zipline.run_algorithm(...)
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 ~zipline.algorithm.TradingAlgorithm instance.
zipline.protocol.BarData
zipline.api.schedule_function
zipline.api.date_rules
zipline.api.time_rules
zipline.api.order
zipline.api.order_value
zipline.api.order_percent
zipline.api.order_target
zipline.api.order_target_value
zipline.api.order_target_percent
zipline.finance.execution.ExecutionStyle
zipline.finance.execution.MarketOrder
zipline.finance.execution.LimitOrder
zipline.finance.execution.StopOrder
zipline.finance.execution.StopLimitOrder
zipline.api.get_order
zipline.api.get_open_orders
zipline.api.cancel_order
zipline.api.set_cancel_policy
zipline.finance.cancel_policy.CancelPolicy
zipline.api.EODCancel
zipline.api.NeverCancel
zipline.api.symbol
zipline.api.symbols
zipline.api.future_symbol
zipline.api.set_symbol_lookup_date
zipline.api.sid
Zipline provides trading controls to help ensure that the algorithm is performing as expected. The functions help protect the algorithm from certian bugs that could cause undesirable behavior when trading with real money.
zipline.api.set_do_not_order_list
zipline.api.set_long_only
zipline.api.set_max_leverage
zipline.api.set_max_order_count
zipline.api.set_max_order_size
zipline.api.set_max_position_size
zipline.api.set_benchmark
zipline.api.set_commission
zipline.finance.commission.CommissionModel
zipline.finance.commission.PerShare
zipline.finance.commission.PerTrade
zipline.finance.commission.PerDollar
zipline.api.set_slippage
zipline.finance.slippage.SlippageModel
zipline.finance.slippage.FixedSlippage
zipline.finance.slippage.VolumeShareSlippage
For more information, see pipeline-api
zipline.api.attach_pipeline
zipline.api.pipeline_output
zipline.api.record
zipline.api.get_environment
zipline.api.fetch_csv
zipline.pipeline.Pipeline
zipline.pipeline.CustomFactor
zipline.pipeline.factors.Factor
zipline.pipeline.factors.Latest
zipline.pipeline.factors.MaxDrawdown
zipline.pipeline.factors.Returns
zipline.pipeline.factors.RSI
zipline.pipeline.factors.BusinessDaysUntilNextEarnings
zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
zipline.pipeline.factors.SimpleMovingAverage
zipline.pipeline.factors.VWAP
zipline.pipeline.factors.WeightedAverageValue
zipline.pipeline.factors.ExponentialWeightedMovingAverage
zipline.pipeline.factors.ExponentialWeightedMovingStdDev
zipline.pipeline.factors.AverageDollarVolume
zipline.pipeline.factors.BollingerBands
zipline.pipeline.factors.RollingPearsonOfReturns
zipline.pipeline.factors.RollingSpearmanOfReturns
zipline.pipeline.factors.RollingLinearRegressionOfReturns
zipline.pipeline.filters.Filter
zipline.pipeline.data.EarningsCalendar
zipline.pipeline.data.USEquityPricing
zipline.assets.Asset
zipline.assets.Equity
zipline.assets.Future
zipline.assets.AssetConvertible
zipline.utils.calendars.get_calendar
zipline.utils.calendars.TradingCalendar
zipline.utils.calendars.register_calendar
zipline.utils.calendars.register_calendar_type
zipline.utils.calendars.deregister_calendar
zipline.utils.calendars.clear_calendars
zipline.data.minute_bars.BcolzMinuteBarWriter
zipline.data.us_equity_pricing.BcolzDailyBarWriter
zipline.data.us_equity_pricing.SQLiteAdjustmentWriter
zipline.assets.AssetDBWriter
zipline.data.minute_bars.BcolzMinuteBarReader
zipline.data.us_equity_pricing.BcolzDailyBarReader
zipline.data.us_equity_pricing.SQLiteAdjustmentReader
zipline.assets.AssetFinder
zipline.assets.AssetFinderCachedEquities
zipline.data.data_portal.DataPortal
zipline.data.bundles.register
zipline.data.bundles.ingest(name, environ=os.environ, date=None, show_progress=True)
zipline.data.bundles.load(name, environ=os.environ, date=None)
zipline.data.bundles.unregister
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 ~zipline.data.bundles.register or ~zipline.data.bundles.unregister.
zipline.data.bundles.yahoo_equities
zipline.utils.cache.CachedObject
zipline.utils.cache.ExpiringCache
zipline.utils.cache.dataframe_cache
zipline.utils.cache.working_file
zipline.utils.cache.working_dir
zipline.utils.cli.maybe_show_progress