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))
