Add engine docs

docs/source/appendix.rst

@@ -176,50 +176,58 @@ Pipeline API
    :members:
    :member-order: groupwise
 
+.. autoclass:: zipline.pipeline.filters.Filter
+   :members: __and__, __or__
+   :exclude-members: dtype
+
 .. autoclass:: zipline.pipeline.factors.Factor
-   :members: top, bottom, rank, percentile_between, isnan, notnan, isfinite,
-             eq, __add__, __sub__, __mul__, __div__, __mod__, __pow__, __lt__,
+   :members: bottom, deciles, demean, linear_regression, pearsonr,
+             percentile_between, quantiles, quartiles, quintiles, rank,
+             spearmanr, top, winsorize, zscore, 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
+.. autoclass:: zipline.pipeline.term.Term
    :members:
+   :exclude-members: compute_extra_rows, dependencies, inputs, mask, windowed
 
-.. autoclass:: zipline.pipeline.factors.MaxDrawdown
-   :members:
+.. autoclass:: zipline.pipeline.data.USEquityPricing
+   :members: open, high, low, close, volume
+   :undoc-members:
 
-.. autoclass:: zipline.pipeline.factors.Returns
-   :members:
+Built-in Factors
+````````````````
 
-.. autoclass:: zipline.pipeline.factors.RSI
+.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
    :members:
 
-.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEarnings
+.. autoclass:: zipline.pipeline.factors.BollingerBands
    :members:
 
-.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEarnings
+.. autoclass:: zipline.pipeline.factors.BusinessDaysSincePreviousEvent
    :members:
 
-.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
+.. autoclass:: zipline.pipeline.factors.BusinessDaysUntilNextEvent
    :members:
 
-.. autoclass:: zipline.pipeline.factors.VWAP
+.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
    :members:
 
-.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
+.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
    :members:
 
-.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingAverage
+.. autoclass:: zipline.pipeline.factors.Latest
    :members:
 
-.. autoclass:: zipline.pipeline.factors.ExponentialWeightedMovingStdDev
+.. autoclass:: zipline.pipeline.factors.MaxDrawdown
    :members:
 
-.. autoclass:: zipline.pipeline.factors.AverageDollarVolume
+.. autoclass:: zipline.pipeline.factors.Returns
    :members:
 
-.. autoclass:: zipline.pipeline.factors.BollingerBands
+.. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
    :members:
 
 .. autoclass:: zipline.pipeline.factors.RollingPearsonOfReturns
@@ -228,21 +236,37 @@ Pipeline API
 .. autoclass:: zipline.pipeline.factors.RollingSpearmanOfReturns
    :members:
 
-.. autoclass:: zipline.pipeline.factors.RollingLinearRegressionOfReturns
+.. autoclass:: zipline.pipeline.factors.RSI
    :members:
 
-.. autoclass:: zipline.pipeline.filters.Filter
-   :members: __and__, __or__
-   :exclude-members: dtype
+.. autoclass:: zipline.pipeline.factors.SimpleMovingAverage
+   :members:
 
-.. autoclass:: zipline.pipeline.data.EarningsCalendar
-   :members: next_announcement, previous_announcement
-   :undoc-members:
+.. autoclass:: zipline.pipeline.factors.VWAP
+   :members:
 
-.. autoclass:: zipline.pipeline.data.USEquityPricing
-   :members: open, high, low, close, volume
-   :undoc-members:
+.. autoclass:: zipline.pipeline.factors.WeightedAverageValue
+   :members:
+
+Pipeline Engine
+```````````````
+
+.. autoclass:: zipline.pipeline.engine.PipelineEngine
+   :members: run_pipeline, run_chunked_pipeline
+   :member-order: bysource
+
+.. autoclass:: zipline.pipeline.engine.SimplePipelineEngine
+   :members: __init__, run_pipeline, run_chunked_pipeline
+   :member-order: bysource
 
