zipline-broker
v1.3.0.4.2
Install
Zipline Beginner Tutorial
Data Bundles
Trading Calendars
Risk and Performance Metrics
Development Guidelines
API Reference
Release Process
Release Notes
zipline-broker
»
Index
Index
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A
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B
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C
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D
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E
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F
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G
|
H
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I
|
L
|
M
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N
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O
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P
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Q
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R
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S
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T
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U
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V
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W
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Z
_
__add__() (zipline.pipeline.factors.Factor method)
__and__() (zipline.pipeline.filters.Filter method)
__div__() (zipline.pipeline.factors.Factor method)
__ge__() (zipline.pipeline.factors.Factor method)
__gt__() (zipline.pipeline.factors.Factor method)
__init__() (zipline.pipeline.engine.SimplePipelineEngine method)
(zipline.pipeline.loaders.equity_pricing_loader.USEquityPricingLoader method)
__le__() (zipline.pipeline.factors.Factor method)
__lt__() (zipline.pipeline.factors.Factor method)
__mod__() (zipline.pipeline.factors.Factor method)
__mul__() (zipline.pipeline.factors.Factor method)
__ne__() (zipline.pipeline.factors.Factor method)
__or__() (zipline.pipeline.filters.Filter method)
__pow__() (zipline.pipeline.factors.Factor method)
__sub__() (zipline.pipeline.factors.Factor method)
A
Account (class in zipline.protocol)
account (zipline.finance.ledger.Ledger attribute)
add() (zipline.pipeline.Pipeline method)
adhoc_holidays() (zipline.utils.calendars.TradingCalendar property)
All (class in zipline.pipeline.filters)
AllPresent (class in zipline.pipeline.filters)
AlphaBeta (class in zipline.finance.metrics.metric)
Any (class in zipline.pipeline.filters)
Asset (class in zipline.assets)
AssetConvertible (class in zipline.assets)
AssetDBWriter (class in zipline.assets)
AssetFinder (class in zipline.assets)
AtLeastN (class in zipline.pipeline.filters)
attach_pipeline() (in module zipline.api)
attributes (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
AverageDollarVolume (class in zipline.pipeline.factors)
B
BarData (class in zipline.protocol)
batch_order() (zipline.finance.blotter.blotter.Blotter method)
BcolzDailyBarReader (class in zipline.data.us_equity_pricing)
BcolzDailyBarWriter (class in zipline.data.us_equity_pricing)
BcolzMinuteBarReader (class in zipline.data.minute_bars)
BcolzMinuteBarWriter (class in zipline.data.minute_bars)
BenchmarkReturnsAndVolatility (class in zipline.finance.metrics.metric)
BenchmarkSource (class in zipline.sources.benchmark_source)
Blotter (class in zipline.finance.blotter.blotter)
BollingerBands (class in zipline.pipeline.factors)
bottom() (zipline.pipeline.factors.Factor method)
break_end_times() (zipline.utils.calendars.TradingCalendar property)
break_start_and_end_for_session() (zipline.utils.calendars.TradingCalendar method)
break_start_times() (zipline.utils.calendars.TradingCalendar property)
BusinessDaysSincePreviousEvent (class in zipline.pipeline.factors)
BusinessDaysUntilNextEvent (class in zipline.pipeline.factors)
C
CachedObject (class in zipline.utils.cache)
calc_dividend_ratios() (zipline.data.us_equity_pricing.SQLiteAdjustmentWriter method)
calculate() (zipline.finance.commission.CommissionModel method)
calendar_name (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
calendar_offset (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
can_trade() (zipline.protocol.BarData method)
cancel() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
cancel_all_orders_for_asset() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
cancel_order() (in module zipline.api)
CancelPolicy (class in zipline.finance.cancel_policy)
CashFlow (class in zipline.finance.metrics.metric)
clear_calendars() (in module zipline.utils.calendars)
