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Merge pull request #1211 from quantopian/api-doc-update
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DOC: document limit and stop price args
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llllllllll committed May 20, 2016
2 parents a74b354 + a47a982 commit 9f614de
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55 changes: 30 additions & 25 deletions docs/Makefile
View file
Original file line number Diff line number Diff line change
Expand Up @@ -19,10 +19,11 @@ ALLSPHINXOPTS = -d $(BUILDDIR)/doctrees $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) sou
# the i18n builder cannot share the environment and doctrees with the others
I18NSPHINXOPTS = $(PAPEROPT_$(PAPER)) $(SPHINXOPTS) source

.PHONY: help clean html dirhtml singlehtml pickle json htmlhelp qthelp devhelp epub latex latexpdf text man changes linkcheck doctest coverage gettext
.PHONY: help build clean html dirhtml singlehtml pickle json htmlhelp qthelp devhelp epub latex latexpdf text man changes linkcheck doctest coverage gettext

help:
@echo "Please use \`make <target>' where <target> is one of"
@echo " build to build the C and Cython extensions for zipline"
@echo " html to make standalone HTML files"
@echo " dirhtml to make HTML files named index.html in directories"
@echo " singlehtml to make a single large HTML file"
Expand Down Expand Up @@ -51,38 +52,42 @@ help:
clean:
rm -rf $(BUILDDIR)/*

html:

build:
cd .. && python setup.py build_ext --inplace

html: build
$(SPHINXBUILD) -b html $(ALLSPHINXOPTS) $(BUILDDIR)/html
@echo
@echo "Build finished. The HTML pages are in $(BUILDDIR)/html."

dirhtml:
dirhtml: build
$(SPHINXBUILD) -b dirhtml $(ALLSPHINXOPTS) $(BUILDDIR)/dirhtml
@echo
@echo "Build finished. The HTML pages are in $(BUILDDIR)/dirhtml."

singlehtml:
singlehtml: build
$(SPHINXBUILD) -b singlehtml $(ALLSPHINXOPTS) $(BUILDDIR)/singlehtml
@echo
@echo "Build finished. The HTML page is in $(BUILDDIR)/singlehtml."

pickle:
pickle: build
$(SPHINXBUILD) -b pickle $(ALLSPHINXOPTS) $(BUILDDIR)/pickle
@echo
@echo "Build finished; now you can process the pickle files."

json:
json: build
$(SPHINXBUILD) -b json $(ALLSPHINXOPTS) $(BUILDDIR)/json
@echo
@echo "Build finished; now you can process the JSON files."

htmlhelp:
htmlhelp: build
$(SPHINXBUILD) -b htmlhelp $(ALLSPHINXOPTS) $(BUILDDIR)/htmlhelp
@echo
@echo "Build finished; now you can run HTML Help Workshop with the" \
".hhp project file in $(BUILDDIR)/htmlhelp."

qthelp:
qthelp: build
$(SPHINXBUILD) -b qthelp $(ALLSPHINXOPTS) $(BUILDDIR)/qthelp
@echo
@echo "Build finished; now you can run "qcollectiongenerator" with the" \
Expand All @@ -91,15 +96,15 @@ qthelp:
@echo "To view the help file:"
@echo "# assistant -collectionFile $(BUILDDIR)/qthelp/zipline.qhc"

applehelp:
applehelp: build
$(SPHINXBUILD) -b applehelp $(ALLSPHINXOPTS) $(BUILDDIR)/applehelp
@echo
@echo "Build finished. The help book is in $(BUILDDIR)/applehelp."
@echo "N.B. You won't be able to view it unless you put it in" \
"~/Library/Documentation/Help or install it in your application" \
"bundle."

devhelp:
devhelp: build
$(SPHINXBUILD) -b devhelp $(ALLSPHINXOPTS) $(BUILDDIR)/devhelp
@echo
@echo "Build finished."
Expand All @@ -108,85 +113,85 @@ devhelp:
@echo "# ln -s $(BUILDDIR)/devhelp $$HOME/.local/share/devhelp/zipline"
@echo "# devhelp"

epub:
epub: build
$(SPHINXBUILD) -b epub $(ALLSPHINXOPTS) $(BUILDDIR)/epub
@echo
@echo "Build finished. The epub file is in $(BUILDDIR)/epub."

