def _create_generator(self, environment):
"""
Create a basic generator setup using the sources and
transforms attached to this algorithm.
"""
self.date_sorted = date_sorted_sources(*self.sources)
self.with_tnfms = sequential_transforms(self.date_sorted,
*self.transforms)
self.trading_client = tsc(self, environment)
transact_method = transact_partial(self.slippage, self.commission)
self.set_transact(transact_method)
return self.trading_client.simulate(self.with_tnfms)
def _create_generator(self, environment):
"""
Create a basic generator setup using the sources and
transforms attached to this algorithm.
"""
self.date_sorted = date_sorted_sources(*self.sources)
self.with_tnfms = sequential_transforms(self.date_sorted,
*self.transforms)
self.trading_client = tsc(self, environment)
transact_method = transact_partial(self.slippage, self.commission)
self.set_transact(transact_method)
return self.trading_client.simulate(self.with_tnfms)
def _create_generator(self, environment):
"""
Create a basic generator setup using the sources and
transforms attached to this algorithm.
"""
self.date_sorted = date_sorted_sources(*self.sources)
self.with_tnfms = sequential_transforms(self.date_sorted,
*self.transforms)
# Group together events with the same dt field. This depends on the
# events already being sorted.
self.grouped_by_date = groupby(self.with_tnfms, attrgetter('dt'))
self.trading_client = tsc(self, environment)
transact_method = transact_partial(self.slippage, self.commission)
self.set_transact(transact_method)
return self.trading_client.simulate(self.grouped_by_date)
def _create_generator(self, sim_params, source_filter=None):
"""
Create a basic generator setup using the sources and
transforms attached to this algorithm.
::source_filter:: is a method that receives events in date
sorted order, and returns True for those events that should be
processed by the zipline, and False for those that should be
skipped.
"""
self.data_gen = self._create_data_generator(source_filter)
self.trading_client = tsc(self, sim_params)
transact_method = transact_partial(self.slippage, self.commission)
self.set_transact(transact_method)
return self.trading_client.simulate(self.data_gen)
def _create_generator(self, sim_params, source_filter=None):
"""
Create a basic generator setup using the sources and
transforms attached to this algorithm.
::source_filter:: is a method that receives events in date
sorted order, and returns True for those events that should be
processed by the zipline, and False for those that should be
skipped.
"""
self.data_gen = self._create_data_generator(source_filter)
self.trading_client = tsc(self, sim_params)
transact_method = transact_partial(self.slippage, self.commission)
self.set_transact(transact_method)
return self.trading_client.simulate(self.data_gen)
def _create_generator(self, environment):
"""
Create a basic generator setup using the sources and
transforms attached to this algorithm.
"""
self.date_sorted = date_sorted_sources(*self.sources)
self.with_tnfms = sequential_transforms(self.date_sorted,
*self.transforms)
# Group together events with the same dt field. This depends on the
# events already being sorted.
self.grouped_by_date = groupby(self.with_tnfms, attrgetter('dt'))
self.trading_client = tsc(self, environment)
transact_method = transact_partial(self.slippage, self.commission)
self.set_transact(transact_method)
return self.trading_client.simulate(self.grouped_by_date)
