From 7c70d58ab276140d41e3d9af51930920bbeb4315 Mon Sep 17 00:00:00 2001 From: Luke Van Seters Date: Sun, 14 Jan 2018 16:14:58 -0500 Subject: [PATCH 1/2] ENH: Make emission_rate configurable in run_algorithm --- zipline/utils/run_algo.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/zipline/utils/run_algo.py b/zipline/utils/run_algo.py index b8eeda5c32..eb1fa66f54 100644 --- a/zipline/utils/run_algo.py +++ b/zipline/utils/run_algo.py @@ -54,6 +54,7 @@ def _run(handle_data, algotext, defines, data_frequency, + emission_rate, capital_base, data, bundle, @@ -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, ), **{ @@ -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, @@ -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: @@ -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, From 57aac53e9bb1cb67811493e7c4e5f1aeffbc6ff8 Mon Sep 17 00:00:00 2001 From: Luke Van Seters Date: Mon, 19 Feb 2018 10:14:06 -0500 Subject: [PATCH 2/2] Update Dockerfile to fix ta-lib dependency --- Dockerfile | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/Dockerfile b/Dockerfile index dd25812d0e..40dfa4cb00 100644 --- a/Dockerfile +++ b/Dockerfile @@ -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