mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 08:38:19 +08:00
Joe Jevnik
181 lines
4.2 KiB
ReStructuredText
181 lines
4.2 KiB
ReStructuredText
API Reference
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-------------
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Running a Backtest
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~~~~~~~~~~~~~~~~~~
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.. autofunction:: zipline.run_algorithm(...)
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Algorithm API
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~~~~~~~~~~~~~
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The following methods are available for use in the ``initialize``,
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``handle_data``, and ``before_trading_start`` API functions.
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In all listed functions, the ``self`` argument is implicitly the
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currently-executing :class:`~zipline.algorithm.TradingAlgorithm` instance.
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.. automodule:: zipline.api
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:members:
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.. autoclass:: zipline.algorithm.TradingAlgorithm
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Pipeline API
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~~~~~~~~~~~~
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.. autoclass:: zipline.pipeline.Pipeline
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:members:
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:member-order: groupwise
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.. autoclass:: zipline.pipeline.CustomFactor
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:members:
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:member-order: groupwise
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.. autoclass:: zipline.pipeline.factors.Factor
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:members: top, bottom, rank, percentile_between, isnan, notnan, isfinite,
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eq, __add__, __sub__, __mul__, __div__, __mod__, __pow__, __lt__,
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__le__, __ne__, __ge__, __gt__
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:exclude-members: dtype
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:member-order: bysource
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.. autoclass:: zipline.pipeline.factors.Latest
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:members:
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.. autoclass:: zipline.pipeline.factors.MaxDrawdown
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:members:
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.. autoclass:: zipline.pipeline.factors.Returns
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:members:
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.. autoclass:: zipline.pipeline.factors.RSI
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:members:
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.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEarnings
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:members:
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.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
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:members:
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.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
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:members:
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.. autoclass:: zipline.pipeline.factors.VWAP
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:members:
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.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
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:members:
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.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
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:members:
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.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
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:members:
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.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
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:members:
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.. autoclass:: zipline.pipeline.factors.BollingerBands
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:members:
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.. autoclass:: zipline.pipeline.filters.Filter
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:members: __and__, __or__
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:exclude-members: dtype
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.. autoclass:: zipline.pipeline.data.EarningsCalendar
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:members: next_announcement, previous_announcement
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:undoc-members:
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.. autoclass:: zipline.pipeline.data.USEquityPricing
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:members: open, high, low, close, volume
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:undoc-members:
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Asset Metadata
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~~~~~~~~~~~~~~
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.. autoclass:: zipline.assets.Asset
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:members:
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.. autoclass:: zipline.assets.Equity
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:members:
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.. autoclass:: zipline.assets.Future
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:members:
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.. autoclass:: zipline.assets.AssetConvertible
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:members:
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Data API
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~~~~~~~~
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Writers
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```````
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.. autoclass:: zipline.data.minute_bars.BcolzMinuteBarWriter
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:members:
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.. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarWriter
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:members:
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.. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentWriter
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:members:
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.. autoclass:: zipline.assets.AssetDBWriter
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:members:
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Readers
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```````
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.. autoclass:: zipline.data.minute_bars.BcolzMinuteBarReader
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:members:
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.. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarReader
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:members:
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.. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentReader
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:members:
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.. autoclass:: zipline.assets.AssetFinder
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:members:
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.. autoclass:: zipline.assets.AssetFinderCachedEquities
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:members:
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Bundles
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```````
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.. autofunction:: zipline.data.bundles.register
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.. autofunction:: zipline.data.bundles.ingest(name, environ=os.environ, date=None, show_progress=True)
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.. autofunction:: zipline.data.bundles.load(name, environ=os.environ, date=None)
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.. autofunction:: zipline.data.bundles.unregister
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.. data:: zipline.data.bundles.bundles
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The bundles that have been registered as a mapping from bundle name to bundle
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data. This mapping is immutable and should only be updated through
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:func:`~zipline.data.bundles.register` or
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:func:`~zipline.data.bundles.unregister`.
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.. autofunction:: zipline.data.bundles.yahoo_equities
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Utilities
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~~~~~~~~~
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Caching
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```````
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.. autoclass:: zipline.utils.cache.CachedObject
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.. autoclass:: zipline.utils.cache.ExpiringCache
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.. autoclass:: zipline.utils.cache.dataframe_cache
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.. autoclass:: zipline.utils.cache.working_file
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.. autoclass:: zipline.utils.cache.working_dir
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Command Line
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````````````
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.. autofunction:: zipline.utils.cli.maybe_show_progress
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