code class="descclassname">catalyst.utils.cache.</code><code class="descname">dataframe_cache</code><span class="sig-paren">(</span><em>path=None</em>, <em>lock=None</em>, <em>clean_on_failure=True</em>, <em>serialization='msgpack'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/cache.html#dataframe_cache"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.cache.dataframe_cache" title="Permalink to this definition"></a></dt>
<dd><p>A disk-backed cache for dataframes.</p>
<p><code class="docutils literal"><span class="pre">dataframe_cache</span></code> is a mutable mapping from string names to pandas
DataFrame objects.
This object may be used as a context manager to delete the cache directory
on exit.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>path</strong> : str, optional</p>
<blockquote>
<div><p>The directory path to the cache. Files will be written as
<code class="docutils literal"><span class="pre">path/&lt;keyname&gt;</span></code>.</p>
</div></blockquote>
<p><strong>lock</strong> : Lock, optional</p>
<blockquote>
<div><p>Thread lock for multithreaded/multiprocessed access to the cache.
If not provided no locking will be used.</p>
</div></blockquote>
<p><strong>clean_on_failure</strong> : bool, optional</p>
<blockquote>
<div><p>Should the directory be cleaned up if an exception is raised in the
context manager.</p>
</div></blockquote>
<p><strong>serialize</strong> : {&#8216;msgpack&#8217;, &#8216;pickle:&lt;n&gt;&#8217;}, optional</p>
<blockquote class="last">
<div><p>How should the data be serialized. If <code class="docutils literal"><span class="pre">'pickle'</span></code> is passed, an
optional pickle protocol can be passed like: <code class="docutils literal"><span class="pre">'pickle:3'</span></code> which says
to use pickle protocol 3.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>The syntax <code class="docutils literal"><span class="pre">cache[:]</span></code> will load all key:value pairs into memory as a
dictionary.
The cache uses a temporary file format that is subject to change between
versions of catalyst.</p>
</dd></dl>
<dl class="class">
<dt id="catalyst.utils.cache.working_file">
<em class="property">class </em><code class="descclassname">catalyst.utils.cache.</code><code class="descname">working_file</code><span class="sig-paren">(</span><em>final_path</em>, <em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/cache.html#working_file"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.cache.working_file" title="Permalink to this definition"></a></dt>
<dd><p>A context manager for managing a temporary file that will be moved
to a non-temporary location if no exceptions are raised in the context.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>final_path</strong> : str</p>
<blockquote>
<div><p>The location to move the file when committing.</p>
</div></blockquote>
<p><strong>*args, **kwargs</strong></p>
<blockquote class="last">
<div><p>Forwarded to NamedTemporaryFile.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>The file is moved on __exit__ if there are no exceptions.
<code class="docutils literal"><span class="pre">working_file</span></code> uses <a class="reference external" href="http://docs.python.org/dev/library/shutil.html#shutil.move" title="(in Python v3.8)"><code class="xref py py-func docutils literal"><span class="pre">shutil.move()</span></code></a> to move the actual files,
meaning it has as strong of guarantees as <a class="reference external" href="http://docs.python.org/dev/library/shutil.html#shutil.move" title="(in Python v3.8)"><code class="xref py py-func docutils literal"><span class="pre">shutil.move()</span></code></a>.</p>
</dd></dl>
<dl class="class">
<dt id="catalyst.utils.cache.working_dir">
<em class="property">class </em><code class="descclassname">catalyst.utils.cache.</code><code class="descname">working_dir</code><span class="sig-paren">(</span><em>final_path</em>, <em>*args</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/cache.html#working_dir"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.cache.working_dir" title="Permalink to this definition"></a></dt>
<dd><p>A context manager for managing a temporary directory that will be moved
to a non-temporary location if no exceptions are raised in the context.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>final_path</strong> : str</p>
<blockquote>
<div><p>The location to move the file when committing.</p>
</div></blockquote>
<p><strong>*args, **kwargs</strong></p>
<blockquote class="last">
<div><p>Forwarded to tmp_dir.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Notes</p>
<p>The file is moved on __exit__ if there are no exceptions.
<code class="docutils literal"><span class="pre">working_dir</span></code> uses <code class="xref py py-func docutils literal"><span class="pre">dir_util.copy_tree()</span></code> to move the actual files,
meaning it has as strong of guarantees as <code class="xref py py-func docutils literal"><span class="pre">dir_util.copy_tree()</span></code>.</p>
</dd></dl>
</div>
<div class="section" id="command-line">
<h3>Command Line<a class="headerlink" href="#command-line" title="Permalink to this headline"></a></h3>
<dl class="function">
<dt id="catalyst.utils.cli.maybe_show_progress">
<code class="descclassname">catalyst.utils.cli.</code><code class="descname">maybe_show_progress</code><span class="sig-paren">(</span><em>it</em>, <em>show_progress</em>, <em>empty_char=' '</em>, <em>fill_char='='</em>, <em>bar_template=' [%(bar)s] %(label)s: %(info)s'</em>, <em>**kwargs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/catalyst/utils/cli.html#maybe_show_progress"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#catalyst.utils.cli.maybe_show_progress" title="Permalink to this definition"></a></dt>
<dd><p>Optionally show a progress bar for the given iterator.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><p class="first"><strong>it</strong> : iterable</p>
<blockquote>
<div><p>The underlying iterator.</p>
</div></blockquote>
<p><strong>show_progress</strong> : bool</p>
<blockquote>
<div><p>Should progress be shown.</p>
</div></blockquote>
<p><strong>**kwargs</strong></p>
<blockquote>
<div><p>Forwarded to the click progress bar.</p>
</div></blockquote>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first"><strong>itercontext</strong> : context manager</p>
<blockquote class="last">
<div><p>A context manager whose enter is the actual iterator to use.</p>
</div></blockquote>
</td>
</tr>
</tbody>
</table>
<p class="rubric">Examples</p>
<div class="highlight-python"><div class="highlight"><pre><span class="k">with</span> <span class="n">maybe_show_progress</span><span class="p">([</span><span class="mi">1</span><span class="p">,</span> <span class="mi">2</span><span class="p">,</span> <span class="mi">3</span><span class="p">],</span> <span class="bp">True</span><span class="p">)</span> <span class="k">as</span> <span class="n">ns</span><span class="p">:</span>
<span class="k">for</span> <span class="n">n</span> <span class="ow">in</span> <span class="n">ns</span><span class="p">:</span>
<span class="o">...</span>
</pre></div>
</div>
</dd></dl>
</div>
</div>
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