本文整理汇总了Python中zipline.api.sid函数的典型用法代码示例。如果您正苦于以下问题：Python sid函数的具体用法？Python sid怎么用？Python sid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sid函数的13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: handle_data
def handle_data(self, data):
if not self.ordered:
assert not self.portfolio.positions
else:
# Since you can't own fractional shares (at least in this
# example), we want to make sure that our target amount is
# no more than a share's value away from our current
# holdings.
target_value = self.portfolio.portfolio_value * 0.002
position_value = self.portfolio.positions[0].amount * \
self.sale_price
assert (
abs(target_value - position_value) <=
self.sale_price
), "Orders not filled correctly"
assert (
self.portfolio.positions[0].last_sale_date ==
self.get_datetime()
), "Orders not filled at current price."
self.sale_price = data.current(sid(0), "price")
self._order(sid(0), .002)
self.ordered = True
开发者ID:zhou，项目名称:zipline，代码行数:25，代码来源:test_algorithms.py
示例2: handle_data
def handle_data(self, data):
if self.target_shares == 0:
assert 0 not in self.portfolio.positions
self.order(self.sid(0), 10)
self.target_shares = 10
return
else:
assert self.portfolio.positions[0].amount == \
self.target_shares, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == \
data.current(sid(0), "price"), \
"Orders not filled at current price."
self.order_percent(self.sid(0), .001)
if isinstance(self.sid(0), Equity):
price = data.current(sid(0), "price")
new_shares = (.001 * self.portfolio.portfolio_value) / price
elif isinstance(self.sid(0), Future):
new_shares = (.001 * self.portfolio.portfolio_value) / \
(data.current(sid(0), "price") *
self.sid(0).contract_multiplier)
new_shares = int(round_if_near_integer(new_shares))
self.target_shares += new_shares
开发者ID:chaoyeung，项目名称:zipline，代码行数:26，代码来源:test_algorithms.py
示例3: initialize
def initialize(context):
# Provide the bid-ask spread for each of the securities in the universe.
spreads = {
sid(24): 0.05,
sid(3766): 0.08
}
# Initialize slippage settings given the parameters of our model
set_slippage(PerStockSpreadSlippage(spreads))
开发者ID:mequanta，项目名称:z-runner，代码行数:9，代码来源:custom_slippage_example.py
示例4: handle_data
def handle_data(context, data):
for stock in data:
print stock, sid(stock)
if not context.has_ordered:
for stock in data:
print stock
order(sid(stock), 100)
context.has_ordered = True
print "==================="
开发者ID:ricardompassos，项目名称:backtest，代码行数:11，代码来源:buy_and_hold.py
示例5: handle_data_api
def handle_data_api(context, data):
if context.incr == 0:
assert 0 not in context.portfolio.positions
else:
assert context.portfolio.positions[0].amount == context.incr, "Orders not filled immediately."
assert context.portfolio.positions[0].last_sale_price == data.current(
sid(0), "price"
), "Orders not filled at current price."
context.incr += 1
order(sid(0), 1)
record(incr=context.incr)
开发者ID:AtwooTM，项目名称:zipline，代码行数:12，代码来源:test_algorithms.py
示例6: handle_data
def handle_data(self, data):
if self.incr == 0:
assert 0 not in self.portfolio.positions
else:
assert self.portfolio.positions[0].amount == self.incr, "Orders not filled immediately."
assert self.portfolio.positions[0].last_sale_price == data.current(
sid(0), "price"
), "Orders not filled at current price."
self.incr += 2
multiplier = 2.0
if isinstance(self.sid(0), Future):
multiplier *= self.sid(0).multiplier
self.order_value(self.sid(0), data.current(sid(0), "price") * multiplier)
开发者ID:AtwooTM，项目名称:zipline，代码行数:15，代码来源:test_algorithms.py
示例7: handle_data
def handle_data(self, data):
if self.incr == 0:
assert 0 not in self.portfolio.positions
else:
assert self.portfolio.positions[0]["amount"] == self.incr, "Orders not filled immediately."