latex:
latex: build
$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
@echo
@echo "Build finished; the LaTeX files are in $(BUILDDIR)/latex."
@echo "Run \`make' in that directory to run these through (pdf)latex" \
"(use \`make latexpdf' here to do that automatically)."

latexpdf:
latexpdf: build
$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
@echo "Running LaTeX files through pdflatex..."
$(MAKE) -C $(BUILDDIR)/latex all-pdf
@echo "pdflatex finished; the PDF files are in $(BUILDDIR)/latex."

latexpdfja:
latexpdfja: build
$(SPHINXBUILD) -b latex $(ALLSPHINXOPTS) $(BUILDDIR)/latex
@echo "Running LaTeX files through platex and dvipdfmx..."
$(MAKE) -C $(BUILDDIR)/latex all-pdf-ja
@echo "pdflatex finished; the PDF files are in $(BUILDDIR)/latex."

text:
text: build
$(SPHINXBUILD) -b text $(ALLSPHINXOPTS) $(BUILDDIR)/text
@echo
@echo "Build finished. The text files are in $(BUILDDIR)/text."

man:
man: build
$(SPHINXBUILD) -b man $(ALLSPHINXOPTS) $(BUILDDIR)/man
@echo
@echo "Build finished. The manual pages are in $(BUILDDIR)/man."

texinfo:
texinfo: build
$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
@echo
@echo "Build finished. The Texinfo files are in $(BUILDDIR)/texinfo."
@echo "Run \`make' in that directory to run these through makeinfo" \
"(use \`make info' here to do that automatically)."

info:
info: build
$(SPHINXBUILD) -b texinfo $(ALLSPHINXOPTS) $(BUILDDIR)/texinfo
@echo "Running Texinfo files through makeinfo..."
make -C $(BUILDDIR)/texinfo info
@echo "makeinfo finished; the Info files are in $(BUILDDIR)/texinfo."

gettext:
gettext: build
$(SPHINXBUILD) -b gettext $(I18NSPHINXOPTS) $(BUILDDIR)/locale
@echo
@echo "Build finished. The message catalogs are in $(BUILDDIR)/locale."

changes:
changes: build
$(SPHINXBUILD) -b changes $(ALLSPHINXOPTS) $(BUILDDIR)/changes
@echo
@echo "The overview file is in $(BUILDDIR)/changes."

linkcheck:
linkcheck: build
$(SPHINXBUILD) -b linkcheck $(ALLSPHINXOPTS) $(BUILDDIR)/linkcheck
@echo
@echo "Link check complete; look for any errors in the above output " \
"or in $(BUILDDIR)/linkcheck/output.txt."

doctest:
doctest: build
$(SPHINXBUILD) -b doctest $(ALLSPHINXOPTS) $(BUILDDIR)/doctest
@echo "Testing of doctests in the sources finished, look at the " \
"results in $(BUILDDIR)/doctest/output.txt."

coverage:
coverage: build
$(SPHINXBUILD) -b coverage $(ALLSPHINXOPTS) $(BUILDDIR)/coverage
@echo "Testing of coverage in the sources finished, look at the " \
"results in $(BUILDDIR)/coverage/python.txt."

xml:
xml: build
$(SPHINXBUILD) -b xml $(ALLSPHINXOPTS) $(BUILDDIR)/xml
@echo
@echo "Build finished. The XML files are in $(BUILDDIR)/xml."

