BoghdadyJR/codesearch_python · Data Studio

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def set_symbol_lookup_date(self, dt): """Set the date for which symbols will be resolved to their assets (symbols may map to different firms or underlying assets at different times) Parameters ---------- dt : datetime The new symbol lookup date. """ ...
def order_percent(self, asset, percent, limit_price=None, stop_price=None, style=None): """Place an order in the specified asset corresponding to the given percent of the current portfolio value...
def order_target(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target number of shares. If the position doesn't already exist, this ...
def order_target_value(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target value. If the position doe...
def order_target_percent(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target percent of the current portfolio value. If the position doesn't already exist, this is equivalent to placing a new order. ...
def batch_market_order(self, share_counts): """Place a batch market order for multiple assets. Parameters ---------- share_counts : pd.Series[Asset -> int] Map from asset to number of shares to order for that asset. Returns ------- order_ids : pd.Ind...
def get_open_orders(self, asset=None): """Retrieve all of the current open orders. Parameters ---------- asset : Asset If passed and not None, return only the open orders for the given asset instead of all open orders. Returns ------- ope...
def get_order(self, order_id): """Lookup an order based on the order id returned from one of the order functions. Parameters ---------- order_id : str The unique identifier for the order. Returns ------- order : Order The order ob...
def cancel_order(self, order_param): """Cancel an open order. Parameters ---------- order_param : str or Order The order_id or order object to cancel. """ order_id = order_param if isinstance(order_param, zipline.protocol.Order): order_id ...
def history(self, bar_count, frequency, field, ffill=True): """DEPRECATED: use ``data.history`` instead. """ warnings.warn( "The `history` method is deprecated. Use `data.history` instead.", category=ZiplineDeprecationWarning, stacklevel=4 ) ...
def register_account_control(self, control): """ Register a new AccountControl to be checked on each bar. """ if self.initialized: raise RegisterAccountControlPostInit() self.account_controls.append(control)
def set_min_leverage(self, min_leverage, grace_period): """Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leverage for the algorithm. grace_period : pd.Timedelta The offset from the start date ...
def register_trading_control(self, control): """ Register a new TradingControl to be checked prior to order calls. """ if self.initialized: raise RegisterTradingControlPostInit() self.trading_controls.append(control)
def set_max_position_size(self, asset=None, max_shares=None, max_notional=None, on_error='fail'): """Set a limit on the number of shares and/or dollar value held for the given sid. Lim...
def set_max_order_size(self, asset=None, max_shares=None, max_notional=None, on_error='fail'): """Set a limit on the number of shares and/or dollar value of any single order placed for sid. Limit...
def set_max_order_count(self, max_count, on_error='fail'): """Set a limit on the number of orders that can be placed in a single day. Parameters ---------- max_count : int The maximum number of orders that can be placed on any single day. """ control ...
def set_asset_restrictions(self, restrictions, on_error='fail'): """Set a restriction on which assets can be ordered. Parameters ---------- restricted_list : Restrictions An object providing information about restricted assets. See Also -------- zipl...
def attach_pipeline(self, pipeline, name, chunks=None, eager=True): """Register a pipeline to be computed at the start of each day. Parameters ---------- pipeline : Pipeline The pipeline to have computed. name : str The name of the pipeline. chunk...
def pipeline_output(self, name): """Get the results of the pipeline that was attached with the name: ``name``. Parameters ---------- name : str Name of the pipeline for which results are requested. Returns ------- results : pd.DataFrame ...
def _pipeline_output(self, pipeline, chunks, name): """ Internal implementation of `pipeline_output`. """ today = normalize_date(self.get_datetime()) try: data = self._pipeline_cache.get(name, today) except KeyError: # Calculate the next block. ...
def run_pipeline(self, pipeline, start_session, chunksize): """ Compute `pipeline`, providing values for at least `start_date`. Produces a DataFrame containing data for days between `start_date` and `end_date`, where `end_date` is defined by: `end_date = min(start_date + ch...
def all_api_methods(cls): """ Return a list of all the TradingAlgorithm API methods. """ return [ fn for fn in itervalues(vars(cls)) if getattr(fn, 'is_api_method', False) ]
def bulleted_list(items, max_count=None, indent=2): """Format a bulleted list of values. """ if max_count is not None and len(items) > max_count: item_list = list(items) items = item_list[:max_count - 1] items.append('...') items.append(item_list[-1]) line_template = (" ...
def _expect_extra(expected, present, exc_unexpected, exc_missing, exc_args): """ Checks for the presence of an extra to the argument list. Raises expections if this is unexpected or if it is missing and expected. """ if present: if not expected: raise exc_unexpected(*exc_args) ...
def verify_callable_argspec(callable_, expected_args=Argument.ignore, expect_starargs=Argument.ignore, expect_kwargs=Argument.ignore): """ Checks the callable_ to make sure that it satisfies the given expectations. expec...
def parse_argspec(callable_): """ Takes a callable and returns a tuple with the list of Argument objects, the name of args, and the name of kwargs. If args or **kwargs is not present, it will be None. This returns a namedtuple called Argspec that has three fields named: ...
