mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-02 15:38:01 +08:00
Joe Jevnik
3c37704a5b
schedule_function takes a date rule, a time rule, and a function and will call the function, passing context and data only when the two rules fire. This allows for code that is conditional to the datetime of the algo. This is implemented internally with `Event` objects which are pairings of `EventRule`s and callbacks. handle_data becomes a special event with a rule that always fires. This makes the logic for handling events more complete and compact.
42 lines
1.1 KiB
Python
42 lines
1.1 KiB
Python
#
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# Copyright 2014 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# Note that part of the API is implemented in TradingAlgorithm as
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# methods (e.g. order). These are added to this namespace via the
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# decorator `api_methods` inside of algorithm.py.
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import zipline
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from .finance import (commission, slippage)
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from .utils import math_utils, events
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from zipline.finance.slippage import (
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FixedSlippage,
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VolumeShareSlippage,
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)
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batch_transform = zipline.transforms.BatchTransform
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__all__ = [
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'slippage',
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'commission',
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'events',
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'math_utils',
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'batch_transform',
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'FixedSlippage',
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'VolumeShareSlippage'
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]
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