close (zipline.pipeline.data.USEquityPricing attribute)
close_times() (zipline.utils.calendars.TradingCalendar property)
columns() (zipline.pipeline.Pipeline property)
CommissionModel (class in zipline.finance.commission)
compute() (zipline.pipeline.factors.AverageDollarVolume method)
(zipline.pipeline.factors.BollingerBands method)
(zipline.pipeline.factors.ExponentialWeightedMovingAverage method)
(zipline.pipeline.factors.ExponentialWeightedMovingStdDev method)
(zipline.pipeline.factors.Latest method)
(zipline.pipeline.factors.MaxDrawdown method)
(zipline.pipeline.factors.Returns method)
(zipline.pipeline.factors.RSI method)
(zipline.pipeline.factors.SimpleBeta method)
(zipline.pipeline.factors.SimpleMovingAverage method)
(zipline.pipeline.factors.WeightedAverageValue method)
(zipline.pipeline.filters.All method)
(zipline.pipeline.filters.AllPresent method)
(zipline.pipeline.filters.Any method)
(zipline.pipeline.filters.AtLeastN method)
current() (zipline.protocol.BarData method)
current_portfolio_weights() (zipline.protocol.Portfolio property)
CustomFactor (class in zipline.pipeline)
D
daily_returns() (zipline.sources.benchmark_source.BenchmarkSource method)
daily_returns_array (zipline.finance.ledger.Ledger attribute)
daily_returns_series (zipline.finance.ledger.Ledger attribute)
DailyLedgerField (class in zipline.finance.metrics.metric)
DailyReturns (class in zipline.pipeline.factors)
data_len_for_day() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
dataframe_cache (class in zipline.utils.cache)
DataPortal (class in zipline.data.data_portal)
DataSet (class in zipline.pipeline.data)
date_rules (class in zipline.api)
deciles() (zipline.pipeline.factors.Factor method)
default_populate_initial_workspace() (in module zipline.pipeline.engine)
demean() (zipline.pipeline.factors.Factor method)
deregister_calendar() (in module zipline.utils.calendars)
E
earn_dividends() (zipline.finance.ledger.PositionTracker method)
end_session_ns (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
EODCancel() (in module zipline.api)
eq() (zipline.pipeline.factors.Factor method)
equities_sids() (zipline.assets.AssetFinder property)
Equity (class in zipline.assets)
every_day (zipline.api.date_rules attribute)
every_minute (zipline.api.time_rules attribute)
exchange() (zipline.finance.execution.ExecutionStyle property)
execution_minutes_for_session() (zipline.utils.calendars.TradingCalendar method)
ExecutionStyle (class in zipline.finance.execution)
ExpiringCache (class in zipline.utils.cache)
ExponentialWeightedMovingAverage (class in zipline.pipeline.factors)
ExponentialWeightedMovingStdDev (class in zipline.pipeline.factors)
F
Factor (class in zipline.pipeline.factors)
fetch_csv() (in module zipline.api)
Filter (class in zipline.pipeline.filters)
first_row (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
first_traded (zipline.assets.Asset attribute)
first_trading_day() (zipline.data.minute_bars.BcolzMinuteBarReader property)
FixedSlippage (class in zipline.finance.slippage)
from_dict() (zipline.assets.Asset method)
from_files() (zipline.pipeline.loaders.equity_pricing_loader.USEquityPricingLoader class method)
Future (class in zipline.assets)
future_symbol() (in module zipline.api)
futures_sids() (zipline.assets.AssetFinder property)
G
get_adjusted_value() (zipline.data.data_portal.DataPortal method)
get_adjustments() (zipline.data.data_portal.DataPortal method)
get_calendar() (in module zipline.utils.calendars)
get_column() (zipline.pipeline.data.DataSet class method)
get_current_future_chain() (zipline.data.data_portal.DataPortal method)
get_environment() (in module zipline.api)
get_fetcher_assets() (zipline.data.data_portal.DataPortal method)
get_history_window() (zipline.data.data_portal.DataPortal method)
get_last_traded_dt() (zipline.data.data_portal.DataPortal method)
(zipline.data.minute_bars.BcolzMinuteBarReader method)
(zipline.data.us_equity_pricing.BcolzDailyBarReader method)
get_limit_price() (zipline.finance.execution.ExecutionStyle method)
get_open_orders() (in module zipline.api)
get_order() (in module zipline.api)
get_range() (zipline.sources.benchmark_source.BenchmarkSource method)
get_scalar_asset_spot_value() (zipline.data.data_portal.DataPortal method)
get_splits() (zipline.data.data_portal.DataPortal method)
get_spot_value() (zipline.data.data_portal.DataPortal method)
get_stock_dividends() (zipline.data.data_portal.DataPortal method)
get_stop_price() (zipline.finance.execution.ExecutionStyle method)
