本文整理汇总了Python中zipline.finance.trading.TradingEnvironment.slice_indexer方法的典型用法代码示例。如果您正苦于以下问题：Python TradingEnvironment.slice_indexer方法的具体用法？Python TradingEnvironment.slice_indexer怎么用？Python TradingEnvironment.slice_indexer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.trading.TradingEnvironment的用法示例。
在下文中一共展示了TradingEnvironment.slice_indexer方法的1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: setUpClass
# 需要导入模块: from zipline.finance.trading import TradingEnvironment [as 别名]
# 或者: from zipline.finance.trading.TradingEnvironment import slice_indexer [as 别名]
def setUpClass(cls):
cls.test_data_dir = TempDirectory()
cls.db_path = cls.test_data_dir.getpath("adjustments.db")
all_days = TradingEnvironment().trading_days
cls.calendar_days = all_days[all_days.slice_indexer(TEST_CALENDAR_START, TEST_CALENDAR_STOP)]
daily_bar_reader = MockDailyBarSpotReader()
writer = SQLiteAdjustmentWriter(cls.db_path, cls.calendar_days, daily_bar_reader)
writer.write(SPLITS, MERGERS, DIVIDENDS)
cls.assets = TEST_QUERY_ASSETS
cls.asset_info = EQUITY_INFO
cls.bcolz_writer = SyntheticDailyBarWriter(cls.asset_info, cls.calendar_days)
cls.bcolz_path = cls.test_data_dir.getpath("equity_pricing.bcolz")
cls.bcolz_writer.write(cls.bcolz_path, cls.calendar_days, cls.assets)