zipline-data: Methods for the zipline 'data' object

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

Description

fly_data_history() is used to retrieve historical data about the asset. fly_data_current() is used to retrieve the data as of the current trading date. See below for additional documentation.

Usage

fly_data_history(data, assets, fields = "price", bar_count = 100L,
  frequency = "1d")

fly_data_current(data, assets, fields = "price")

fly_data_is_stale(data, assets)

fly_data_can_trade(data, assets)

Arguments

data	The data object.
assets	A zipline asset or list of assets. Often created from fly_symbol().
fields	A string field or vector of fields. Accepted fields are "low", "close", "volume", "price", and "last_traded".
bar_count	Integer number of bars of historical trade data requested.
frequency	Frequency of historical data requested. "1m" for minutely data or "1d" for daily data.

Zipline Documentation

• fly_data_history()

• fly_data_current()

• fly_data_is_stale()

• fly_data_can_trade()

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