get_supplementary_field() (zipline.assets.AssetFinder method)
get_transactions() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
get_value() (zipline.data.minute_bars.BcolzMinuteBarReader method)
(zipline.data.us_equity_pricing.BcolzDailyBarReader method)
(zipline.sources.benchmark_source.BenchmarkSource method)
graph_repr() (zipline.pipeline.factors.SimpleBeta method)
(zipline.pipeline.filters.SingleAsset method)
(zipline.pipeline.term.Term method)
gross_exposure (zipline.finance._finance_ext.PositionStats attribute)
gross_value (zipline.finance._finance_ext.PositionStats attribute)
group_by_type() (zipline.assets.AssetFinder method)
H
handle_extra_source() (zipline.data.data_portal.DataPortal method)
handle_splits() (zipline.finance.ledger.PositionTracker method)
high (zipline.pipeline.data.USEquityPricing attribute)
history() (zipline.protocol.BarData method)
hold() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
I
ingest() (in module zipline.data.bundles)
init_db() (zipline.assets.AssetDBWriter method)
is_alive_for_session() (zipline.assets.Asset method)
is_exchange_open() (zipline.assets.Asset method)
is_open_on_minute() (zipline.utils.calendars.TradingCalendar method)
is_session() (zipline.utils.calendars.TradingCalendar method)
is_stale() (zipline.protocol.BarData method)
isfinite() (zipline.pipeline.factors.Factor method)
isnan() (zipline.pipeline.factors.Factor method)
L
last_available_dt() (zipline.data.us_equity_pricing.BcolzDailyBarReader property)
last_date_in_output_for_sid() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
last_row (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
Latest (class in zipline.pipeline.factors)
Ledger (class in zipline.finance.ledger)
lifetimes() (zipline.assets.AssetFinder method)
LimitOrder (class in zipline.finance.execution)
linear_regression() (zipline.pipeline.factors.Factor method)
load() (in module zipline.data.bundles)
(in module zipline.finance.metrics)
load_raw_arrays() (zipline.data.minute_bars.BcolzMinuteBarReader method)
(zipline.data.us_equity_pricing.BcolzDailyBarReader method)
long_exposure (zipline.finance._finance_ext.PositionStats attribute)
long_value (zipline.finance._finance_ext.PositionStats attribute)
longs_count (zipline.finance._finance_ext.PositionStats attribute)
lookup_asset_types() (zipline.assets.AssetFinder method)
lookup_future_symbol() (zipline.assets.AssetFinder method)
lookup_generic() (zipline.assets.AssetFinder method)
lookup_symbol() (zipline.assets.AssetFinder method)
lookup_symbols() (zipline.assets.AssetFinder method)
low (zipline.pipeline.data.USEquityPricing attribute)
M
MACDSignal (in module zipline.pipeline.factors)
map_identifier_index_to_sids() (zipline.assets.AssetFinder method)
market_close (zipline.api.time_rules attribute)
market_open (zipline.api.time_rules attribute)
MarketOrder (class in zipline.finance.execution)
MaxDrawdown (class in zipline.pipeline.factors)
MaxLeverage (class in zipline.finance.metrics.metric)
maybe_show_progress() (in module zipline.utils.cli)
minute_index_to_session_labels() (zipline.utils.calendars.TradingCalendar method)
minute_to_session_label() (zipline.utils.calendars.TradingCalendar method)
minutes_count_for_sessions_in_range() (zipline.utils.calendars.TradingCalendar method)
minutes_for_session() (zipline.utils.calendars.TradingCalendar method)
minutes_for_sessions_in_range() (zipline.utils.calendars.TradingCalendar method)
minutes_in_range() (zipline.utils.calendars.TradingCalendar method)
month_end() (zipline.api.date_rules static method)
month_start() (zipline.api.date_rules static method)
multiplier (zipline.assets.Future attribute)
N
net_exposure (zipline.finance._finance_ext.PositionStats attribute)
net_value (zipline.finance._finance_ext.PositionStats attribute)
NeverCancel() (in module zipline.api)
next_close() (zipline.utils.calendars.TradingCalendar method)
next_minute() (zipline.utils.calendars.TradingCalendar method)
next_open() (zipline.utils.calendars.TradingCalendar method)
next_session_label() (zipline.utils.calendars.TradingCalendar method)
notnan() (zipline.pipeline.factors.Factor method)
O
open (zipline.pipeline.data.USEquityPricing attribute)
open() (zipline.data.minute_bars.BcolzMinuteBarWriter class method)
open_and_close_for_session() (zipline.utils.calendars.TradingCalendar method)
open_times() (zipline.utils.calendars.TradingCalendar property)
order() (in module zipline.api)
(zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
order_percent() (in module zipline.api)
order_target() (in module zipline.api)