pseudoxml:
pseudoxml: build
$(SPHINXBUILD) -b pseudoxml $(ALLSPHINXOPTS) $(BUILDDIR)/pseudoxml
@echo
@echo "Build finished. The pseudo-XML files are in $(BUILDDIR)/pseudoxml."
56 changes: 54 additions & 2 deletions zipline/algorithm.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -1074,7 +1074,7 @@ def sid(self, sid):
@api_method
@preprocess(symbol=ensure_upper_case)
def future_symbol(self, symbol):
""" Lookup a futures contract with a given symbol.
"""Lookup a futures contract with a given symbol.
Parameters
----------
Expand Down Expand Up @@ -1218,6 +1218,10 @@ def order(self,
The amount of shares to order. If ``amount`` is positive, this is
the number of shares to buy or cover. If ``amount`` is negative,
this is the number of shares to sell or short.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle, optional
The execution style for the order.
Expand All @@ -1226,6 +1230,16 @@ def order(self,
order_id : str
The unique identifier for this order.
Notes
-----
The ``limit_price`` and ``stop_price`` arguments provide shorthands for
passing common execution styles. Passing ``limit_price=N`` is
equivalent to ``style=LimitOrder(N)``. Similarly, passing
``stop_price=M`` is equivalent to ``style=StopOrder(M)``, and passing
``limit_price=N`` and ``stop_price=M`` is equivalent to
``style=StopLimitOrder(N, M)``. It is an error to pass both a ``style``
and ``limit_price`` or ``stop_price``.
See Also
--------
:class:`zipline.finance.execution.ExecutionStyle`
Expand Down Expand Up @@ -1298,7 +1312,6 @@ def __convert_order_params_for_blotter(limit_price, stop_price, style):
This function assumes that either style == None or (limit_price,
stop_price) == (None, None).
"""
# TODO_SS: DeprecationWarning for usage of limit_price and stop_price.
if style:
assert (limit_price, stop_price) == (None, None)
return style
Expand Down Expand Up @@ -1334,6 +1347,10 @@ def order_value(self,
value > 0 :: Buy/Cover
value < 0 :: Sell/Short
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle
The execution style for the order.
Expand All @@ -1342,6 +1359,11 @@ def order_value(self,
order_id : str
The unique identifier for this order.
Notes
-----
See :func:`zipline.api.order` for more information about
``limit_price``, ``stop_price``, and ``style``
See Also
--------
:class:`zipline.finance.execution.ExecutionStyle`
Expand Down Expand Up @@ -1548,6 +1570,10 @@ def order_percent(self,
percent : float
The percentage of the porfolio value to allocate to ``asset``.
This is specified as a decimal, for example: 0.50 means 50%.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle
The execution style for the order.
Expand All @@ -1556,6 +1582,11 @@ def order_percent(self,
order_id : str
The unique identifier for this order.
Notes
-----
See :func:`zipline.api.order` for more information about
``limit_price``, ``stop_price``, and ``style``
See Also
--------
:class:`zipline.finance.execution.ExecutionStyle`
Expand Down Expand Up @@ -1591,6 +1622,10 @@ def order_target(self,
The asset that this order is for.
target : int
The desired number of shares of ``asset``.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle
The execution style for the order.
Expand All @@ -1614,6 +1649,9 @@ def order_target(self,
call to ``order_target`` will not have been filled when the second
``order_target`` call is made.
See :func:`zipline.api.order` for more information about
``limit_price``, ``stop_price``, and ``style``
See Also
--------
:class:`zipline.finance.execution.ExecutionStyle`
Expand Down Expand Up @@ -1659,6 +1697,10 @@ def order_target_value(self,
The asset that this order is for.
target : float
The desired total value of ``asset``.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle
The execution style for the order.
Expand All @@ -1681,6 +1723,9 @@ def order_target_value(self,
call to ``order_target_value`` will not have been filled when the
second ``order_target_value`` call is made.
See :func:`zipline.api.order` for more information about
``limit_price``, ``stop_price``, and ``style``
See Also
--------
:class:`zipline.finance.execution.ExecutionStyle`
Expand Down Expand Up @@ -1715,6 +1760,10 @@ def order_target_percent(self, asset, target,
The desired percentage of the porfolio value to allocate to
``asset``. This is specified as a decimal, for example:
0.50 means 50%.
limit_price : float, optional
The limit price for the order.
stop_price : float, optional
The stop price for the order.
style : ExecutionStyle
The execution style for the order.
Expand All @@ -1737,6 +1786,9 @@ def order_target_percent(self, asset, target,
because the first call to ``order_target_percent`` will not have been
filled when the second ``order_target_percent`` call is made.
See :func:`zipline.api.order` for more information about
``limit_price``, ``stop_price``, and ``style``
See Also
--------
:class:`zipline.finance.execution.ExecutionStyle`
Expand Down

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