Commit graph

7 commits

Author SHA1 Message Date
Joe Jevnik
1f50b1b0d3 ENH: new risk metrics API 2018-02-26 17:48:14 -05:00
Freddie Vargus
2b07334164
DOC: Add tutorial on creating a custom TradingCalendar (#2035)
* DOC: Add tutorial on creating a custom TradingCalendar

* DOC/STY: Formatting and fixup for the tutorial

* MAINT: Suggested changes
2017-12-21 13:55:30 -05:00
swacad
246eed215f DOC: Add development guide .rst 2017-06-07 21:50:19 -04:00
Joe Jevnik
59c8e371a2 ENH: Updates the cli, data bundles and extensions.
Adds the data bundle concept which makes it easy for users to register
loading functions to build out minute and daily data along with an
assets db and adjustments db. By default we have provided a `quandl`
bundle which pulls from the public domain WIKI dataset. Users may
register new bundles by decorating an ingest function with
`zipline.data.bundles.register(<name>)`. This also provides a
`yahoo_equities` function for creating an ingestion function that will
load a static set of assets from yahoo.

The cli is now structured as a couple of subcommands and has been
changed to `python -m zipline`. The old behavior of `run_algo.py` has
been moved to the `run` subcommand. This is almost entirely the same
except that it now takes the name of the data bundle to use, defaulting
to `quandl`.

The next subcommand is `ingest` which takes the name of
a data bundle to ingest. This will run the loading machinery and write
the data to a specified location that `run` can find.

There is also a `clean` subcommand which deletes the data that was
written with `ingest`.

Extensions have also been added to zipline. This is an experimental
feature where users can provide an extra set of python files to run at
the start of the process. These can be used to configure aspects of
zipline. Right now the only thing that is supported in an extension file
is the registration of a new data bundle.
2016-05-03 18:38:24 -04:00
Scott Sanderson
63af5273d1 DOC: Add docs section on installation. 2015-12-08 12:35:34 -05:00
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715baeb269 DOC: document the release process 2015-11-11 19:21:26 -05:00
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39a4cf0a9e DOC: use sphinx docs 2015-11-06 15:10:34 -05:00