+.. autofunction:: zipline.pipeline.engine.default_populate_initial_workspace
+
+Data Loaders
+````````````
+
+.. autoclass:: zipline.pipeline.loaders.equity_pricing_loader.USEquityPricingLoader
+   :members: __init__, from_files, load_adjusted_array
+   :member-order: bysource
 
 Asset Metadata
 ~~~~~~~~~~~~~~
@@ -308,9 +332,6 @@ Readers
 .. autoclass:: zipline.assets.AssetFinder
    :members:
 
-.. autoclass:: zipline.assets.AssetFinderCachedEquities
-   :members:
-
 .. autoclass:: zipline.data.data_portal.DataPortal
    :members:
 

docs/source/bundles.rst

@@ -307,13 +307,13 @@ have.
 help some bundles generate queries for the days needed.
 
 ``start_session``
-````````````
+`````````````````
 
 ``start_session`` is a :class:`pandas.Timestamp` object indicating the first
 day that the bundle should load data for.
 
 ``end_session``
-````````````
+```````````````
 
 ``end_session`` is a :class:`pandas.Timestamp` object indicating the last day
 that the bundle should load data for.

docs/source/whatsnew/1.0.2.txt

@@ -81,7 +81,7 @@ Enhancements
 - Disallow regressions of length 1. (:issue:`1466`)
 
 Experimental
-~~~~~~~~~~~
+~~~~~~~~~~~~
 
 - Add support for comingled Future and Equity history windows, and enable other
   Future data access via data portal. (:issue:`1435`) (:issue:`1432`)
@@ -111,7 +111,7 @@ Bug Fixes
 
 - Alpha and sharpe ratio are now annualized. (:issue:`1322`)
 
-- Fix units during reading and writing of daily bar ``first_trading_day ``
+- Fix units during reading and writing of daily bar ``first_trading_day``
   attribute. (:issue:`1245`)
 
 - Optional dispatch modules, when missing, no longer cause a `NameError`.
@@ -131,7 +131,7 @@ Bug Fixes
 
 - Fix ``AverageDollarVolume`` NaN handling. (:issue:`1309`)
 
-  Performance
+Performance
 ~~~~~~~~~~~
 
 - Performance improvements to blaze core loader. (:issue:`1227`)
@@ -157,7 +157,7 @@ Testing
   fixtures. (:issue:`1243`)
 
 Data Format Changes
-~~~~~~~~~~~~~~~~
+~~~~~~~~~~~~~~~~~~~
 
 - ``BcolzDailyBarReader`` and ``BcolzDailyBarWriter`` use trading calendar instance,
   instead of trading days serialized to ``JSON``. (:issue:`1330`)

tests/pipeline/test_filter.py

@@ -49,8 +49,8 @@ def rowwise_rank(array, mask=None):
     Take a 2D array and return the 0-indexed sorted position of each element in
     the array for each row.
 
-    Example
-    -------
+    Examples
+    --------
     In [5]: data
     Out[5]:
     array([[-0.141, -1.103, -1.0171,  0.7812,  0.07  ],

tests/pipeline/test_term.py

@@ -147,8 +147,8 @@ def to_dict(l):
     """
     Convert a list to a dict with keys drawn from '0', '1', '2', ...
 
-    Example
-    -------
+    Examples
+    --------
     >>> to_dict([2, 3, 4])  # doctest: +SKIP
     {'0': 2, '1': 3, '2': 4}
     """

zipline/data/data_portal.py

@@ -1374,7 +1374,9 @@ def get_current_future_chain(self, continuous_future, dt):
         Retrieves the future chain for the contract at the given `dt` according
         the `continuous_future` specification.
 
-        Returns:
+        Returns
+        -------
+
         future_chain : list[Future]
             A list of active futures, where the first index is the current
             contract specified by the continuous future definition, the second

zipline/data/minute_bars.py

@@ -90,13 +90,13 @@ def _sid_subdir_path(sid):
     The number in each directory is designed to support at least 100000
     equities.
 
-    Parameters:
-    -----------
+    Parameters
+    ----------
     sid : int
         Asset identifier.
 
