Index _ | A | B | C | D | E | F | G | H | I | L | M | N | O | P | Q | R | S | T | U | V | W | Z _ __add__() (zipline.pipeline.Factor method) __and__() (zipline.pipeline.Filter method) __div__() (zipline.pipeline.Factor method) __ge__() (zipline.pipeline.Factor method) __gt__() (zipline.pipeline.Factor method) __init__() (zipline.pipeline.engine.SimplePipelineEngine method) (zipline.pipeline.loaders.base.PipelineLoader method) (zipline.pipeline.loaders.earnings_estimates.EarningsEstimatesLoader method) (zipline.pipeline.loaders.equity_pricing_loader.EquityPricingLoader method) (zipline.pipeline.loaders.events.EventsLoader method) (zipline.pipeline.loaders.frame.DataFrameLoader method) __le__() (zipline.pipeline.Factor method) __lt__() (zipline.pipeline.Factor method) __mod__() (zipline.pipeline.Factor method) __mul__() (zipline.pipeline.Factor method) __ne__() (zipline.pipeline.Factor method) __or__() (zipline.pipeline.Filter method) __pow__() (zipline.pipeline.Factor method) __sub__() (zipline.pipeline.Factor method) A Account (class in zipline.protocol) account (zipline.finance.ledger.Ledger attribute) add() (zipline.pipeline.Pipeline method) All (class in zipline.pipeline.filters) AllPresent (class in zipline.pipeline.filters) AlphaBeta (class in zipline.finance.metrics.metric) Any (class in zipline.pipeline.filters) Asset (class in zipline.assets) asset_name (zipline.assets.Asset attribute) AssetConvertible (class in zipline.assets) AssetDBWriter (class in zipline.assets) AssetFinder (class in zipline.assets) AtLeastN (class in zipline.pipeline.filters) attach_pipeline() (in module zipline.api) attributes (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) auto_close_date (zipline.assets.Asset attribute) AverageDollarVolume (class in zipline.pipeline.factors) B BarData (class in zipline.protocol) batch_order() (zipline.finance.blotter.blotter.Blotter method) BcolzDailyBarReader (class in zipline.data.bcolz_daily_bars) BcolzDailyBarWriter (class in zipline.data.bcolz_daily_bars) BenchmarkReturnsAndVolatility (class in zipline.finance.metrics.metric) BenchmarkSource (class in zipline.sources.benchmark_source) bind() (zipline.pipeline.data.Column method) Blotter (class in zipline.finance.blotter.blotter) BollingerBands (class in zipline.pipeline.factors) bottom() (zipline.pipeline.Factor method) BoundColumn (class in zipline.pipeline.data) BusinessDaysSincePreviousEvent (class in zipline.pipeline.factors) BusinessDaysUntilNextEvent (class in zipline.pipeline.factors) C CachedObject (class in zipline.utils.cache) calc_dividend_ratios() (zipline.data.adjustments.SQLiteAdjustmentWriter method) calculate() (zipline.finance.commission.CommissionModel method) calendar (zipline.assets.ExchangeInfo attribute) (zipline.assets.ExchangeInfo property) calendar_name (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) calendar_offset (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) can_trade() (zipline.protocol.BarData method) cancel() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) cancel_all_orders_for_asset() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) cancel_order() (in module zipline.api) CancelPolicy (class in zipline.finance.cancel_policy) canonical_name (zipline.assets.ExchangeInfo attribute) cash (zipline.protocol.Portfolio attribute) CashFlow (class in zipline.finance.metrics.metric) clip() (zipline.pipeline.Factor method), [1] close (zipline.pipeline.data.EquityPricing attribute) Column (class in zipline.pipeline.data) columns (zipline.pipeline.Pipeline property) CommissionModel (class in zipline.finance.commission) compute() (zipline.pipeline.factors.AverageDollarVolume method) (zipline.pipeline.factors.BollingerBands method) (zipline.pipeline.factors.ExponentialWeightedMovingAverage method) (zipline.pipeline.factors.ExponentialWeightedMovingStdDev