Python load_from_directory Examples

Example #1

from zipline.errors import TradingControlViolation
from zipline.testing import (
    add_security_data,
    security_list_copy,
)
from zipline.testing.fixtures import (
    WithMakeAlgo,
    ZiplineTestCase,
)
from zipline.utils import factory
from zipline.utils.security_list import (
    SecurityListSet,
    load_from_directory,
)

LEVERAGED_ETFS = load_from_directory('leveraged_etf_list')


class RestrictedAlgoWithCheck(TradingAlgorithm):
    def initialize(self, symbol):
        self.rl = SecurityListSet(self.get_datetime, self.asset_finder)
        self.set_asset_restrictions(self.rl.restrict_leveraged_etfs)
        self.order_count = 0
        self.sid = self.symbol(symbol)

    def handle_data(self, data):
        if not self.order_count:
            if self.sid not in \
                    self.rl.leveraged_etf_list.\
                    current_securities(self.get_datetime()):
                self.order(self.sid, 100)

Example #2

File: test_security_list.py Project: Mounik007/zipline

    security_list_copy,
    tmp_trading_env,
    tmp_dir,
)
from zipline.testing.fixtures import (
    WithLogger,
    WithTradingCalendar,
    ZiplineTestCase,
)
from zipline.utils import factory
from zipline.utils.security_list import (
    SecurityListSet,
    load_from_directory,
)

LEVERAGED_ETFS = load_from_directory('leveraged_etf_list')


class RestrictedAlgoWithCheck(TradingAlgorithm):
    def initialize(self, symbol):
        self.rl = SecurityListSet(self.get_datetime, self.asset_finder)
        self.set_do_not_order_list(self.rl.leveraged_etf_list)
        self.order_count = 0
        self.sid = self.symbol(symbol)

    def handle_data(self, data):
        if not self.order_count:
            if self.sid not in \
                    self.rl.leveraged_etf_list:
                self.order(self.sid, 100)
                self.order_count += 1