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llllllllll committed May 12, 2016
2 parents 8fdbfb8 + 8622993 commit 2afbc83
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136 changes: 134 additions & 2 deletions docs/source/appendix.rst
Expand Up @@ -15,10 +15,142 @@ The following methods are available for use in the ``initialize``,
In all listed functions, the ``self`` argument is implicitly the
currently-executing :class:`~zipline.algorithm.TradingAlgorithm` instance.

.. automodule:: zipline.api
Scheduling Functions
````````````````````

.. autofunction:: zipline.api.schedule_function

.. autoclass:: zipline.api.date_rules
:members:
:undoc-members:

.. autoclass:: zipline.api.time_rules
:members:

Orders
``````

.. autofunction:: zipline.api.order

.. autofunction:: zipline.api.order_value

.. autofunction:: zipline.api.order_percent

.. autofunction:: zipline.api.order_target

.. autofunction:: zipline.api.order_target_value

.. autofunction:: zipline.api.order_target_percent

.. autoclass:: zipline.finance.execution.ExecutionStyle
:members:

.. autoclass:: zipline.finance.execution.MarketOrder

.. autoclass:: zipline.finance.execution.LimitOrder

.. autoclass:: zipline.finance.execution.StopOrder

.. autoclass:: zipline.finance.execution.StopLimitOrder

.. autofunction:: zipline.api.get_order

.. autofunction:: zipline.api.get_open_orders

.. autofunction:: zipline.api.cancel_order

Order Cancellation Policies
'''''''''''''''''''''''''''

.. autofunction:: zipline.api.set_cancel_policy

.. autoclass:: zipline.finance.cancel_policy.CancelPolicy
:members:

.. autofunction:: zipline.api.EODCancel

.. autofunction:: zipline.api.NeverCancel


Assets
``````

.. autofunction:: zipline.api.symbol

.. autofunction:: zipline.api.symbols

.. autofunction:: zipline.api.future_symbol

.. autofunction:: zipline.api.future_chain

.. autofunction:: zipline.api.set_symbol_lookup_date

.. autofunction:: zipline.api.sid


Trading Controls
````````````````

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.

.. autofunction:: zipline.api.set_do_not_order_list

.. autofunction:: zipline.api.set_long_only

.. autofunction:: zipline.api.set_max_leverage

.. autofunction:: zipline.api.set_max_order_count

.. autofunction:: zipline.api.set_max_order_size

.. autofunction:: zipline.api.set_max_position_size


Simulation Parameters
`````````````````````

.. autofunction:: zipline.api.set_commission

.. autoclass:: zipline.finance.commission.PerShare

.. autoclass:: zipline.finance.commission.PerTrade

.. autoclass:: zipline.finance.commission.PerDollar

.. autofunction:: zipline.api.set_slippage

.. autoclass:: zipline.finance.slippage.SlippageModel
:members:

.. autoclass:: zipline.algorithm.TradingAlgorithm
.. autoclass:: zipline.finance.slippage.FixedSlippage

.. autoclass:: zipline.finance.slippage.VolumeShareSlippage

.. autofunction:: zipline.api.set_benchmark

Pipeline
````````

For more information, see :ref:`pipeline-api`

.. autofunction:: zipline.api.attach_pipeline

.. autofunction:: zipline.api.pipeline_output


Miscellaneous
`````````````

.. autofunction:: zipline.api.record

.. autofunction:: zipline.api.get_environment

.. autofunction:: zipline.api.fetch_csv


.. _pipeline-api:

Pipeline API
~~~~~~~~~~~~
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7 changes: 7 additions & 0 deletions docs/source/release-process.rst
Expand Up @@ -161,6 +161,13 @@ latest master and run:
This will build the documentation, checkout a fresh copy of the ``gh-pages``
git branch, and copy the built docs into the zipline root.

.. note::

The docs should always be built with **Python 3**. Many of our api functions
are wrapped by preprocessing functions which accept \*args and \**kwargs. In
Python 3, sphinx will respect the ``__wrapped__`` attribute and display the
correct arguments.

Now, using our browser of choice, view the ``index.html`` page and verify that
the docs look correct.

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4 changes: 1 addition & 3 deletions tests/test_algorithm.py
Expand Up @@ -161,7 +161,7 @@
from zipline.utils.context_tricks import CallbackManager
from zipline.utils.control_flow import nullctx
import zipline.utils.events
from zipline.utils.events import DateRuleFactory, TimeRuleFactory, Always
from zipline.utils.events import date_rules, time_rules, Always
import zipline.utils.factory as factory
from zipline.utils.tradingcalendar import trading_day, trading_days

Expand Down Expand Up @@ -389,8 +389,6 @@ def handle_data(algo, data):
algo.run(self.data_portal)

def test_schedule_function(self):
date_rules = DateRuleFactory
time_rules = TimeRuleFactory
us_eastern = pytz.timezone('US/Eastern')

def incrementer(algo, data):
Expand Down

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