def is_restricted(self, assets, dt): """ An asset is restricted for all dts if it is in the static list. """ if isinstance(assets, Asset): return assets in self._restricted_set return pd.Series( index=pd.Index(assets), data=vectorized_is_elemen...
def is_restricted(self, assets, dt): """ Returns whether or not an asset or iterable of assets is restricted on a dt. """ if isinstance(assets, Asset): return self._is_restricted_for_asset(assets, dt) is_restricted = partial(self._is_restricted_for_asset, dt=...
def handle_splits(self, splits): """Processes a list of splits by modifying any positions as needed. Parameters ---------- splits: list A list of splits. Each split is a tuple of (asset, ratio). Returns ------- int: The leftover cash from fractional...
def earn_dividends(self, cash_dividends, stock_dividends): """Given a list of dividends whose ex_dates are all the next trading day, calculate and store the cash and/or stock payments to be paid on each dividend's pay date. Parameters ---------- cash_dividends : iterable...
def pay_dividends(self, next_trading_day): """ Returns a cash payment based on the dividends that should be paid out according to the accumulated bookkeeping of earned, unpaid, and stock dividends. """ net_cash_payment = 0.0 try: payments = self._unpa...
def stats(self): """The current status of the positions. Returns ------- stats : PositionStats The current stats position stats. Notes ----- This is cached, repeated access will not recompute the stats until the stats may have changed. ...
def process_transaction(self, transaction): """Add a transaction to ledger, updating the current state as needed. Parameters ---------- transaction : zp.Transaction The transaction to execute. """ asset = transaction.asset if isinstance(asset, Future)...
def process_splits(self, splits): """Processes a list of splits by modifying any positions as needed. Parameters ---------- splits: list[(Asset, float)] A list of splits. Each split is a tuple of (asset, ratio). """ leftover_cash = self.position_tracker.handl...
def process_order(self, order): """Keep track of an order that was placed. Parameters ---------- order : zp.Order The order to record. """ try: dt_orders = self._orders_by_modified[order.dt] except KeyError: self._orders_by_mod...
def process_commission(self, commission): """Process the commission. Parameters ---------- commission : zp.Event The commission being paid. """ asset = commission['asset'] cost = commission['cost'] self.position_tracker.handle_commission(asse...
def process_dividends(self, next_session, asset_finder, adjustment_reader): """Process dividends for the next session. This will earn us any dividends whose ex-date is the next session as well as paying out any dividends whose pay-date is the next session """ position_tracker = ...
def transactions(self, dt=None): """Retrieve the dict-form of all of the transactions in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up transactions for. If not passed, ...
def orders(self, dt=None): """Retrieve the dict-form of all of the orders in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up order for. If not passed, or None is explici...
def update_portfolio(self): """Force a computation of the current portfolio state. """ if not self._dirty_portfolio: return portfolio = self._portfolio pt = self.position_tracker portfolio.positions = pt.get_positions() position_stats = pt.stats ...
def override_account_fields(self, settled_cash=not_overridden, accrued_interest=not_overridden, buying_power=not_overridden, equity_with_loan=not_overridden, to...
def datashape_type_to_numpy(type_): """ Given a datashape type, return the associated numpy type. Maps datashape's DateTime type to numpy's `datetime64[ns]` dtype, since the numpy datetime returned by datashape isn't supported by pipeline. Parameters ---------- type_: datashape.coretypes.Ty...
def new_dataset(expr, missing_values, domain): """ Creates or returns a dataset from a blaze expression. Parameters ---------- expr : Expr The blaze expression representing the values. missing_values : frozenset((name, value) pairs Association pairs column name and missing_value...
def _check_resources(name, expr, resources): """Validate that the expression and resources passed match up. Parameters ---------- name : str The name of the argument we are checking. expr : Expr The potentially bound expr. resources The explicitly passed resources to com...
def _check_datetime_field(name, measure): """Check that a field is a datetime inside some measure. Parameters ---------- name : str The name of the field to check. measure : Record The record to check the field of. Raises ------ TypeError If the field is not a d...
def _get_metadata(field, expr, metadata_expr, no_metadata_rule): """Find the correct metadata expression for the expression. Parameters ---------- field : {'deltas', 'checkpoints'} The kind of metadata expr to lookup. expr : Expr The baseline expression. metadata_expr : Expr, 'a...
def _ensure_timestamp_field(dataset_expr, deltas, checkpoints): """Verify that the baseline and deltas expressions have a timestamp field. If there is not a ``TS_FIELD_NAME`` on either of the expressions, it will be copied from the ``AD_FIELD_NAME``. If one is provided, then we will verify that it is t...
def from_blaze(expr, deltas='auto', checkpoints='auto', loader=None, resources=None, odo_kwargs=None, missing_values=None, domain=GENERIC, no_deltas_rule='warn', no_checkpoints_rule='wa...
def bind_expression_to_resources(expr, resources): """ Bind a Blaze expression to resources. Parameters ---------- expr : bz.Expr The expression to which we want to bind resources. resources : dict[bz.Symbol -> any] Mapping from the loadable terms of ``expr`` to actual data reso...
