Python factory.create_returns_from_list函数代码示例

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本文整理汇总了Python中zipline.utils.factory.create_returns_from_list函数的典型用法代码示例。如果您正苦于以下问题：Python create_returns_from_list函数的具体用法？Python create_returns_from_list怎么用？Python create_returns_from_list使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。

在下文中一共展示了create_returns_from_list函数的20个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的Python代码示例。

示例1: init_instance_fixtures

 def init_instance_fixtures(self):
     super(TestRisk, self).init_instance_fixtures()
     self.start_session = pd.Timestamp("2006-01-01", tz='UTC')
     self.end_session = self.trading_calendar.minute_to_session_label(
         pd.Timestamp("2006-12-31", tz='UTC'),
         direction="previous"
     )
     self.sim_params = SimulationParameters(
         start_session=self.start_session,
         end_session=self.end_session,
         trading_calendar=self.trading_calendar,
     )
     self.algo_returns = factory.create_returns_from_list(
         RETURNS,
         self.sim_params
     )
     self.benchmark_returns = factory.create_returns_from_list(
         BENCHMARK,
         self.sim_params
     )
     self.metrics = ClassicRiskMetrics.risk_report(
         algorithm_returns=self.algo_returns,
         benchmark_returns=self.benchmark_returns,
         algorithm_leverages=pd.Series(0.0, index=self.algo_returns.index)
     )

开发者ID:zhou，项目名称:zipline，代码行数:25，代码来源:test_risk.py

示例2: init_instance_fixtures

 def init_instance_fixtures(self):
     super(TestRisk, self).init_instance_fixtures()
     self.start_session = pd.Timestamp("2006-01-01", tz='UTC')
     self.end_session = self.trading_calendar.minute_to_session_label(
         pd.Timestamp("2006-12-31", tz='UTC'),
         direction="previous"
     )
     self.sim_params = SimulationParameters(
         start_session=self.start_session,
         end_session=self.end_session,
         trading_calendar=self.trading_calendar,
     )
     self.algo_returns = factory.create_returns_from_list(
         RETURNS,
         self.sim_params
     )
     self.benchmark_returns = factory.create_returns_from_list(
         BENCHMARK,
         self.sim_params
     )
     self.metrics = risk.RiskReport(
         self.algo_returns,
         self.sim_params,
         benchmark_returns=self.benchmark_returns,
         trading_calendar=self.trading_calendar,
         treasury_curves=self.env.treasury_curves,
     )

开发者ID:kitylam9，项目名称:zipline，代码行数:27，代码来源:test_risk_period.py

示例3: test_drawdown

 def test_drawdown(self):
     returns = factory.create_returns_from_list([1.0, -0.5, 0.8, 0.17, 1.0, -0.1, -0.45], self.sim_params)
     # 200, 100, 180, 210.6, 421.2, 379.8, 208.494
     metrics = risk.RiskMetricsPeriod(
         returns.index[0], returns.index[-1], returns, env=self.env, benchmark_returns=self.env.benchmark_returns
     )
     self.assertEqual(metrics.max_drawdown, 0.505)

开发者ID:maartenb，项目名称:zipline，代码行数:7，代码来源:test_risk_period.py

示例4: init_instance_fixtures

    def init_instance_fixtures(self):
        super(TestRisk, self).init_instance_fixtures()

        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=29, tzinfo=pytz.utc)

        self.sim_params = SimulationParameters(
            period_start=start_date,
            period_end=end_date,
            trading_schedule=self.trading_schedule,
        )

        self.algo_returns_06 = factory.create_returns_from_list(
            answer_key.ALGORITHM_RETURNS.values,
            self.sim_params
        )

        self.cumulative_metrics_06 = risk.RiskMetricsCumulative(
            self.sim_params,
            treasury_curves=self.env.treasury_curves,
            trading_schedule=self.trading_schedule,
        )

        for dt, returns in answer_key.RETURNS_DATA.iterrows():
            self.cumulative_metrics_06.update(dt,
                                              returns['Algorithm Returns'],
                                              returns['Benchmark Returns'],
                                              0.0)

开发者ID:ABDieng，项目名称:zipline，代码行数:35，代码来源:test_risk_cumulative.py

示例5: init_instance_fixtures

    def init_instance_fixtures(self):
        super(TestRisk, self).init_instance_fixtures()

        start_session = pd.Timestamp("2006-01-01", tz='UTC')
        end_session = pd.Timestamp("2006-12-29", tz='UTC')

        self.sim_params = SimulationParameters(
            start_session=start_session,
            end_session=end_session,
            trading_calendar=self.trading_calendar,
        )
        self.algo_returns = factory.create_returns_from_list(
            RETURNS,
            self.sim_params
        )
        self.cumulative_metrics = risk.RiskMetricsCumulative(
            self.sim_params,
            treasury_curves=self.env.treasury_curves,
            trading_calendar=self.trading_calendar,
        )
        for dt, returns in self.algo_returns.iteritems():
            self.cumulative_metrics.update(
                dt,
                returns,
                BENCHMARK_BASE,
                0.0
            )

