mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 13:00:23 +08:00
Joe Jevnik
181 lines
4.2 KiB
ReStructuredText
181 lines
4.2 KiB
ReStructuredText
API Reference
|
|
-------------
|
|
|
|
Running a Backtest
|
|
~~~~~~~~~~~~~~~~~~
|
|
|
|
.. autofunction:: zipline.run_algorithm(...)
|
|
|
|
Algorithm API
|
|
~~~~~~~~~~~~~
|
|
|
|
The following methods are available for use in the ``initialize``,
|
|
``handle_data``, and ``before_trading_start`` API functions.
|
|
|
|
In all listed functions, the ``self`` argument is implicitly the
|
|
currently-executing :class:`~zipline.algorithm.TradingAlgorithm` instance.
|
|
|
|
.. automodule:: zipline.api
|
|
:members:
|
|
|
|
.. autoclass:: zipline.algorithm.TradingAlgorithm
|
|
|
|
Pipeline API
|
|
~~~~~~~~~~~~
|
|
|
|
.. autoclass:: zipline.pipeline.Pipeline
|
|
:members:
|
|
:member-order: groupwise
|
|
|
|
.. autoclass:: zipline.pipeline.CustomFactor
|
|
:members:
|
|
:member-order: groupwise
|
|
|
|
.. autoclass:: zipline.pipeline.factors.Factor
|
|
:members: top, bottom, rank, percentile_between, isnan, notnan, isfinite,
|
|
eq, __add__, __sub__, __mul__, __div__, __mod__, __pow__, __lt__,
|
|
__le__, __ne__, __ge__, __gt__
|
|
:exclude-members: dtype
|
|
:member-order: bysource
|
|
|
|
.. autoclass:: zipline.pipeline.factors.Latest
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.MaxDrawdown
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.Returns
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.RSI
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEarnings
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.VWAP
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.factors.BollingerBands
|
|
:members:
|
|
|
|
.. autoclass:: zipline.pipeline.filters.Filter
|
|
:members: __and__, __or__
|
|
:exclude-members: dtype
|
|
|
|
.. autoclass:: zipline.pipeline.data.EarningsCalendar
|
|
:members: next_announcement, previous_announcement
|
|
:undoc-members:
|
|
|
|
.. autoclass:: zipline.pipeline.data.USEquityPricing
|
|
:members: open, high, low, close, volume
|
|
:undoc-members:
|
|
|
|
|
|
Asset Metadata
|
|
~~~~~~~~~~~~~~
|
|
|
|
.. autoclass:: zipline.assets.Asset
|
|
:members:
|
|
|
|
.. autoclass:: zipline.assets.Equity
|
|
:members:
|
|
|
|
.. autoclass:: zipline.assets.Future
|
|
:members:
|
|
|
|
.. autoclass:: zipline.assets.AssetConvertible
|
|
:members:
|
|
|
|
Data API
|
|
~~~~~~~~
|
|
|
|
Writers
|
|
```````
|
|
.. autoclass:: zipline.data.minute_bars.BcolzMinuteBarWriter
|
|
:members:
|
|
|
|
.. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarWriter
|
|
:members:
|
|
|
|
.. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentWriter
|
|
:members:
|
|
|
|
.. autoclass:: zipline.assets.AssetDBWriter
|
|
:members:
|
|
|
|
Readers
|
|
```````
|
|
.. autoclass:: zipline.data.minute_bars.BcolzMinuteBarReader
|
|
:members:
|
|
|
|
.. autoclass:: zipline.data.us_equity_pricing.BcolzDailyBarReader
|
|
:members:
|
|
|
|
.. autoclass:: zipline.data.us_equity_pricing.SQLiteAdjustmentReader
|
|
:members:
|
|
|
|
.. autoclass:: zipline.assets.AssetFinder
|
|
:members:
|
|
|
|
.. autoclass:: zipline.assets.AssetFinderCachedEquities
|
|
:members:
|
|
|
|
Bundles
|
|
```````
|
|
.. autofunction:: zipline.data.bundles.register
|
|
|
|
.. autofunction:: zipline.data.bundles.ingest(name, environ=os.environ, date=None, show_progress=True)
|
|
|
|
.. autofunction:: zipline.data.bundles.load(name, environ=os.environ, date=None)
|
|
|
|
.. autofunction:: zipline.data.bundles.unregister
|
|
|
|
.. data:: zipline.data.bundles.bundles
|
|
|
|
The bundles that have been registered as a mapping from bundle name to bundle
|
|
data. This mapping is immutable and should only be updated through
|
|
:func:`~zipline.data.bundles.register` or
|
|
:func:`~zipline.data.bundles.unregister`.
|
|
|
|
.. autofunction:: zipline.data.bundles.yahoo_equities
|
|
|
|
|
|
Utilities
|
|
~~~~~~~~~
|
|
|
|
Caching
|
|
```````
|
|
|
|
.. autoclass:: zipline.utils.cache.CachedObject
|
|
|
|
.. autoclass:: zipline.utils.cache.ExpiringCache
|
|
|
|
.. autoclass:: zipline.utils.cache.dataframe_cache
|
|
|
|
.. autoclass:: zipline.utils.cache.working_file
|
|
|
|
.. autoclass:: zipline.utils.cache.working_dir
|
|
|
|
Command Line
|
|
````````````
|
|
.. autofunction:: zipline.utils.cli.maybe_show_progress
|