assert self.portfolio.positions[0]["last_sale_price"] == data.current(
sid(0), "price"
), "Orders not filled at current price."
self.incr += 1
self.order(self.sid(0), 1)
开发者ID:RoyHsiao，项目名称:zipline，代码行数:10，代码来源:test_algorithms.py
示例8: handle_data
def handle_data(context, data):
# 获取股票的收盘价
close_data = history(12,'1d','close')
# 取得过去五天的平均价格
ma5 = close_data[-6:-2].mean()
# 取得过去10天的平均价格
ma10 = close_data[-11:-2].mean()
# 取得当前的现金
print get_datetime(),ma5,ma10
cash = context.portfolio.cash
#print ma5[sid(symbol(context.security))],ma10[sid(stock)],cash,symbol(context.security)
#如果当前有余额，并且五日均线大于十日均线
if ma5[sid(symbol(context.security))] > ma10[sid(symbol(context.security))]:
order_value(symbol(context.security), cash)
# 如果五日均线小于十日均线，并且目前有头寸
elif ma5[sid(symbol(context.security))] < ma10[sid(symbol(context.security))]:
# 全部卖出
order_target(symbol(context.security), 0)
开发者ID:liyizheng0513，项目名称:zipline-chinese，代码行数:20，代码来源:doubleMA.py
示例9: handle_data_api
def handle_data_api(context, data):
if context.incr == 0:
assert 0 not in context.portfolio.positions
else:
assert context.portfolio.positions[0]['amount'] == \
context.incr, "Orders not filled immediately."
assert context.portfolio.positions[0]['last_sale_price'] == \
data[0].price, "Orders not filled at current price."
context.incr += 1
order(sid(0), 1)
record(incr=context.incr)
开发者ID:exsanguinator，项目名称:zipline，代码行数:12，代码来源:test_algorithms.py
示例10: handle_data_api
def handle_data_api(context, data):
if context.incr == 0:
assert 0 not in context.portfolio.positions
else:
assert (
context.portfolio.positions[0].amount ==
context.incr
), "Orders not filled immediately."
assert (
context.portfolio.positions[0].last_sale_date ==
context.get_datetime()
), "Orders not filled at current datetime."
context.incr += 1
order(sid(0), 1)
record(incr=context.incr)
开发者ID:zhou，项目名称:zipline，代码行数:16，代码来源:test_algorithms.py
示例11: sid
import pytz
from datetime import datetime
from zipline.api import order, symbol, record, order_target, sid
from zipline.algorithm import TradingAlgorithm
from zipline.utils.factory import load_bars_from_yahoo
from zipline import api
dow_constituents = [
["1999-11-01", sid(4922), 1], # Minnesota Mining & Manufacturing/3M Company
["1999-11-01", sid(2), 1],
["1999-11-01", sid(679), 1],
["1999-11-01", sid(7289), 1], # AT&T Corporation
["1999-11-01", sid(698), 1],
["1999-11-01", sid(1267), 1],
["1999-11-01", sid(1335), 1],
["1999-11-01", sid(4283), 1],
["1999-11-01", sid(2119), 1],
["1999-11-01", sid(2482), 1],
["1999-11-01", sid(8347), 1],
["1999-11-01", sid(3149), 1],
["1999-11-01", sid(3246), 1],
["1999-11-01", sid(3735), 1],
["1999-11-01", sid(3496), 1],
["1999-11-01", sid(25090), 1], # AlliedSignal Incorporated/Honeywell
["1999-11-01", sid(3951), 1],
["1999-11-01", sid(3766), 1],
["1999-11-01", sid(3971), 1],
["1999-11-01", sid(25006), 1],
["1999-11-01", sid(4151), 1],
["1999-11-01", sid(4707), 1],
["1999-11-01", sid(5029), 1],
开发者ID:Warr1611，项目名称:Stock-Trading，代码行数:31，代码来源:Dogs_of_the_Dow.py
示例12: handle_data
def handle_data(context, data):
if not context.has_ordered:
for stock in data:
order(sid(stock), 100)
context.has_ordered = True
开发者ID:rpadebet，项目名称:pyRepo，代码行数:5，代码来源:QuantBuyHold.py
示例13: __init__
def __init__(self):
'''
this is a utility class that can return the list of Dow30 stocks for a given date.