开发者ID:florentchandelier，项目名称:zipline，代码行数:27，代码来源:test_risk_cumulative.py

示例6: setUp

    def setUp(self):
        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=29, tzinfo=pytz.utc)

        self.sim_params = SimulationParameters(
            period_start=start_date,
            period_end=end_date
        )

        self.algo_returns_06 = factory.create_returns_from_list(
            answer_key.ALGORITHM_RETURNS.values,
            self.sim_params
        )

        self.cumulative_metrics_06 = risk.RiskMetricsCumulative(
            self.sim_params)

        for dt, returns in answer_key.RETURNS_DATA.iterrows():
            self.cumulative_metrics_06.update(dt,
                                              returns['Algorithm Returns'],
                                              returns['Benchmark Returns'])

开发者ID:arippbbc，项目名称:zipline，代码行数:28，代码来源:test_risk_cumulative.py

示例7: init_instance_fixtures

    def init_instance_fixtures(self):
        super(TestRisk, self).init_instance_fixtures()

        start_session = pd.Timestamp("2006-01-01", tz='UTC')
        end_session = pd.Timestamp("2006-12-29", tz='UTC')

        self.sim_params = SimulationParameters(
            start_session=start_session,
            end_session=end_session,
            trading_calendar=self.trading_calendar,
        )

        self.algo_returns_06 = factory.create_returns_from_list(
            answer_key.ALGORITHM_RETURNS.values,
            self.sim_params
        )

        self.cumulative_metrics_06 = risk.RiskMetricsCumulative(
            self.sim_params,
            treasury_curves=self.env.treasury_curves,
            trading_calendar=self.trading_calendar,
        )

        for dt, returns in answer_key.RETURNS_DATA.iterrows():
            self.cumulative_metrics_06.update(dt,
                                              returns['Algorithm Returns'],
                                              returns['Benchmark Returns'],
                                              0.0)

开发者ID:4ever911，项目名称:zipline，代码行数:28，代码来源:test_risk_cumulative.py

示例8: test_factory

 def test_factory(self):
     returns = [0.1] * 100
     r_objects = factory.create_returns_from_list(returns, self.sim_params)
     self.assertLessEqual(
         r_objects.index[-1],
         pd.Timestamp('2006-12-31', tz='UTC')
     )

开发者ID:zhou，项目名称:zipline，代码行数:7，代码来源:test_risk.py

示例9: test_drawdown

 def test_drawdown(self):
     returns = factory.create_returns_from_list(
         [1.0, -0.5, 0.8, .17, 1.0, -0.1, -0.45], self.sim_params)
     #200, 100, 180, 210.6, 421.2, 379.8, 208.494
     metrics = risk.RiskMetricsBatch(returns[0].date,
                                     returns[-1].date,
                                     returns)
     self.assertEqual(metrics.max_drawdown, 0.505)

开发者ID:PostPCEra，项目名称:zipline，代码行数:8，代码来源:test_risk.py

示例10: setUp

    def setUp(self):

        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=31, tzinfo=pytz.utc)

        self.benchmark_returns, self.treasury_curves = \
            factory.load_market_data()

        self.trading_env = TradingEnvironment(
            self.benchmark_returns,
            self.treasury_curves,
            period_start=start_date,
            period_end=end_date
        )

        self.onesec = datetime.timedelta(seconds=1)
        self.oneday = datetime.timedelta(days=1)
        self.tradingday = datetime.timedelta(hours=6, minutes=30)
        self.dt = datetime.datetime.utcnow()

        self.algo_returns_06 = factory.create_returns_from_list(
            RETURNS,
            self.trading_env
        )

        self.metrics_06 = risk.RiskReport(
            self.algo_returns_06,
            self.trading_env
        )

        start_08 = datetime.datetime(
            year=2008,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)

        end_08 = datetime.datetime(
            year=2008,
            month=12,
            day=31,
            tzinfo=pytz.utc
        )
        self.trading_env08 = TradingEnvironment(
            self.benchmark_returns,
            self.treasury_curves,
            period_start=start_08,
            period_end=end_08
        )

开发者ID:aichi，项目名称:zipline，代码行数:57，代码来源:test_risk.py

示例11: init_instance_fixtures

    def init_instance_fixtures(self):
        super(TestRisk, self).init_instance_fixtures()

