def initialize(context):
attach_pipeline(make_pipeline(), 'my_pipeline')
# Rebalance each day. In daily mode, this is equivalent to putting
# `rebalance` in our handle_data, but in minute mode, it's equivalent to
# running at the start of the day each day.
schedule_function(rebalance, date_rules.every_day())
# Explicitly set the commission to the "old" value until we can
# rebuild example data.
# github.com/quantopian/gateway/blob/master/tests/resources/
# rebuild_example_data#L105
context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
def initialize(context):
pipeline = Pipeline()
context.vwaps = []
for length in vwaps:
name = vwap_key(length)
factor = VWAP(window_length=length)
context.vwaps.append(factor)
pipeline.add(factor, name=name)
filter_ = (USEquityPricing.close.latest > 300)
pipeline.add(filter_, 'filter')
if set_screen:
pipeline.set_screen(filter_)
attach_pipeline(pipeline, 'test')
def initialize(context):
pipeline = attach_pipeline(Pipeline(), 'test')
vwap = VWAP(window_length=10)
pipeline.add(vwap, 'vwap')
# Nothing should have prices less than 0.
pipeline.set_screen(vwap < 0)
def initialize(context):
attach_pipeline(Pipeline(), 'test')
attach_pipeline(Pipeline(), 'test')
def initialize(context):
pipeline_close = attach_pipeline(Pipeline(), 'test_close')
pipeline_volume = attach_pipeline(Pipeline(), 'test_volume')
pipeline_close.add(USEquityPricing.close.latest, 'close')
pipeline_volume.add(USEquityPricing.volume.latest, 'volume')
def initialize(context):
p = attach_pipeline(Pipeline(), 'test', chunks=chunks)
p.add(USEquityPricing.close.latest, 'close')
def initialize(context):
attach_pipeline(Pipeline(), 'test')
pipeline_output('test')
raise AssertionError("Shouldn't make it past pipeline_output()")
def late_attach(context, data):
attach_pipeline(Pipeline(), 'test')
raise AssertionError("Shouldn't make it past attach_pipeline!")