-    Returns:
-    --------
+    Returns
+    -------
     out : string
         A path for the bcolz rootdir, including subdirectory prefixes based on
         the padded string representation of the given sid.
@@ -517,13 +517,13 @@ def ohlc_ratio_for_sid(self, sid):
 
     def sidpath(self, sid):
         """
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             Asset identifier.
 
-        Returns:
-        --------
+        Returns
+        -------
         out : string
             Full path to the bcolz rootdir for the given sid.
         """
@@ -532,13 +532,13 @@ def sidpath(self, sid):
 
     def last_date_in_output_for_sid(self, sid):
         """
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             Asset identifier.
 
-        Returns:
-        --------
+        Returns
+        -------
         out : pd.Timestamp
             The midnight of the last date written in to the output for the
             given sid.
@@ -561,8 +561,8 @@ def _init_ctable(self, path):
         """
         Create empty ctable for given path.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         path : string
             The path to rootdir of the new ctable.
         """
@@ -624,8 +624,8 @@ def pad(self, sid, date):
         including the specified date) will be padded with `minute_per_day`
         worth of zeros
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifier for the data being written.
         date : datetime-like
@@ -703,8 +703,8 @@ def write_sid(self, sid, df, invalid_data_behavior='warn'):
         If the length of the bcolz ctable is not exactly to the date before
         the first day provided, fill the ctable with 0s up to that date.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifer for the data being written.
         df : pd.DataFrame
@@ -736,8 +736,8 @@ def write_cols(self, sid, dts, cols, invalid_data_behavior='warn'):
         If the length of the bcolz ctable is not exactly to the date before
         the first day provided, fill the ctable with 0s up to that date.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifier for the data being written.
         dts : datetime64 array
@@ -763,8 +763,8 @@ def _write_cols(self, sid, dts, cols, invalid_data_behavior):
         """
         Internal method for `write_cols` and `write`.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             The asset identifier for the data being written.
         dts : datetime64 array
@@ -887,8 +887,8 @@ class BcolzMinuteBarReader(MinuteBarReader):
     """
     Reader for data written by BcolzMinuteBarWriter
 
-    Parameters:
-    -----------
+    Parameters
+    ----------
     rootdir : string
         The root directory containing the metadata and asset bcolz
         directories.
@@ -980,8 +980,8 @@ def _minutes_to_exclude(self):
         based on the regular period of minutes per day and the market close
         do not match.
 
-        Returns:
-        --------
+        Returns
+        -------
         List of DatetimeIndex representing the minutes to exclude because
         of early closes.
         """
@@ -1080,8 +1080,8 @@ def get_value(self, sid, dt, field):
         """
         Retrieve the pricing info for the given sid, dt, and field.
 
-        Parameters:
-        -----------
+        Parameters
+        ----------
         sid : int
             Asset identifier.
         dt : datetime-like
@@ -1090,8 +1090,8 @@ def get_value(self, sid, dt, field):
             The type of pricing data to retrieve.
             ('open', 'high', 'low', 'close', 'volume')
 
-        Returns:
-        --------
+        Returns
+        -------
         out : float|int
 
         The market data for the given sid, dt, and field coordinates.

zipline/lib/normalize.py

@@ -24,8 +24,8 @@ def naive_grouped_rowwise_apply(data,
         Array into which to write output.  If not supplied, a new array of the
         same shape as ``data`` is allocated and returned.
 
-    Example
-    -------
+    Examples
+    --------
     >>> data = np.array([[1., 2., 3.],
     ...                  [2., 3., 4.],
     ...                  [5., 6., 7.]])

zipline/pipeline/api_utils.py

@@ -22,8 +22,8 @@ def restrict_to_dtype(dtype, message_template):
         `message_template.format` will be called with keyword arguments
         `method_name`, `expected_dtype`, and `received_dtype`.
 
-    Usage
-    -----
+    Examples
+    --------
     @restrict_to_dtype(
         dtype=float64_dtype,
         message_template=(