        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=31, tzinfo=pytz.utc)

        self.sim_params = SimulationParameters(
            period_start=start_date,
            period_end=end_date,
            trading_schedule=self.trading_schedule,
        )

        self.algo_returns_06 = factory.create_returns_from_list(
            RETURNS,
            self.sim_params
        )

        self.benchmark_returns_06 = \
            answer_key.RETURNS_DATA['Benchmark Returns']

        self.metrics_06 = risk.RiskReport(
            self.algo_returns_06,
            self.sim_params,
            benchmark_returns=self.benchmark_returns_06,
            trading_schedule=self.trading_schedule,
            treasury_curves=self.env.treasury_curves,
        )

        start_08 = datetime.datetime(
            year=2008,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)

        end_08 = datetime.datetime(
            year=2008,
            month=12,
            day=31,
            tzinfo=pytz.utc
        )
        self.sim_params08 = SimulationParameters(
            period_start=start_08,
            period_end=end_08,
            trading_schedule=self.trading_schedule,
        )

开发者ID:ABDieng，项目名称:zipline，代码行数:54，代码来源:test_risk_period.py

示例12: setUp

    def setUp(self):

        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=31, tzinfo=pytz.utc)

        self.sim_params = SimulationParameters(
            period_start=start_date,
            period_end=end_date,
            env=self.env,
        )

        self.algo_returns_06 = factory.create_returns_from_list(
            RETURNS,
            self.sim_params
        )

        self.benchmark_returns_06 = \
            answer_key.RETURNS_DATA['Benchmark Returns']

        self.metrics_06 = risk.RiskReport(
            self.algo_returns_06,
            self.sim_params,
            benchmark_returns=self.benchmark_returns_06,
            env=self.env,
        )

        start_08 = datetime.datetime(
            year=2008,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)

        end_08 = datetime.datetime(
            year=2008,
            month=12,
            day=31,
            tzinfo=pytz.utc
        )
        self.sim_params08 = SimulationParameters(
            period_start=start_08,
            period_end=end_08,
            env=self.env,
        )

开发者ID:280185386，项目名称:zipline，代码行数:52，代码来源:test_risk_period.py

示例13: setUp

    def setUp(self):

        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=31, tzinfo=pytz.utc)

        self.sim_params = SimulationParameters(
            period_start=start_date,
            period_end=end_date
        )

        self.onesec = datetime.timedelta(seconds=1)
        self.oneday = datetime.timedelta(days=1)
        self.tradingday = datetime.timedelta(hours=6, minutes=30)
        self.dt = datetime.datetime.utcnow()

        self.algo_returns_06 = factory.create_returns_from_list(
            RETURNS,
            self.sim_params
        )

        self.metrics_06 = risk.RiskReport(
            self.algo_returns_06,
            self.sim_params
        )

        start_08 = datetime.datetime(
            year=2008,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)

        end_08 = datetime.datetime(
            year=2008,
            month=12,
            day=31,
            tzinfo=pytz.utc
        )
        self.sim_params08 = SimulationParameters(
            period_start=start_08,
            period_end=end_08
        )

开发者ID:PostPCEra，项目名称:zipline，代码行数:50，代码来源:test_risk.py

示例14: test_sharpe_value_when_null

 def test_sharpe_value_when_null(self):
     # Sharpe is displayed as '0.0' instead of np.nan
     null_returns = factory.create_returns_from_list(
         [0.0]*251,
         self.sim_params
     )
     test_period = RiskMetricsPeriod(
         start_session=self.start_session,
         end_session=self.end_session,
         returns=null_returns,
         benchmark_returns=self.benchmark_returns,
         trading_calendar=self.trading_calendar,
     )
     assert test_period.sharpe == 0.0

开发者ID:SJCosgrove，项目名称:quantopianresearch，代码行数:14，代码来源:test_risk_period.py

示例15: test_sharpe_value_when_null

 def test_sharpe_value_when_null(self):
     # Sharpe is displayed as '0.0' instead of np.nan
     null_returns = factory.create_returns_from_list(
         [0.0]*251,
         self.sim_params
     )
     test_period = ClassicRiskMetrics.risk_metric_period(
         start_session=self.start_session,
         end_session=self.end_session,
         algorithm_returns=null_returns,
         benchmark_returns=self.benchmark_returns,
         algorithm_leverages=pd.Series(
             0.0,
             index=self.algo_returns.index
         )
     )
     self.assertEqual(test_period['sharpe'], 0.0)

开发者ID:zhou，项目名称:zipline，代码行数:17，代码来源:test_risk.py

示例16: setUp

    def setUp(self):

        start_date = datetime.datetime(
            year=2006,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)
        end_date = datetime.datetime(
            year=2006, month=12, day=31, tzinfo=pytz.utc)

        self.sim_params = SimulationParameters(
            period_start=start_date,
            period_end=end_date
        )

        self.algo_returns_06 = factory.create_returns_from_list(
            RETURNS,
            self.sim_params
        )

        self.metrics_06 = risk.RiskReport(
            self.algo_returns_06,
            self.sim_params
        )

        start_08 = datetime.datetime(
            year=2008,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)

        end_08 = datetime.datetime(
            year=2008,
            month=12,
            day=31,
            tzinfo=pytz.utc
        )
        self.sim_params08 = SimulationParameters(
            period_start=start_08,
            period_end=end_08
        )