method) (zipline.pipeline.factors.Latest method) (zipline.pipeline.factors.MaxDrawdown method) (zipline.pipeline.factors.PeerCount method) (zipline.pipeline.factors.PercentChange method) (zipline.pipeline.factors.Returns method) (zipline.pipeline.factors.RollingPearson method) (zipline.pipeline.factors.RollingSpearman method) (zipline.pipeline.factors.RSI method) (zipline.pipeline.factors.SimpleBeta method) (zipline.pipeline.factors.SimpleMovingAverage method) (zipline.pipeline.factors.WeightedAverageValue method) (zipline.pipeline.filters.All method) (zipline.pipeline.filters.AllPresent method) (zipline.pipeline.filters.Any method) (zipline.pipeline.filters.AtLeastN method) country_code (zipline.assets.Asset attribute) (zipline.assets.ExchangeInfo attribute) currency_aware (zipline.pipeline.data.BoundColumn attribute) (zipline.pipeline.data.BoundColumn property) currency_codes() (zipline.data.bcolz_daily_bars.BcolzDailyBarReader method) currency_conversion (zipline.pipeline.data.BoundColumn property) current() (zipline.protocol.BarData method) current_portfolio_weights (zipline.protocol.Portfolio property) CustomFactor (class in zipline.pipeline) D daily_returns() (zipline.sources.benchmark_source.BenchmarkSource method) daily_returns_array (zipline.finance.ledger.Ledger attribute) daily_returns_series (zipline.finance.ledger.Ledger attribute) DailyLedgerField (class in zipline.finance.metrics.metric) DailyReturns (class in zipline.pipeline.factors) dataframe_cache (class in zipline.utils.cache) DataFrameLoader (class in zipline.pipeline.loaders.frame) DataPortal (class in zipline.data.data_portal) DataSet (class in zipline.pipeline.data) dataset (zipline.pipeline.data.BoundColumn attribute) (zipline.pipeline.data.BoundColumn property) DataSetFamily (class in zipline.pipeline.data) date_rules (class in zipline.api) deciles() (zipline.pipeline.Factor method) default_populate_initial_workspace() (in module zipline.pipeline.engine) demean() (zipline.pipeline.Factor method) domain() (zipline.pipeline.Pipeline method) dtype (zipline.pipeline.CustomFactor attribute) (zipline.pipeline.data.BoundColumn attribute) (zipline.pipeline.factors.BusinessDaysSincePreviousEvent attribute) (zipline.pipeline.factors.BusinessDaysUntilNextEvent attribute) (zipline.pipeline.factors.SimpleBeta attribute) E earn_dividends() (zipline.finance.ledger.PositionTracker method) EarningsEstimatesLoader (class in zipline.pipeline.loaders.earnings_estimates) end_date (zipline.assets.Asset attribute) end_session_ns (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) EODCancel() (in module zipline.api) eq() (zipline.pipeline.Factor method) equities_sids (zipline.assets.AssetFinder property) equities_sids_for_country_code() (zipline.assets.AssetFinder method) equities_sids_for_exchange_name() (zipline.assets.AssetFinder method) Equity (class in zipline.assets) EquityPricing (class in zipline.pipeline.data) EquityPricingLoader (class in zipline.pipeline.loaders.equity_pricing_loader) EventsLoader (class in zipline.pipeline.loaders.events) every_day() (zipline.api.date_rules static method) every_minute (zipline.api.time_rules attribute) exchange (zipline.assets.Asset attribute) (zipline.finance.execution.ExecutionStyle property) exchange_full (zipline.assets.Asset attribute) exchange_info (zipline.assets.Asset attribute) ExchangeInfo (class in zipline.assets) ExecutionStyle (class in zipline.finance.execution) ExpiringCache (class in zipline.utils.cache) ExponentialWeightedMovingAverage (class in zipline.pipeline.factors) ExponentialWeightedMovingStdDev (class in zipline.pipeline.factors) F Factor (class in zipline.pipeline) fetch_csv() (in module zipline.api) fillna() (zipline.pipeline.Factor method) Filter (class in zipline.pipeline) first_row (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) FixedSlippage (class in