def get_materialized_checkpoints(checkpoints, colnames, lower_dt, odo_kwargs): """ Computes a lower bound and a DataFrame checkpoints. Parameters ---------- checkpoints : Expr Bound blaze expression for a checkpoints table from which to get a computed lower bound. colnames : ite...
def ffill_query_in_range(expr, lower, upper, checkpoints=None, odo_kwargs=None, ts_field=TS_FIELD_NAME): """Query a blaze expression in a given time range properly forward filling from va...
def register_dataset(self, dataset, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a datset to a collection of blaze expressions. Parameters ---...
def register_column(self, column, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a single bound column to a collection of blaze expressions. The expressions n...
def merge_ownership_periods(mappings): """ Given a dict of mappings where the values are lists of OwnershipPeriod objects, returns a dict with the same structure with new OwnershipPeriod objects adjusted so that the periods have no gaps. Orders the periods chronologically, and pushes forward th...
def build_ownership_map(table, key_from_row, value_from_row): """ Builds a dict mapping to lists of OwnershipPeriods, from a db table. """ return _build_ownership_map_from_rows( sa.select(table.c).execute().fetchall(), key_from_row, value_from_row, )
def build_grouped_ownership_map(table, key_from_row, value_from_row, group_key): """ Builds a dict mapping group keys to maps of keys to to lists of OwnershipPeriods, from a db table. """ grouped_rows = g...
def _filter_kwargs(names, dict_): """Filter out kwargs from a dictionary. Parameters ---------- names : set[str] The names to select from ``dict_``. dict_ : dict[str, any] The dictionary to select from. Returns ------- kwargs : dict[str, any] ``dict_`` where the...
def _convert_asset_timestamp_fields(dict_): """ Takes in a dict of Asset init args and converts dates to pd.Timestamps """ for key in _asset_timestamp_fields & viewkeys(dict_): value = pd.Timestamp(dict_[key], tz='UTC') dict_[key] = None if isnull(value) else value return dict_
def was_active(reference_date_value, asset): """ Whether or not `asset` was active at the time corresponding to `reference_date_value`. Parameters ---------- reference_date_value : int Date, represented as nanoseconds since EPOCH, for which we want to know if `asset` was alive. ...
def lookup_asset_types(self, sids): """ Retrieve asset types for a list of sids. Parameters ---------- sids : list[int] Returns ------- types : dict[sid -> str or None] Asset types for the provided sids. """ found = {} ...
def retrieve_all(self, sids, default_none=False): """ Retrieve all assets in `sids`. Parameters ---------- sids : iterable of int Assets to retrieve. default_none : bool If True, return None for failed lookups. If False, raise `SidsNot...
def _select_most_recent_symbols_chunk(self, sid_group): """Retrieve the most recent symbol for a set of sids. Parameters ---------- sid_group : iterable[int] The sids to lookup. The length of this sequence must be less than or equal to SQLITE_MAX_VARIABLE_NUMBER ...
def _retrieve_assets(self, sids, asset_tbl, asset_type): """ Internal function for loading assets from a table. This should be the only method of `AssetFinder` that writes Assets into self._asset_cache. Parameters --------- sids : iterable of int Ass...
def _lookup_symbol_strict(self, ownership_map, multi_country, symbol, as_of_date): """ Resolve a symbol to an asset object without fuzzy matching. Parameters ---------...
def lookup_symbol(self, symbol, as_of_date, fuzzy=False, country_code=None): """Lookup an equity by symbol. Parameters ---------- symbol : str The ticker symbol to resolve. as_of_...
def lookup_symbols(self, symbols, as_of_date, fuzzy=False, country_code=None): """ Lookup a list of equities by symbol. Equivalent to:: [finder.lookup_symbol(s, as_of, fuzzy) for s in symbol...
def lookup_future_symbol(self, symbol): """Lookup a future contract by symbol. Parameters ---------- symbol : str The symbol of the desired contract. Returns ------- future : Future The future contract referenced by ``symbol``. R...
def get_supplementary_field(self, sid, field_name, as_of_date): """Get the value of a supplementary field for an asset. Parameters ---------- sid : int The sid of the asset to query. field_name : str Name of the supplementary field. as_of_date : p...
def _lookup_generic_scalar(self, obj, as_of_date, country_code, matches, missing): """ Convert asset_convertible to an asset. On success, ap...
def lookup_generic(self, obj, as_of_date, country_code): """ Convert an object into an Asset or sequence of Assets. This method exists primarily as a convenience for implementing user-facing APIs that can handle multiple kinds of input. It should not be used for internal code w...
def _compute_asset_lifetimes(self, country_codes): """ Compute and cache a recarray of asset lifetimes. """ equities_cols = self.equities.c if country_codes: buf = np.array( tuple( sa.select(( equities_cols.s...
def lifetimes(self, dates, include_start_date, country_codes): """ Compute a DataFrame representing asset lifetimes for the specified date range. Parameters ---------- dates : pd.DatetimeIndex The dates for which to compute lifetimes. include_start_da...
def equities_sids_for_country_code(self, country_code): """Return all of the sids for a given country. Parameters ---------- country_code : str An ISO 3166 alpha-2 country code. Returns ------- tuple[int] The sids whose exchanges are in t...
def load_raw_arrays(self, columns, start_date, end_date, assets): """ Parameters ---------- fields : list of str 'sid' start_dt: Timestamp Beginning of the window range. end_dt: Timestamp End of the window range. sids : list of in...