开发者ID:Vanza1，项目名称:zipline，代码行数:45，代码来源:test_risk.py

示例17: test_index_mismatch_exception

 def test_index_mismatch_exception(self):
     # An exception is raised when returns and benchmark returns
     # have indexes that do not match
     bench_params = SimulationParameters(
         start_session=pd.Timestamp("2006-02-01", tz='UTC'),
         end_session=pd.Timestamp("2006-02-28", tz='UTC'),
         trading_calendar=self.trading_calendar,
     )
     benchmark = factory.create_returns_from_list(
         [BENCHMARK_BASE]*19,
         bench_params
     )
     with np.testing.assert_raises(Exception):
         RiskMetricsPeriod(
             start_session=self.start_session,
             end_session=self.end_session,
             returns=self.algo_returns,
             benchmark_returns=benchmark,
             trading_calendar=self.trading_calendar,
         )

开发者ID:SJCosgrove，项目名称:quantopianresearch，代码行数:20，代码来源:test_risk_period.py

示例18: load_bars_from_yahoo

        self.day_count += 1

if __name__ == '__main__':
    data = load_bars_from_yahoo(stocks=sym_list, indexes={}, start=start, end=end)
    trend_trader = trend_trader()
    results = trend_trader.run(data)

    ###########################################################################
    # Generate metrics
    print 'Generating Risk Report...........'
    print 'Using S&P500 as benchmark........'

    start = results.first_valid_index().replace(tzinfo=pytz.utc)
    end = results.last_valid_index().replace(tzinfo=pytz.utc)
    env = trading.SimulationParameters(start, end)
    returns_risk = create_returns_from_list(results.returns, env)
    
    algo_returns = RiskMetricsBase(start, end, returns_risk).algorithm_period_returns
    benchmark_returns = RiskMetricsBase(start, end, returns_risk).benchmark_period_returns
    excess_return = RiskMetricsBase(start, end, returns_risk).excess_return
    algo_volatility = RiskMetricsBase(start, end, returns_risk).algorithm_volatility
    benchmark_volatility = RiskMetricsBase(start, end, returns_risk).benchmark_volatility
    sharpe = RiskMetricsBase(start, end, returns_risk).sharpe
    sortino = RiskMetricsBase(start, end, returns_risk).sortino
    information = RiskMetricsBase(start, end, returns_risk).information
    beta = RiskMetricsBase(start, end, returns_risk).beta
    alpha = RiskMetricsBase(start, end, returns_risk).alpha
    max_drawdown = RiskMetricsBase(start, end, returns_risk).max_drawdown
    
    print '---------Risk Metrics---------'
    print 'Algorithm Returns: ' + str(round(algo_returns * 100,4)) + '%'

开发者ID:quantrocket，项目名称:QuantFox，代码行数:31，代码来源:penny_trends.py

示例19: test_factory

 def test_factory(self):
     returns = [0.1] * 100
     r_objects = factory.create_returns_from_list(returns, self.sim_params)
     self.assertTrue(r_objects.index[-1] <=
                     datetime.datetime(
                         year=2006, month=12, day=31, tzinfo=pytz.utc))

开发者ID:sdrdis，项目名称:zipline，代码行数:6，代码来源:test_risk_period.py

示例20: test_factory

 def test_factory(self):
     returns = [0.1] * 100
     r_objects = factory.create_returns_from_list(returns, self.trading_env)
     self.assertTrue(r_objects[-1].date <=
                     datetime.datetime(
                         year=2006, month=12, day=31, tzinfo=pytz.utc))

开发者ID:aichi，项目名称:zipline，代码行数:6，代码来源:test_risk.py

注：本文中的zipline.utils.factory.create_returns_from_list函数示例由纯净天空整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。

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Python factory.create_returns_from_list函数代码示例

示例1: init_instance_fixtures

示例2: init_instance_fixtures

示例3: test_drawdown

示例4: init_instance_fixtures

示例5: init_instance_fixtures

示例6: setUp

示例7: init_instance_fixtures

示例8: test_factory

示例9: test_drawdown

示例10: setUp

示例11: init_instance_fixtures

示例12: setUp

示例13: setUp

示例14: test_sharpe_value_when_null

示例15: test_sharpe_value_when_null

示例16: setUp

示例17: test_index_mismatch_exception

示例18: load_bars_from_yahoo

示例19: test_factory

示例20: test_factory

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