zipline.finance.slippage) format_adjustments() (zipline.pipeline.loaders.frame.DataFrameLoader method) from_dict() (zipline.assets.Asset method) Future (class in zipline.assets) future_symbol() (in module zipline.api) futures_sids (zipline.assets.AssetFinder property) fx() (zipline.pipeline.data.BoundColumn method) G get_adjusted_value() (zipline.data.data_portal.DataPortal method) get_adjustments() (zipline.data.data_portal.DataPortal method) get_column() (zipline.pipeline.data.DataSet class method) get_current_future_chain() (zipline.data.data_portal.DataPortal method) get_environment() (in module zipline.api) get_fetcher_assets() (zipline.data.data_portal.DataPortal method) get_history_window() (zipline.data.data_portal.DataPortal method) get_last_traded_dt() (zipline.data.bcolz_daily_bars.BcolzDailyBarReader method) (zipline.data.data_portal.DataPortal method) get_limit_price() (zipline.finance.execution.ExecutionStyle method) get_open_orders() (in module zipline.api) get_order() (in module zipline.api) get_range() (zipline.sources.benchmark_source.BenchmarkSource method) get_scalar_asset_spot_value() (zipline.data.data_portal.DataPortal method) get_splits() (zipline.data.data_portal.DataPortal method) get_spot_value() (zipline.data.data_portal.DataPortal method) get_stock_dividends() (zipline.data.data_portal.DataPortal method) get_stop_price() (zipline.finance.execution.ExecutionStyle method) get_supplementary_field() (zipline.assets.AssetFinder method) get_transactions() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) get_value() (zipline.data.bcolz_daily_bars.BcolzDailyBarReader method) (zipline.sources.benchmark_source.BenchmarkSource method) graph_repr() (zipline.pipeline.data.BoundColumn method) (zipline.pipeline.factors.SimpleBeta method) (zipline.pipeline.filters.SingleAsset method) (zipline.pipeline.Term method) gross_exposure (zipline.finance._finance_ext.PositionStats attribute) gross_value (zipline.finance._finance_ext.PositionStats attribute) group_by_type() (zipline.assets.AssetFinder method) H handle_extra_source() (zipline.data.data_portal.DataPortal method) handle_splits() (zipline.finance.ledger.PositionTracker method) high (zipline.pipeline.data.EquityPricing attribute) history() (zipline.protocol.BarData method) hold() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) I if_else() (zipline.pipeline.Filter method) ingest() (in module zipline.data.bundles) init_db() (zipline.assets.AssetDBWriter method) is_alive_for_session() (zipline.assets.Asset method) is_exchange_open() (zipline.assets.Asset method) is_stale() (zipline.protocol.BarData method) isfinite() (zipline.pipeline.Factor method) isnan() (zipline.pipeline.Factor method) L last_available_dt (zipline.data.bcolz_daily_bars.BcolzDailyBarReader property) last_row (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) Latest (class in zipline.pipeline.factors) latest (zipline.pipeline.data.BoundColumn attribute) Ledger (class in zipline.finance.ledger) lifetimes() (zipline.assets.AssetFinder method) LimitOrder (class in zipline.finance.execution) linear_regression() (zipline.pipeline.Factor method) load() (in module zipline.data.bundles) (in module zipline.finance.metrics) load_adjusted_array() (zipline.pipeline.loaders.base.PipelineLoader method) (zipline.pipeline.loaders.frame.DataFrameLoader method) load_adjustments() (zipline.data.adjustments.SQLiteAdjustmentReader method) load_raw_arrays() (zipline.data.bcolz_daily_bars.BcolzDailyBarReader method) long_exposure (zipline.finance._finance_ext.PositionStats attribute) long_value (zipline.finance._finance_ext.PositionStats attribute) longs_count (zipline.finance._finance_ext.PositionStats attribute) lookup_asset_types() (zipline.assets.AssetFinder method) lookup_future_symbol() (zipline.assets.AssetFinder method) lookup_generic() (zipline.assets.AssetFinder