本文整理汇总了Python中zipline.finance.performance.PerformanceTracker.get_account方法的典型用法代码示例。如果您正苦于以下问题：Python PerformanceTracker.get_account方法的具体用法？Python PerformanceTracker.get_account怎么用？Python PerformanceTracker.get_account使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.finance.performance.PerformanceTracker的用法示例。
在下文中一共展示了PerformanceTracker.get_account方法的2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: TradingAlgorithm
# 需要导入模块: from zipline.finance.performance import PerformanceTracker [as 别名]
# 或者: from zipline.finance.performance.PerformanceTracker import get_account [as 别名]
#.........这里部分代码省略.........
Limit order: order(sid, value, limit_price)
Stop order: order(sid, value, None, stop_price)
StopLimit order: order(sid, value, limit_price, stop_price)
"""
amount = self._calculate_order_value_amount(sid, value)
return self.order(sid, amount,
limit_price=limit_price,
stop_price=stop_price,
style=style)
@property
def recorded_vars(self):
return copy(self._recorded_vars)
@property
def portfolio(self):
return self.updated_portfolio()
def updated_portfolio(self):
if self.portfolio_needs_update:
self._portfolio = \
self.perf_tracker.get_portfolio(self.performance_needs_update)
self.portfolio_needs_update = False
self.performance_needs_update = False
return self._portfolio
@property
def account(self):
return self.updated_account()
def updated_account(self):
if self.account_needs_update:
self._account = \
self.perf_tracker.get_account(self.performance_needs_update)
self.account_needs_update = False
self.performance_needs_update = False
return self._account
def set_logger(self, logger):
self.logger = logger
def on_dt_changed(self, dt):
"""
Callback triggered by the simulation loop whenever the current dt
changes.
Any logic that should happen exactly once at the start of each datetime
group should happen here.
"""
assert isinstance(dt, datetime), \
"Attempt to set algorithm's current time with non-datetime"
assert dt.tzinfo == pytz.utc, \
"Algorithm expects a utc datetime"
self.datetime = dt
self.perf_tracker.set_date(dt)
self.blotter.set_date(dt)
@api_method
def get_datetime(self, tz=None):
"""
Returns the simulation datetime.
"""
dt = self.datetime
assert dt.tzinfo == pytz.utc, "Algorithm should have a utc datetime"
示例2: TradingAlgorithm
# 需要导入模块: from zipline.finance.performance import PerformanceTracker [as 别名]
# 或者: from zipline.finance.performance.PerformanceTracker import get_account [as 别名]
#.........这里部分代码省略.........
self.logger.debug(zero_message)
# Don't place any order
return
else:
amount = value / last_price
return self.order(sid, amount,
limit_price=limit_price,
stop_price=stop_price,
style=style)
@property
def recorded_vars(self):
return copy(self._recorded_vars)
@property
def portfolio(self):
return self.updated_portfolio()
def updated_portfolio(self):
if self.portfolio_needs_update:
self._portfolio = \
self.perf_tracker.get_portfolio(self.performance_needs_update)
self.portfolio_needs_update = False
self.performance_needs_update = False
return self._portfolio
@property
def account(self):
return self.updated_account()
def updated_account(self):
if self.account_needs_update:
self._account = \
self.perf_tracker.get_account(self.performance_needs_update)
self.account_needs_update = False
self.performance_needs_update = False
return self._account
def set_logger(self, logger):
self.logger = logger
def on_dt_changed(self, dt):
"""
Callback triggered by the simulation loop whenever the current dt
changes.
Any logic that should happen exactly once at the start of each datetime
group should happen here.
"""
assert isinstance(dt, datetime), \
"Attempt to set algorithm's current time with non-datetime"
assert dt.tzinfo == pytz.utc, \
"Algorithm expects a utc datetime"
self.datetime = dt
self.perf_tracker.set_date(dt)
self.blotter.set_date(dt)
@api_method
def get_datetime(self):
"""
Returns a copy of the datetime.
"""
date_copy = copy(self.datetime)
assert date_copy.tzinfo == pytz.utc, \
"Algorithm should have a utc datetime"