order_target_percent() (in module zipline.api)
order_target_value() (in module zipline.api)
order_value() (in module zipline.api)
Orders (class in zipline.finance.metrics.metric)
orders() (zipline.finance.ledger.Ledger method)
override_account_fields() (zipline.finance.ledger.Ledger method)
P
pad() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
pay_dividends() (zipline.finance.ledger.PositionTracker method)
pearsonr() (zipline.pipeline.factors.Factor method)
percentile_between() (zipline.pipeline.factors.Factor method)
PerDollar (class in zipline.finance.commission)
PerShare (class in zipline.finance.commission)
PerTrade (class in zipline.finance.commission)
Pipeline (class in zipline.pipeline)
pipeline_output() (in module zipline.api)
PipelineEngine (class in zipline.pipeline.engine)
Portfolio (class in zipline.protocol)
portfolio (zipline.finance.ledger.Ledger attribute)
portfolio() (zipline.finance.ledger.Ledger property)
position_exposure_array (zipline.finance._finance_ext.PositionStats attribute)
position_exposure_series (zipline.finance._finance_ext.PositionStats attribute)
position_tracker (zipline.finance.ledger.Ledger attribute)
Positions (class in zipline.finance.metrics.metric)
PositionStats (class in zipline.finance._finance_ext)
PositionTracker (class in zipline.finance.ledger)
previous_close() (zipline.utils.calendars.TradingCalendar method)
previous_minute() (zipline.utils.calendars.TradingCalendar method)
previous_open() (zipline.utils.calendars.TradingCalendar method)
previous_session_label() (zipline.utils.calendars.TradingCalendar method)
process_commission() (zipline.finance.ledger.Ledger method)
process_dividends() (zipline.finance.ledger.Ledger method)
process_order() (zipline.finance.ledger.Ledger method)
(zipline.finance.slippage.SlippageModel method)
process_splits() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
(zipline.finance.ledger.Ledger method)
process_transaction() (zipline.finance.ledger.Ledger method)
prune_orders() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
Q
quantiles() (zipline.pipeline.factors.Factor method)
quartiles() (zipline.pipeline.factors.Factor method)
quintiles() (zipline.pipeline.factors.Factor method)
R
rank() (zipline.pipeline.factors.Factor method)
record() (in module zipline.api)
recursive_repr() (zipline.pipeline.term.Term method)
register() (in module zipline.data.bundles)
(in module zipline.finance.metrics)
register_calendar() (in module zipline.utils.calendars)
register_calendar_type() (in module zipline.utils.calendars)
regular_holidays() (zipline.utils.calendars.TradingCalendar property)
reject() (zipline.finance.blotter.blotter.Blotter method)
(zipline.finance.blotter.SimulationBlotter method)
reload_symbol_maps() (zipline.assets.AssetFinder method)
remove() (zipline.pipeline.Pipeline method)
retrieve_all() (zipline.assets.AssetFinder method)
retrieve_asset() (zipline.assets.AssetFinder method)
retrieve_equities() (zipline.assets.AssetFinder method)
retrieve_futures_contracts() (zipline.assets.AssetFinder method)
Returns (class in zipline.finance.metrics.metric)
(class in zipline.pipeline.factors)
ReturnsStatistic (class in zipline.finance.metrics.metric)
RollingLinearRegressionOfReturns (class in zipline.pipeline.factors)
RollingPearsonOfReturns (class in zipline.pipeline.factors)
RollingSpearmanOfReturns (class in zipline.pipeline.factors)
RSI (class in zipline.pipeline.factors)
run_algorithm() (in module zipline)
run_chunked_pipeline() (zipline.pipeline.engine.PipelineEngine method)
(zipline.pipeline.engine.SimplePipelineEngine method)
run_pipeline() (zipline.pipeline.engine.PipelineEngine method)
(zipline.pipeline.engine.SimplePipelineEngine method)
S
schedule_function() (in module zipline.api)
screen() (zipline.pipeline.Pipeline property)
security_end_date (zipline.assets.Equity attribute)
security_name (zipline.assets.Equity attribute)
security_start_date (zipline.assets.Equity attribute)
session_distance() (zipline.utils.calendars.TradingCalendar method)
sessions_in_range() (zipline.utils.calendars.TradingCalendar method)
sessions_window() (zipline.utils.calendars.TradingCalendar method)
set_benchmark() (in module zipline.api)
set_cancel_policy() (in module zipline.api)
set_commission() (in module zipline.api)
set_do_not_order_list() (in module zipline.api)
set_long_only() (in module zipline.api)
set_max_leverage() (in module zipline.api)
set_max_order_count() (in module zipline.api)
set_max_order_size() (in module zipline.api)
