From 664a0d234cbd6809ee5890cb775b1c36f638afcf Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Wed, 18 May 2016 20:41:05 -0400 Subject: [PATCH 1/2] DOC: document limit and stop price args --- zipline/algorithm.py | 56 ++++++++++++++++++++++++++++++++++++++++++-- 1 file changed, 54 insertions(+), 2 deletions(-) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index f409062d1e..ddd84f8704 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -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 ---------- @@ -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. @@ -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` @@ -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 @@ -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. @@ -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` @@ -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. @@ -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` @@ -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. @@ -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` @@ -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. @@ -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` @@ -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. @@ -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` From a47a982257fa8a797f59243fc3836a61f5b6da50 Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Thu, 19 May 2016 19:38:51 -0400 Subject: [PATCH 2/2] DOC: building docs builds the extensions --- docs/Makefile | 55 ++++++++++++++++++++++++++++----------------------- 1 file changed, 30 insertions(+), 25 deletions(-) diff --git a/docs/Makefile b/docs/Makefile index 07c47bdf65..d49ab547bd 100644 --- a/docs/Makefile +++ b/docs/Makefile @@ -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 ' where 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" @@ -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" \ @@ -91,7 +96,7 @@ 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." @@ -99,7 +104,7 @@ applehelp: "~/Library/Documentation/Help or install it in your application" \ "bundle." -devhelp: +devhelp: build $(SPHINXBUILD) -b devhelp $(ALLSPHINXOPTS) $(BUILDDIR)/devhelp @echo @echo "Build finished." @@ -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."