def get_value(self, continuous_future, dt, field): """ Retrieve the value at the given coordinates. Parameters ---------- sid : int The asset identifier. dt : pd.Timestamp The timestamp for the desired data point. field : string ...
def get_last_traded_dt(self, asset, dt): """ Get the latest minute on or before ``dt`` in which ``asset`` traded. If there are no trades on or before ``dt``, returns ``pd.NaT``. Parameters ---------- asset : zipline.asset.Asset The asset for which to get the...
def load_raw_arrays(self, columns, start_date, end_date, assets): """ Parameters ---------- fields : list of str 'open', 'high', 'low', 'close', or 'volume' start_dt: Timestamp Beginning of the window range. end_dt: Timestamp End of the wi...
def current_portfolio_weights(self): """ Compute each asset's weight in the portfolio by calculating its held value divided by the total value of all positions. Each equity's value is its price times the number of shares held. Each futures contract's value is its unit price time...
def __hosting_wechat_img(self, content_info, hosting_callback): """将微信明细中图片托管到云端，同时将html页面中的对应图片替换 Parameters ---------- content_info : dict 微信文章明细字典 { 'content_img_list': [], # 从微信文章解析出的原始图片列表 'content_html': '', # 从微信文章解析出文章的内容 }...
def get_gzh_info(self, wecgat_id_or_name, unlock_callback=None, identify_image_callback=None, decode_url=True): """获取公众号微信号 wechatid 的信息因为wechatid唯一确定，所以第一个就是要搜索的公众号 Parameters ---------- wecgat_id_or_name : str or unicode wechat_id or wechat_name unlock_ca...
def search_gzh(self, keyword, page=1, unlock_callback=None, identify_image_callback=None, decode_url=True): """搜索公众号对于出现验证码的情况，可以由使用者自己提供： 1、函数 unlock_callback ，这个函数 handle 出现验证码到解决的整个流程 2、也可以只提供函数 identify_image_callback，这个函数输入验证码二进制数据，输出验证码文字，剩下的由 wechatsogou 包来解决注...
def search_article(self, keyword, page=1, timesn=WechatSogouConst.search_article_time.anytime, article_type=WechatSogouConst.search_article_type.all, ft=None, et=None, unlock_callback=None, identify_image_callback=None, decode_u...
def get_gzh_article_by_history(self, keyword=None, url=None, unlock_callback_sogou=None, identify_image_callback_sogou=None, unlock_callback_weixin=None, identify_image_callback_we...
def get_gzh_article_by_hot(self, hot_index, page=1, unlock_callback=None, identify_image_callback=None): """获取首页热门文章 Parameters ---------- hot_index : WechatSogouConst.hot_index 首页热门文章的分类（常量）：WechatSogouConst.hot_index.xxx page : int 页数 Returns ...
def get_article_content(self, url, del_qqmusic=True, del_mpvoice=True, unlock_callback=None, identify_image_callback=None, hosting_callback=None, raw=False): """获取文章原文，避免临时链接失效 Parameters ---------- url : str or unicode 原文链接，临时链接 raw : boo...
def get_sugg(self, keyword): """获取微信搜狗搜索关键词联想 Parameters ---------- keyword : str or unicode 关键词 Returns ------- list[str] 联想关键词列表 Raises ------ WechatSogouRequestsException """ url = 'http://w.sug...
def unlock_sogou_callback_example(url, req, resp, img, identify_image_callback): """手动打码解锁 Parameters ---------- url : str or unicode 验证码页面之前的 url req : requests.sessions.Session requests.Session() 供调用解锁 resp : requests.models.Response requests 访问页面返回的，已经跳转了 img : b...
def unlock_weixin_callback_example(url, req, resp, img, identify_image_callback): """手动打码解锁 Parameters ---------- url : str or unicode 验证码页面之前的 url req : requests.sessions.Session requests.Session() 供调用解锁 resp : requests.models.Response requests 访问页面返回的，已经跳转了 img : ...
def gen_search_article_url(keyword, page=1, timesn=WechatSogouConst.search_article_time.anytime, article_type=WechatSogouConst.search_article_type.all, ft=None, et=None): """拼接搜索文章 URL Parameters ---------- keyword : str or unicode 搜索文字 ...
def gen_search_gzh_url(keyword, page=1): """拼接搜索公众号 URL Parameters ---------- keyword : str or unicode 搜索文字 page : int, optional 页数 the default is 1 Returns ------- str search_gzh_url """ assert isinst...
def gen_hot_url(hot_index, page=1): """拼接首页热门文章 URL Parameters ---------- hot_index : WechatSogouConst.hot_index 首页热门文章的分类（常量）：WechatSogouConst.hot_index.xxx page : int 页数 Returns ------- str 热门文章分类的url """ ...
def get_first_of_element(element, sub, contype=None): """抽取lxml.etree库中elem对象中文字 Args: element: lxml.etree.Element sub: str Returns: elem中文字 """ content = element.xpath(sub) return list_or_empty(content, contype)
def get_encoding_from_reponse(r): """获取requests库get或post返回的对象编码 Args: r: requests库get或post返回的对象 Returns: 对象编码 """ encoding = requests.utils.get_encodings_from_content(r.text) return encoding[0] if encoding else requests.utils.get_encoding_from_headers(r.headers)
def _replace_str_html(s): """替换html‘"’等转义内容为正常内容 Args: s: 文字内容 Returns: s: 处理反转义后的文字 """ html_str_list = [ (''', '\''), ('"', '"'), ('&', '&'), ('¥', '¥'), ('amp;', ''), ('<', '<'), ('>', '>'), ...
def get_gzh_by_search(text): """从搜索公众号获得的文本提取公众号信息 Parameters ---------- text : str or unicode 搜索公众号获得的文本 Returns ------- list[dict] { 'open_id': '', # 微信号唯一ID 'profile_url': '', # 最近10条群发页链接 ...
def get_article_by_search(text): """从搜索文章获得的文本提取章列表信息 Parameters ---------- text : str or unicode 搜索文章获得的文本 Returns ------- list[dict] { 'article': { 'title': '', # 文章标题 'url': '',...
def get_gzh_info_by_history(text): """从历史消息页的文本提取公众号信息 Parameters ---------- text : str or unicode 历史消息页的文本 Returns ------- dict { 'wechat_name': '', # 名称 'wechat_id': '', # 微信id 'introd...
def get_article_by_history_json(text, article_json=None): """从历史消息页的文本提取文章列表信息 Parameters ---------- text : str or unicode 历史消息页的文本 article_json : dict 历史消息页的文本提取出来的文章json dict Returns ------- list[dict] { ...
def get_gzh_article_by_hot(text): """从首页热门搜索提取公众号信息和文章列表信息 Parameters ---------- text : str or unicode 首页热门搜索页中某一页的文本 Returns ------- list[dict] { 'gzh': { 'headimage': str, # 公众号头像 ...
def get_article_detail(text, del_qqmusic=True, del_voice=True): """根据微信文章的临时链接获取明细 1. 获取文本中所有的图片链接列表 2. 获取微信文章的html内容页面(去除标题等信息) Parameters ---------- text : str or unicode 一篇微信文章的文本 del_qqmusic: bool 删除文章中的qq音乐 del_voice: bool ...