set_max_position_size() (in module zipline.api)
set_screen() (zipline.pipeline.Pipeline method)
set_sid_attrs() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
set_slippage() (in module zipline.api)
set_symbol_lookup_date() (in module zipline.api)
short_exposure (zipline.finance._finance_ext.PositionStats attribute)
short_value (zipline.finance._finance_ext.PositionStats attribute)
shorts_count (zipline.finance._finance_ext.PositionStats attribute)
should_cancel() (zipline.finance.cancel_policy.CancelPolicy method)
show_graph() (zipline.pipeline.Pipeline method)
sid() (in module zipline.api)
sid_day_index() (zipline.data.us_equity_pricing.BcolzDailyBarReader method)
sidpath() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
sids() (zipline.assets.AssetFinder property)
SimpleBeta (class in zipline.pipeline.factors)
SimpleLedgerField (class in zipline.finance.metrics.metric)
SimpleMovingAverage (class in zipline.pipeline.factors)
SimplePipelineEngine (class in zipline.pipeline.engine)
SimulationBlotter (class in zipline.finance.blotter)
SingleAsset (class in zipline.pipeline.filters)
SlippageModel (class in zipline.finance.slippage)
spearmanr() (zipline.pipeline.factors.Factor method)
special_closes() (zipline.utils.calendars.TradingCalendar property)
special_closes_adhoc() (zipline.utils.calendars.TradingCalendar property)
special_opens() (zipline.utils.calendars.TradingCalendar property)
special_opens_adhoc() (zipline.utils.calendars.TradingCalendar property)
SQLiteAdjustmentReader (class in zipline.data.us_equity_pricing)
SQLiteAdjustmentWriter (class in zipline.data.us_equity_pricing)
start_session_ns (zipline.data.us_equity_pricing.BcolzDailyBarReader attribute)
StartOfPeriodLedgerField (class in zipline.finance.metrics.metric)
,
[1]
StaticAssets (class in zipline.pipeline.filters)
StaticSids (class in zipline.pipeline.filters)
stats() (zipline.finance.ledger.PositionTracker property)
StopLimitOrder (class in zipline.finance.execution)
StopOrder (class in zipline.finance.execution)
symbol() (in module zipline.api)
symbols() (in module zipline.api)
T
table_len() (zipline.data.minute_bars.BcolzMinuteBarReader method)
target() (zipline.pipeline.factors.SimpleBeta property)
Term (class in zipline.pipeline.term)
time_rules (class in zipline.api)
to_dict() (zipline.assets.Asset method)
(zipline.assets.Future method)
to_execution_plan() (zipline.pipeline.Pipeline method)
to_simple_graph() (zipline.pipeline.Pipeline method)
todays_returns (zipline.finance.ledger.Ledger attribute)
top() (zipline.pipeline.factors.Factor method)
trading_calendar() (zipline.data.minute_bars.BcolzMinuteBarReader property)
TradingCalendar (class in zipline.utils.calendars)
Transactions (class in zipline.finance.metrics.metric)
transactions() (zipline.finance.ledger.Ledger method)
truncate() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
U
unpack_db_to_component_dfs() (zipline.data.us_equity_pricing.SQLiteAdjustmentReader method)
unregister() (in module zipline.data.bundles)
(in module zipline.finance.metrics)
update_portfolio() (zipline.finance.ledger.Ledger method)
USEquityPricing (class in zipline.pipeline.data)
USEquityPricingLoader (class in zipline.pipeline.loaders.equity_pricing_loader)
V
volume (zipline.pipeline.data.USEquityPricing attribute)
VolumeShareSlippage (class in zipline.finance.slippage)
VWAP (class in zipline.pipeline.factors)
W
week_end() (zipline.api.date_rules static method)
week_start() (zipline.api.date_rules static method)
weekmask() (zipline.utils.calendars.TradingCalendar property)
WeightedAverageValue (class in zipline.pipeline.factors)
winsorize() (zipline.pipeline.factors.Factor method)
working_dir (class in zipline.utils.cache)
working_file (class in zipline.utils.cache)
write() (zipline.assets.AssetDBWriter method)
(zipline.data.minute_bars.BcolzMinuteBarWriter method)
(zipline.data.us_equity_pricing.BcolzDailyBarWriter method)
(zipline.data.us_equity_pricing.SQLiteAdjustmentWriter method)
write_cols() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
write_csvs() (zipline.data.us_equity_pricing.BcolzDailyBarWriter method)
write_dividend_data() (zipline.data.us_equity_pricing.SQLiteAdjustmentWriter method)
write_dividend_payouts() (zipline.data.us_equity_pricing.SQLiteAdjustmentWriter method)
write_sid() (zipline.data.minute_bars.BcolzMinuteBarWriter method)
Z
zipline.data.bundles.bundles (built-in variable)
zipline.data.finance.metrics.metrics_sets (built-in variable)
zscore() (zipline.pipeline.factors.Factor method)