def initialize(self, sids_and_amounts, *args, **kwargs): self.ordered = False self.sids_and_amounts = sids_and_amounts self.set_commission(us_equities=PerTrade(0), us_futures=PerTrade(0)) self.set_slippage( us_equities=FixedSlippage(0), us_futures=FixedSlippage(0), )
def initialize(self): self.ordered = False self.sale_price = None # this makes the math easier to check self.set_slippage(FixedSlippage()) self.set_commission(PerShare(0))
def initialize(self, *args, **kwargs): self.add_transform(MovingAverage, 'mavg', ['price'], market_aware=True, window_length=2) self.set_slippage(FixedSlippage())
def initialize_api(context): context.incr = 0 context.sale_price = None set_slippage(FixedSlippage())
def initialize(self, *args, **kwargs): self.refresh_period = kwargs.pop('refresh_period', 1) self.window_length = kwargs.pop('window_length', 3) self.args = args self.kwargs = kwargs self.history_return_price_class = [] self.history_return_price_decorator = [] self.history_return_args = [] self.history_return_arbitrary_fields = [] self.history_return_nan = [] self.history_return_sid_filter = [] self.history_return_field_filter = [] self.history_return_field_no_filter = [] self.history_return_ticks = [] self.history_return_not_full = [] self.return_price_class = ReturnPriceBatchTransform( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=False) self.return_price_decorator = return_price_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=False) self.return_args_batch = return_args_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=False) self.return_arbitrary_fields = return_data( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=False) self.return_nan = return_price_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=True) self.return_sid_filter = return_price_batch_decorator( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=True, sids=[0]) self.return_field_filter = return_data( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=True, fields=['price']) self.return_field_no_filter = return_data( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=True) self.return_not_full = return_data(refresh_period=1, window_length=self.window_length, compute_only_full=False) self.uses_ufunc = uses_ufunc(refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=False) self.price_multiple = price_multiple( refresh_period=self.refresh_period, window_length=self.window_length, clean_nans=False) self.iter = 0 self.set_slippage(FixedSlippage())
def initialize(self, *args, **kwargs): self.set_slippage(FixedSlippage())
def initialize(self, asset=None, max_shares=None, max_notional=None): self.set_slippage(FixedSlippage()) self.order_count = 0 self.set_max_position_size(asset=asset, max_shares=max_shares, max_notional=max_notional)
def initialize(self): self.set_slippage(FixedSlippage()) self.target_shares = 0 self.sale_price = None
def initialize(algo, sids_and_amounts, *args, **kwargs): algo.ordered = False algo.sids_and_amounts = sids_and_amounts algo.set_commission(us_equities=PerTrade(0), us_futures=PerTrade(0)) algo.set_slippage(us_equities=FixedSlippage(0), us_futures=FixedSlippage(0))