assets: Lookup Equities

In DavisVaughan/flyingfox: An Interface to the Quantopian Zipline Financial Backtester

Description

Lookup an equity for use in a flyingfox algorithm. These are often assigned to variables in context and are used in handle_data() to perform computations on the equity's historical prices, or to make an order.

Usage

fly_symbol(symbol)

fly_symbols(symbol_list)

fly_future_symbol(symbol)

fly_set_symbol_lookup_date(dt)

fly_sid(sid)

Arguments

symbol	The string ticker symbol for the equity to lookup.
symbol_list	The ticker symbols to lookup. Passed as a list like list("AAPL", "MSFT").
dt	The new symbol lookup date. A Date or POSIXct object.
sid	The unique integer that identifies an asset.

Details

• fly_symbol() - Lookup an Equity by its ticker symbol.

• fly_symbols() - Lookup multiple Equities as a list.

• fly_future_symbol() - Lookup a futures contract with a given symbol.

• fly_set_symbol_lookup_date() - Set the date for which symbols will be resolved to their assets (symbols may map to different firms or underlying assets at different times)

• fly_sid() - Lookup an Asset by its unique asset identifier.

Zipline Documentation

• fly_symbol()

• fly_symbols()

• fly_future_symbol()

• fly_set_symbol_lookup_date()

• fly_sid()

DavisVaughan/flyingfox documentation built on May 5, 2019, 12:28 a.m.