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ENH/BUG: Make emission_rate configurable in run_algorithm #2080

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ENH/BUG: Make emission_rate configurable in run_algorithm #2080

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7c70d58
ENH: Make emission_rate configurable in run_algorithm
lukevs Jan 14, 2018
45124d8
Merge remote-tracking branch 'upstream/master'
lukevs Feb 19, 2018
57aac53
Update Dockerfile to fix ta-lib dependency
lukevs Feb 19, 2018
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2 changes: 1 addition & 1 deletion Dockerfile
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Original file line number Diff line number Diff line change
Expand Up @@ -45,7 +45,7 @@ ENV PROJECT_DIR=/projects \
RUN mkdir ${PROJECT_DIR} \
&& apt-get -y update \
&& apt-get -y install libfreetype6-dev libpng-dev libopenblas-dev liblapack-dev gfortran \
&& curl -L https://downloads.sourceforge.net/project/ta-lib/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz | tar xvz
&& curl -L https://kent.dl.sourceforge.net/project/ta-lib/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz | tar xvz

#
# build and install zipline from source. install TA-Lib after to ensure
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6 changes: 6 additions & 0 deletions zipline/utils/run_algo.py
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Original file line number Diff line number Diff line change
Expand Up @@ -54,6 +54,7 @@ def _run(handle_data,
algotext,
defines,
data_frequency,
emission_rate,
capital_base,
data,
bundle,
Expand Down Expand Up @@ -170,6 +171,7 @@ def choose_loader(column):
end=end,
capital_base=capital_base,
data_frequency=data_frequency,
emission_rate=emission_rate,
trading_calendar=trading_calendar,
),
**{
Expand Down Expand Up @@ -255,6 +257,7 @@ def run_algorithm(start,
before_trading_start=None,
analyze=None,
data_frequency='daily',
emission_rate='daily',
data=None,
bundle=None,
bundle_timestamp=None,
Expand Down Expand Up @@ -290,6 +293,8 @@ def run_algorithm(start,
performance data.
data_frequency : {'daily', 'minute'}, optional
The data frequency to run the algorithm at.
emission_rate : {'daily', 'minute'}, optional
The emission rate to run the algorithm at.
data : pd.DataFrame, pd.Panel, or DataPortal, optional
The ohlcv data to run the backtest with.
This argument is mutually exclusive with:
Expand Down Expand Up @@ -358,6 +363,7 @@ def run_algorithm(start,
algotext=None,
defines=(),
data_frequency=data_frequency,
emission_rate=emission_rate,
capital_base=capital_base,
data=data,
bundle=bundle,
Expand Down