def set_symbol_lookup_date(self, dt): """Set the date for which symbols will be resolved to their assets (symbols may map to different firms or underlying assets at different times) Parameters ---------- dt : datetime The new symbol lookup date. """ ...

def order_percent(self, asset, percent, limit_price=None, stop_price=None, style=None): """Place an order in the specified asset corresponding to the given percent of the current portfolio value...

def order_target(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target number of shares. If the position doesn't already exist, this ...

def order_target_value(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target value. If the position doe...

def order_target_percent(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target percent of the current portfolio value. If the position doesn't already exist, this is equivalent to placing a new order. ...

def batch_market_order(self, share_counts): """Place a batch market order for multiple assets. Parameters ---------- share_counts : pd.Series[Asset -> int] Map from asset to number of shares to order for that asset. Returns ------- order_ids : pd.Ind...

def get_open_orders(self, asset=None): """Retrieve all of the current open orders. Parameters ---------- asset : Asset If passed and not None, return only the open orders for the given asset instead of all open orders. Returns ------- ope...

def get_order(self, order_id): """Lookup an order based on the order id returned from one of the order functions. Parameters ---------- order_id : str The unique identifier for the order. Returns ------- order : Order The order ob...

def cancel_order(self, order_param): """Cancel an open order. Parameters ---------- order_param : str or Order The order_id or order object to cancel. """ order_id = order_param if isinstance(order_param, zipline.protocol.Order): order_id ...

def history(self, bar_count, frequency, field, ffill=True): """DEPRECATED: use ``data.history`` instead. """ warnings.warn( "The `history` method is deprecated. Use `data.history` instead.", category=ZiplineDeprecationWarning, stacklevel=4 ) ...

def register_account_control(self, control): """ Register a new AccountControl to be checked on each bar. """ if self.initialized: raise RegisterAccountControlPostInit() self.account_controls.append(control)

def set_min_leverage(self, min_leverage, grace_period): """Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leverage for the algorithm. grace_period : pd.Timedelta The offset from the start date ...

def register_trading_control(self, control): """ Register a new TradingControl to be checked prior to order calls. """ if self.initialized: raise RegisterTradingControlPostInit() self.trading_controls.append(control)

def set_max_position_size(self, asset=None, max_shares=None, max_notional=None, on_error='fail'): """Set a limit on the number of shares and/or dollar value held for the given sid. Lim...

def set_max_order_size(self, asset=None, max_shares=None, max_notional=None, on_error='fail'): """Set a limit on the number of shares and/or dollar value of any single order placed for sid. Limit...

def set_max_order_count(self, max_count, on_error='fail'): """Set a limit on the number of orders that can be placed in a single day. Parameters ---------- max_count : int The maximum number of orders that can be placed on any single day. """ control ...

def set_asset_restrictions(self, restrictions, on_error='fail'): """Set a restriction on which assets can be ordered. Parameters ---------- restricted_list : Restrictions An object providing information about restricted assets. See Also -------- zipl...

def attach_pipeline(self, pipeline, name, chunks=None, eager=True): """Register a pipeline to be computed at the start of each day. Parameters ---------- pipeline : Pipeline The pipeline to have computed. name : str The name of the pipeline. chunk...

def pipeline_output(self, name): """Get the results of the pipeline that was attached with the name: ``name``. Parameters ---------- name : str Name of the pipeline for which results are requested. Returns ------- results : pd.DataFrame ...

def _pipeline_output(self, pipeline, chunks, name): """ Internal implementation of `pipeline_output`. """ today = normalize_date(self.get_datetime()) try: data = self._pipeline_cache.get(name, today) except KeyError: # Calculate the next block. ...

def run_pipeline(self, pipeline, start_session, chunksize): """ Compute `pipeline`, providing values for at least `start_date`. Produces a DataFrame containing data for days between `start_date` and `end_date`, where `end_date` is defined by: `end_date = min(start_date + ch...

def all_api_methods(cls): """ Return a list of all the TradingAlgorithm API methods. """ return [ fn for fn in itervalues(vars(cls)) if getattr(fn, 'is_api_method', False) ]

def bulleted_list(items, max_count=None, indent=2): """Format a bulleted list of values. """ if max_count is not None and len(items) > max_count: item_list = list(items) items = item_list[:max_count - 1] items.append('...') items.append(item_list[-1]) line_template = (" ...

def _expect_extra(expected, present, exc_unexpected, exc_missing, exc_args): """ Checks for the presence of an extra to the argument list. Raises expections if this is unexpected or if it is missing and expected. """ if present: if not expected: raise exc_unexpected(*exc_args) ...

def verify_callable_argspec(callable_, expected_args=Argument.ignore, expect_starargs=Argument.ignore, expect_kwargs=Argument.ignore): """ Checks the callable_ to make sure that it satisfies the given expectations. expec...

def parse_argspec(callable_): """ Takes a callable and returns a tuple with the list of Argument objects, the name of *args, and the name of **kwargs. If *args or **kwargs is not present, it will be None. This returns a namedtuple called Argspec that has three fields named: ...

def is_restricted(self, assets, dt): """ An asset is restricted for all dts if it is in the static list. """ if isinstance(assets, Asset): return assets in self._restricted_set return pd.Series( index=pd.Index(assets), data=vectorized_is_elemen...

def is_restricted(self, assets, dt): """ Returns whether or not an asset or iterable of assets is restricted on a dt. """ if isinstance(assets, Asset): return self._is_restricted_for_asset(assets, dt) is_restricted = partial(self._is_restricted_for_asset, dt=...

def handle_splits(self, splits): """Processes a list of splits by modifying any positions as needed. Parameters ---------- splits: list A list of splits. Each split is a tuple of (asset, ratio). Returns ------- int: The leftover cash from fractional...