method) lookup_symbol() (zipline.assets.AssetFinder method) lookup_symbols() (zipline.assets.AssetFinder method) low (zipline.pipeline.data.EquityPricing attribute) M MACDSignal (in module zipline.pipeline.factors) market_close() (zipline.api.time_rules static method) market_open() (zipline.api.time_rules static method) MarketOrder (class in zipline.finance.execution) max() (zipline.pipeline.Factor method) MaxDrawdown (class in zipline.pipeline.factors) MaxLeverage (class in zipline.finance.metrics.metric) maybe_show_progress() (in module zipline.utils.cli) mean() (zipline.pipeline.Factor method) median() (zipline.pipeline.Factor method) metadata (zipline.pipeline.data.BoundColumn attribute) (zipline.pipeline.data.BoundColumn property) min() (zipline.pipeline.Factor method) month_end() (zipline.api.date_rules static method) month_start() (zipline.api.date_rules static method) N name (zipline.assets.ExchangeInfo attribute) (zipline.pipeline.data.BoundColumn attribute) (zipline.pipeline.data.BoundColumn property) net_exposure (zipline.finance._finance_ext.PositionStats attribute) net_value (zipline.finance._finance_ext.PositionStats attribute) NeverCancel() (in module zipline.api) notnan() (zipline.pipeline.Factor method) O open (zipline.pipeline.data.EquityPricing attribute) order() (in module zipline.api) (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) order_percent() (in module zipline.api) order_target() (in module zipline.api) order_target_percent() (in module zipline.api) order_target_value() (in module zipline.api) order_value() (in module zipline.api) Orders (class in zipline.finance.metrics.metric) orders() (zipline.finance.ledger.Ledger method) override_account_fields() (zipline.finance.ledger.Ledger method) P pay_dividends() (zipline.finance.ledger.PositionTracker method) pearsonr() (zipline.pipeline.Factor method) PeerCount (class in zipline.pipeline.factors) PercentChange (class in zipline.pipeline.factors) percentile_between() (zipline.pipeline.Factor method) PerDollar (class in zipline.finance.commission) PerShare (class in zipline.finance.commission) PerTrade (class in zipline.finance.commission) Pipeline (class in zipline.pipeline) pipeline_output() (in module zipline.api) PipelineEngine (class in zipline.pipeline.engine) PipelineLoader (class in zipline.pipeline.loaders.base) Portfolio (class in zipline.protocol) portfolio (zipline.finance.ledger.Ledger attribute) (zipline.finance.ledger.Ledger property) portfolio_value (zipline.protocol.Portfolio attribute) position_exposure_array (zipline.finance._finance_ext.PositionStats attribute) position_exposure_series (zipline.finance._finance_ext.PositionStats attribute) position_tracker (zipline.finance.ledger.Ledger attribute) Positions (class in zipline.finance.metrics.metric) positions (zipline.protocol.Portfolio attribute) PositionStats (class in zipline.finance._finance_ext) PositionTracker (class in zipline.finance.ledger) process_commission() (zipline.finance.ledger.Ledger method) process_dividends() (zipline.finance.ledger.Ledger method) process_order() (zipline.finance.ledger.Ledger method) (zipline.finance.slippage.SlippageModel method), [1] process_splits() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) (zipline.finance.ledger.Ledger method) process_transaction() (zipline.finance.ledger.Ledger method) prune_orders() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) Q qualname (zipline.pipeline.data.BoundColumn property) quantiles() (zipline.pipeline.Factor method) quartiles() (zipline.pipeline.Factor method) quintiles() (zipline.pipeline.Factor method) R rank() (zipline.pipeline.Factor method) record() (in module zipline.api) recursive_repr() (zipline.pipeline.data.BoundColumn method) (zipline.pipeline.Term method) register() (in module zipline.data.bundles) (in module