本文整理汇总了Python中zipline.api.pipeline_output函数的典型用法代码示例。如果您正苦于以下问题：Python pipeline_output函数的具体用法？Python pipeline_output怎么用？Python pipeline_output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pipeline_output函数的8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，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: before_trading_start
def before_trading_start(context, data):
# Pipeline_output returns the constructed dataframe.
output = pipeline_output('example')
# Select and update your universe.
context.my_universe = output.sort('sma_short', ascending=False).iloc[:200]
update_universe(context.my_universe.index)示例2: before_trading_start
def before_trading_start(context, data):
context.output = pipeline_output('example')
context.short_list = context.output.sort(['sma_rank'], ascending=True).iloc[:200]
context.long_list = context.output.sort(['sma_rank'], ascending=True).iloc[-200:]
update_universe(context.long_list.index.union(context.short_list.index))示例3: handle_data
def handle_data(context, data):
closes = pipeline_output('test_close')
volumes = pipeline_output('test_volume')
date = get_datetime().normalize()
for asset in self.assets:
# Assets should appear iff they exist today and yesterday.
exists_today = self.exists(date, asset)
existed_yesterday = self.exists(date - self.trading_day, asset)
if exists_today and existed_yesterday:
self.assertEqual(
closes.loc[asset, 'close'],
self.expected_close(date, asset)
)
self.assertEqual(
volumes.loc[asset, 'volume'],
self.expected_volume(date, asset)
)
else:
self.assertNotIn(asset, closes.index)
self.assertNotIn(asset, volumes.index)示例4: handle_data
def handle_data(context, data):
results = pipeline_output("test")
date = get_datetime().normalize()
for asset in self.assets:
# Assets should appear iff they exist today and yesterday.
exists_today = self.exists(date, asset)
existed_yesterday = self.exists(date - self.trading_day, asset)
if exists_today and existed_yesterday:
latest = results.loc[asset, "close"]
self.assertEqual(latest, self.expected_close(date, asset))
else:
self.assertNotIn(asset, results.index)示例5: before_trading_start
def before_trading_start(context, data):
context.results = pipeline_output("test")
self.assertTrue(context.results.empty)
count[0] += 1示例6: initialize
def initialize(context):
attach_pipeline(Pipeline(), "test")
pipeline_output("test")
raise AssertionError("Shouldn't make it past pipeline_output()")示例7: before_trading_start
def before_trading_start(context, data):
context.pipeline_data = pipeline_output('my_pipeline')示例8: before_trading_start
def before_trading_start(context, data):
trace.append("BTS call")
pipeline_output('my_pipeline')