def earn_dividends(self, cash_dividends, stock_dividends): """Given a list of dividends whose ex_dates are all the next trading day, calculate and store the cash and/or stock payments to be paid on each dividend's pay date. Parameters ---------- cash_dividends : iterable...

def pay_dividends(self, next_trading_day): """ Returns a cash payment based on the dividends that should be paid out according to the accumulated bookkeeping of earned, unpaid, and stock dividends. """ net_cash_payment = 0.0 try: payments = self._unpa...

def stats(self): """The current status of the positions. Returns ------- stats : PositionStats The current stats position stats. Notes ----- This is cached, repeated access will not recompute the stats until the stats may have changed. ...

def process_transaction(self, transaction): """Add a transaction to ledger, updating the current state as needed. Parameters ---------- transaction : zp.Transaction The transaction to execute. """ asset = transaction.asset if isinstance(asset, Future)...

def process_splits(self, splits): """Processes a list of splits by modifying any positions as needed. Parameters ---------- splits: list[(Asset, float)] A list of splits. Each split is a tuple of (asset, ratio). """ leftover_cash = self.position_tracker.handl...

def process_order(self, order): """Keep track of an order that was placed. Parameters ---------- order : zp.Order The order to record. """ try: dt_orders = self._orders_by_modified[order.dt] except KeyError: self._orders_by_mod...

def process_commission(self, commission): """Process the commission. Parameters ---------- commission : zp.Event The commission being paid. """ asset = commission['asset'] cost = commission['cost'] self.position_tracker.handle_commission(asse...

def process_dividends(self, next_session, asset_finder, adjustment_reader): """Process dividends for the next session. This will earn us any dividends whose ex-date is the next session as well as paying out any dividends whose pay-date is the next session """ position_tracker = ...

def transactions(self, dt=None): """Retrieve the dict-form of all of the transactions in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up transactions for. If not passed, ...

def orders(self, dt=None): """Retrieve the dict-form of all of the orders in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up order for. If not passed, or None is explici...

def update_portfolio(self): """Force a computation of the current portfolio state. """ if not self._dirty_portfolio: return portfolio = self._portfolio pt = self.position_tracker portfolio.positions = pt.get_positions() position_stats = pt.stats ...

def override_account_fields(self, settled_cash=not_overridden, accrued_interest=not_overridden, buying_power=not_overridden, equity_with_loan=not_overridden, to...

def datashape_type_to_numpy(type_): """ Given a datashape type, return the associated numpy type. Maps datashape's DateTime type to numpy's `datetime64[ns]` dtype, since the numpy datetime returned by datashape isn't supported by pipeline. Parameters ---------- type_: datashape.coretypes.Ty...

def new_dataset(expr, missing_values, domain): """ Creates or returns a dataset from a blaze expression. Parameters ---------- expr : Expr The blaze expression representing the values. missing_values : frozenset((name, value) pairs Association pairs column name and missing_value...

def _check_resources(name, expr, resources): """Validate that the expression and resources passed match up. Parameters ---------- name : str The name of the argument we are checking. expr : Expr The potentially bound expr. resources The explicitly passed resources to com...

def _check_datetime_field(name, measure): """Check that a field is a datetime inside some measure. Parameters ---------- name : str The name of the field to check. measure : Record The record to check the field of. Raises ------ TypeError If the field is not a d...

def _get_metadata(field, expr, metadata_expr, no_metadata_rule): """Find the correct metadata expression for the expression. Parameters ---------- field : {'deltas', 'checkpoints'} The kind of metadata expr to lookup. expr : Expr The baseline expression. metadata_expr : Expr, 'a...

def _ensure_timestamp_field(dataset_expr, deltas, checkpoints): """Verify that the baseline and deltas expressions have a timestamp field. If there is not a ``TS_FIELD_NAME`` on either of the expressions, it will be copied from the ``AD_FIELD_NAME``. If one is provided, then we will verify that it is t...

def from_blaze(expr, deltas='auto', checkpoints='auto', loader=None, resources=None, odo_kwargs=None, missing_values=None, domain=GENERIC, no_deltas_rule='warn', no_checkpoints_rule='wa...

def bind_expression_to_resources(expr, resources): """ Bind a Blaze expression to resources. Parameters ---------- expr : bz.Expr The expression to which we want to bind resources. resources : dict[bz.Symbol -> any] Mapping from the loadable terms of ``expr`` to actual data reso...

def get_materialized_checkpoints(checkpoints, colnames, lower_dt, odo_kwargs): """ Computes a lower bound and a DataFrame checkpoints. Parameters ---------- checkpoints : Expr Bound blaze expression for a checkpoints table from which to get a computed lower bound. colnames : ite...

def ffill_query_in_range(expr, lower, upper, checkpoints=None, odo_kwargs=None, ts_field=TS_FIELD_NAME): """Query a blaze expression in a given time range properly forward filling from va...

def register_dataset(self, dataset, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a datset to a collection of blaze expressions. Parameters ---...

def register_column(self, column, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a single bound column to a collection of blaze expressions. The expressions n...

def merge_ownership_periods(mappings): """ Given a dict of mappings where the values are lists of OwnershipPeriod objects, returns a dict with the same structure with new OwnershipPeriod objects adjusted so that the periods have no gaps. Orders the periods chronologically, and pushes forward th...

def build_ownership_map(table, key_from_row, value_from_row): """ Builds a dict mapping to lists of OwnershipPeriods, from a db table. """ return _build_ownership_map_from_rows( sa.select(table.c).execute().fetchall(), key_from_row, value_from_row, )

def build_grouped_ownership_map(table, key_from_row, value_from_row, group_key): """ Builds a dict mapping group keys to maps of keys to to lists of OwnershipPeriods, from a db table. """ grouped_rows = g...

