Files
catalyst/zipline/gens/examples.py
T
2012-08-01 21:42:55 -04:00

68 lines
2.2 KiB
Python

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