the input date must be >= 1999-11-01.
source: http://www.djindexes.com/mdsidx/downloads/brochure_info/Dow_Jones_Industrial_Average_Historical_Components.pdf
'''
raw_constituents = [
["1999-11-01", sid(4922), 1], # Minnesota Mining & Manufacturing/3M Company
["1999-11-01", sid(2), 1],
["1999-11-01", sid(679), 1],
["1999-11-01", sid(7289), 1], # AT&T Corporation
["1999-11-01", sid(698), 1],
["1999-11-01", sid(1267), 1],
["1999-11-01", sid(1335), 1],
["1999-11-01", sid(4283), 1],
["1999-11-01", sid(2119), 1],
["1999-11-01", sid(2482), 1],
["1999-11-01", sid(8347), 1],
["1999-11-01", sid(3149), 1],
["1999-11-01", sid(3246), 1],
["1999-11-01", sid(3735), 1],
["1999-11-01", sid(3496), 1],
["1999-11-01", sid(25090), 1], # AlliedSignal Incorporated/Honeywell
["1999-11-01", sid(3951), 1],
["1999-11-01", sid(3766), 1],
["1999-11-01", sid(3971), 1],
["1999-11-01", sid(25006), 1],
["1999-11-01", sid(4151), 1],
["1999-11-01", sid(4707), 1],
["1999-11-01", sid(5029), 1],
["1999-11-01", sid(5061), 1],
["1999-11-01", sid(4954), 1],
["1999-11-01", sid(5938), 1],
["1999-11-01", sid(6653), 1], # SBC Communications Incorporated/AT&T Incorporated
["1999-11-01", sid(7883), 1],
["1999-11-01", sid(8229), 1],
["1999-11-01", sid(2190), 1],
["2004-04-08", sid(7289), 0],
["2004-04-08", sid(2482), 0],
["2004-04-08", sid(3971), 0],
["2004-04-08", sid(239), 1],
["2004-04-08", sid(5923), 1],
["2004-04-08", sid(21839), 1],
["2008-02-19", sid(4954), 0],
["2008-02-19", sid(25090), 0],
["2008-02-19", sid(700), 1],
["2008-02-19", sid(23112), 1],
["2008-09-22", sid(239), 0],
["2008-09-22", sid(22802), 1], # KRFT/MDLZ
["2009-06-08", sid(1335), 0],
["2009-06-08", sid(3246), 0],
["2009-06-08", sid(7041), 1],
["2009-06-08", sid(1900), 1],
["2012-09-24", sid(22802), 0],
["2012-09-24", sid(7792), 1],
["2013-09-23", sid(700), 0],
["2013-09-23", sid(3735), 0],
["2013-09-23", sid(20088), 1],
["2013-09-23", sid(35920), 1],
["2015-03-18", sid(6653), 0],
["2015-03-18", sid(24), 1]
]
# translate the date string into a datetime.date
self.data = []
for equity in raw_constituents:
self.data.append((
datetime.datetime.strptime(equity[0], "%Y-%m-%d").date(),
equity[1],
equity[2]
))
开发者ID:Warr1611，项目名称:Dogs，代码行数:72，代码来源:Clone-Jack-Wood.py
注：本文中的zipline.api.sid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。 |
客服电话
APP下载
官方微信
请发表评论