def _filter_kwargs(names, dict_): """Filter out kwargs from a dictionary. Parameters ---------- names : set[str] The names to select from ``dict_``. dict_ : dict[str, any] The dictionary to select from. Returns ------- kwargs : dict[str, any] ``dict_`` where the...

def _convert_asset_timestamp_fields(dict_): """ Takes in a dict of Asset init args and converts dates to pd.Timestamps """ for key in _asset_timestamp_fields & viewkeys(dict_): value = pd.Timestamp(dict_[key], tz='UTC') dict_[key] = None if isnull(value) else value return dict_

def was_active(reference_date_value, asset): """ Whether or not `asset` was active at the time corresponding to `reference_date_value`. Parameters ---------- reference_date_value : int Date, represented as nanoseconds since EPOCH, for which we want to know if `asset` was alive. ...

def lookup_asset_types(self, sids): """ Retrieve asset types for a list of sids. Parameters ---------- sids : list[int] Returns ------- types : dict[sid -> str or None] Asset types for the provided sids. """ found = {} ...

def retrieve_all(self, sids, default_none=False): """ Retrieve all assets in `sids`. Parameters ---------- sids : iterable of int Assets to retrieve. default_none : bool If True, return None for failed lookups. If False, raise `SidsNot...

def _select_most_recent_symbols_chunk(self, sid_group): """Retrieve the most recent symbol for a set of sids. Parameters ---------- sid_group : iterable[int] The sids to lookup. The length of this sequence must be less than or equal to SQLITE_MAX_VARIABLE_NUMBER ...

def _retrieve_assets(self, sids, asset_tbl, asset_type): """ Internal function for loading assets from a table. This should be the only method of `AssetFinder` that writes Assets into self._asset_cache. Parameters --------- sids : iterable of int Ass...

def _lookup_symbol_strict(self, ownership_map, multi_country, symbol, as_of_date): """ Resolve a symbol to an asset object without fuzzy matching. Parameters ---------...

def lookup_symbol(self, symbol, as_of_date, fuzzy=False, country_code=None): """Lookup an equity by symbol. Parameters ---------- symbol : str The ticker symbol to resolve. as_of_...

def lookup_symbols(self, symbols, as_of_date, fuzzy=False, country_code=None): """ Lookup a list of equities by symbol. Equivalent to:: [finder.lookup_symbol(s, as_of, fuzzy) for s in symbol...

def lookup_future_symbol(self, symbol): """Lookup a future contract by symbol. Parameters ---------- symbol : str The symbol of the desired contract. Returns ------- future : Future The future contract referenced by ``symbol``. R...

def get_supplementary_field(self, sid, field_name, as_of_date): """Get the value of a supplementary field for an asset. Parameters ---------- sid : int The sid of the asset to query. field_name : str Name of the supplementary field. as_of_date : p...

def _lookup_generic_scalar(self, obj, as_of_date, country_code, matches, missing): """ Convert asset_convertible to an asset. On success, ap...

def lookup_generic(self, obj, as_of_date, country_code): """ Convert an object into an Asset or sequence of Assets. This method exists primarily as a convenience for implementing user-facing APIs that can handle multiple kinds of input. It should not be used for internal code w...

def _compute_asset_lifetimes(self, country_codes): """ Compute and cache a recarray of asset lifetimes. """ equities_cols = self.equities.c if country_codes: buf = np.array( tuple( sa.select(( equities_cols.s...

def lifetimes(self, dates, include_start_date, country_codes): """ Compute a DataFrame representing asset lifetimes for the specified date range. Parameters ---------- dates : pd.DatetimeIndex The dates for which to compute lifetimes. include_start_da...

def equities_sids_for_country_code(self, country_code): """Return all of the sids for a given country. Parameters ---------- country_code : str An ISO 3166 alpha-2 country code. Returns ------- tuple[int] The sids whose exchanges are in t...

def load_raw_arrays(self, columns, start_date, end_date, assets): """ Parameters ---------- fields : list of str 'sid' start_dt: Timestamp Beginning of the window range. end_dt: Timestamp End of the window range. sids : list of in...

def get_value(self, continuous_future, dt, field): """ Retrieve the value at the given coordinates. Parameters ---------- sid : int The asset identifier. dt : pd.Timestamp The timestamp for the desired data point. field : string ...

def get_last_traded_dt(self, asset, dt): """ Get the latest minute on or before ``dt`` in which ``asset`` traded. If there are no trades on or before ``dt``, returns ``pd.NaT``. Parameters ---------- asset : zipline.asset.Asset The asset for which to get the...

def load_raw_arrays(self, columns, start_date, end_date, assets): """ Parameters ---------- fields : list of str 'open', 'high', 'low', 'close', or 'volume' start_dt: Timestamp Beginning of the window range. end_dt: Timestamp End of the wi...

def current_portfolio_weights(self): """ Compute each asset's weight in the portfolio by calculating its held value divided by the total value of all positions. Each equity's value is its price times the number of shares held. Each futures contract's value is its unit price time...

def __hosting_wechat_img(self, content_info, hosting_callback): """将微信明细中图片托管到云端，同时将html页面中的对应图片替换 Parameters ---------- content_info : dict 微信文章明细字典 { 'content_img_list': [], # 从微信文章解析出的原始图片列表 'content_html': '', # 从微信文章解析出文章的内容 }...

def get_gzh_info(self, wecgat_id_or_name, unlock_callback=None, identify_image_callback=None, decode_url=True): """获取公众号微信号 wechatid 的信息因为wechatid唯一确定，所以第一个就是要搜索的公众号 Parameters ---------- wecgat_id_or_name : str or unicode wechat_id or wechat_name unlock_ca...

def search_gzh(self, keyword, page=1, unlock_callback=None, identify_image_callback=None, decode_url=True): """搜索公众号对于出现验证码的情况，可以由使用者自己提供： 1、函数 unlock_callback ，这个函数 handle 出现验证码到解决的整个流程 2、也可以只提供函数 identify_image_callback，这个函数输入验证码二进制数据，输出验证码文字，剩下的由 wechatsogou 包来解决注...

def search_article(self, keyword, page=1, timesn=WechatSogouConst.search_article_time.anytime, article_type=WechatSogouConst.search_article_type.all, ft=None, et=None, unlock_callback=None, identify_image_callback=None, decode_u...

def get_gzh_article_by_history(self, keyword=None, url=None, unlock_callback_sogou=None, identify_image_callback_sogou=None, unlock_callback_weixin=None, identify_image_callback_we...

def get_gzh_article_by_hot(self, hot_index, page=1, unlock_callback=None, identify_image_callback=None): """获取首页热门文章 Parameters ---------- hot_index : WechatSogouConst.hot_index 首页热门文章的分类（常量）：WechatSogouConst.hot_index.xxx page : int 页数 Returns ...

def get_article_content(self, url, del_qqmusic=True, del_mpvoice=True, unlock_callback=None, identify_image_callback=None, hosting_callback=None, raw=False): """获取文章原文，避免临时链接失效 Parameters ---------- url : str or unicode 原文链接，临时链接 raw : boo...

def get_sugg(self, keyword): """获取微信搜狗搜索关键词联想 Parameters ---------- keyword : str or unicode 关键词 Returns ------- list[str] 联想关键词列表 Raises ------ WechatSogouRequestsException """ url = 'http://w.sug...

def unlock_sogou_callback_example(url, req, resp, img, identify_image_callback): """手动打码解锁 Parameters ---------- url : str or unicode 验证码页面之前的 url req : requests.sessions.Session requests.Session() 供调用解锁 resp : requests.models.Response requests 访问页面返回的，已经跳转了 img : b...

def unlock_weixin_callback_example(url, req, resp, img, identify_image_callback): """手动打码解锁 Parameters ---------- url : str or unicode 验证码页面之前的 url req : requests.sessions.Session requests.Session() 供调用解锁 resp : requests.models.Response requests 访问页面返回的，已经跳转了 img : ...

def gen_search_article_url(keyword, page=1, timesn=WechatSogouConst.search_article_time.anytime, article_type=WechatSogouConst.search_article_type.all, ft=None, et=None): """拼接搜索文章 URL Parameters ---------- keyword : str or unicode 搜索文字 ...

def gen_search_gzh_url(keyword, page=1): """拼接搜索公众号 URL Parameters ---------- keyword : str or unicode 搜索文字 page : int, optional 页数 the default is 1 Returns ------- str search_gzh_url """ assert isinst...

def gen_hot_url(hot_index, page=1): """拼接首页热门文章 URL Parameters ---------- hot_index : WechatSogouConst.hot_index 首页热门文章的分类（常量）：WechatSogouConst.hot_index.xxx page : int 页数 Returns ------- str 热门文章分类的url """ ...

def get_first_of_element(element, sub, contype=None): """抽取lxml.etree库中elem对象中文字 Args: element: lxml.etree.Element sub: str Returns: elem中文字 """ content = element.xpath(sub) return list_or_empty(content, contype)

def get_encoding_from_reponse(r): """获取requests库get或post返回的对象编码 Args: r: requests库get或post返回的对象 Returns: 对象编码 """ encoding = requests.utils.get_encodings_from_content(r.text) return encoding[0] if encoding else requests.utils.get_encoding_from_headers(r.headers)

def _replace_str_html(s): """替换html‘"’等转义内容为正常内容 Args: s: 文字内容 Returns: s: 处理反转义后的文字 """ html_str_list = [ (''', '\''), ('"', '"'), ('&', '&'), ('¥', '¥'), ('amp;', ''), ('<', '<'), ('>', '>'), ...

def get_gzh_by_search(text): """从搜索公众号获得的文本提取公众号信息 Parameters ---------- text : str or unicode 搜索公众号获得的文本 Returns ------- list[dict] { 'open_id': '', # 微信号唯一ID 'profile_url': '', # 最近10条群发页链接 ...

def get_article_by_search(text): """从搜索文章获得的文本提取章列表信息 Parameters ---------- text : str or unicode 搜索文章获得的文本 Returns ------- list[dict] { 'article': { 'title': '', # 文章标题 'url': '',...

def get_gzh_info_by_history(text): """从历史消息页的文本提取公众号信息 Parameters ---------- text : str or unicode 历史消息页的文本 Returns ------- dict { 'wechat_name': '', # 名称 'wechat_id': '', # 微信id 'introd...

def get_article_by_history_json(text, article_json=None): """从历史消息页的文本提取文章列表信息 Parameters ---------- text : str or unicode 历史消息页的文本 article_json : dict 历史消息页的文本提取出来的文章json dict Returns ------- list[dict] { ...

def get_gzh_article_by_hot(text): """从首页热门搜索提取公众号信息和文章列表信息 Parameters ---------- text : str or unicode 首页热门搜索页中某一页的文本 Returns ------- list[dict] { 'gzh': { 'headimage': str, # 公众号头像 ...

def get_article_detail(text, del_qqmusic=True, del_voice=True): """根据微信文章的临时链接获取明细 1. 获取文本中所有的图片链接列表 2. 获取微信文章的html内容页面(去除标题等信息) Parameters ---------- text : str or unicode 一篇微信文章的文本 del_qqmusic: bool 删除文章中的qq音乐 del_voice: bool ...