zipline.finance.metrics) reject() (zipline.finance.blotter.blotter.Blotter method) (zipline.finance.blotter.SimulationBlotter method) remove() (zipline.pipeline.Pipeline method) retrieve_all() (zipline.assets.AssetFinder method) retrieve_asset() (zipline.assets.AssetFinder method) retrieve_equities() (zipline.assets.AssetFinder method) retrieve_futures_contracts() (zipline.assets.AssetFinder method) Returns (class in zipline.finance.metrics.metric) (class in zipline.pipeline.factors) ReturnsStatistic (class in zipline.finance.metrics.metric) RollingLinearRegressionOfReturns (class in zipline.pipeline.factors) RollingPearson (class in zipline.pipeline.factors) RollingPearsonOfReturns (class in zipline.pipeline.factors) RollingSpearman (class in zipline.pipeline.factors) RollingSpearmanOfReturns (class in zipline.pipeline.factors) RSI (class in zipline.pipeline.factors) run_algorithm() (in module zipline) run_chunked_pipeline() (zipline.pipeline.engine.PipelineEngine method) (zipline.pipeline.engine.SimplePipelineEngine method) run_pipeline() (zipline.pipeline.engine.PipelineEngine method) (zipline.pipeline.engine.SimplePipelineEngine method) S schedule_function() (in module zipline.api) screen (zipline.pipeline.Pipeline property) set_benchmark() (in module zipline.api) set_cancel_policy() (in module zipline.api) set_commission() (in module zipline.api) set_do_not_order_list() (in module zipline.api) set_long_only() (in module zipline.api) set_max_leverage() (in module zipline.api) set_max_order_count() (in module zipline.api) set_max_order_size() (in module zipline.api) set_max_position_size() (in module zipline.api) set_screen() (zipline.pipeline.Pipeline method) set_slippage() (in module zipline.api) set_symbol_lookup_date() (in module zipline.api) short_exposure (zipline.finance._finance_ext.PositionStats attribute) short_value (zipline.finance._finance_ext.PositionStats attribute) shorts_count (zipline.finance._finance_ext.PositionStats attribute) should_cancel() (zipline.finance.cancel_policy.CancelPolicy method) show_graph() (zipline.pipeline.Pipeline method) sid (zipline.assets.Asset attribute) sid() (in module zipline.api) sid_day_index() (zipline.data.bcolz_daily_bars.BcolzDailyBarReader method) sids (zipline.assets.AssetFinder property) SimpleBeta (class in zipline.pipeline.factors) SimpleLedgerField (class in zipline.finance.metrics.metric) SimpleMovingAverage (class in zipline.pipeline.factors) SimplePipelineEngine (class in zipline.pipeline.engine) SimulationBlotter (class in zipline.finance.blotter) SingleAsset (class in zipline.pipeline.filters) slice() (zipline.pipeline.data.DataSetFamily class method) SlippageModel (class in zipline.finance.slippage) spearmanr() (zipline.pipeline.Factor method) specialize() (zipline.pipeline.data.BoundColumn method) SQLiteAdjustmentReader (class in zipline.data.adjustments) SQLiteAdjustmentWriter (class in zipline.data.adjustments) start_date (zipline.assets.Asset attribute) start_session_ns (zipline.data.bcolz_daily_bars.BcolzDailyBarReader attribute) starting_cash (zipline.protocol.Portfolio attribute) StartOfPeriodLedgerField (class in zipline.finance.metrics.metric), [1] StaticAssets (class in zipline.pipeline.filters) StaticSids (class in zipline.pipeline.filters) stats (zipline.finance.ledger.PositionTracker property) stddev() (zipline.pipeline.Factor method) StopLimitOrder (class in zipline.finance.execution) StopOrder (class in zipline.finance.execution) sum() (zipline.pipeline.Factor method) symbol (zipline.assets.Asset attribute) symbol() (in module zipline.api) symbols() (in module zipline.api) T target (zipline.pipeline.factors.SimpleBeta property) Term (class in zipline.pipeline) tick_size (zipline.assets.Asset attribute) time_rules (class in zipline.api) to_dict() (zipline.assets.Asset method) (zipline.assets.Future method) to_execution_plan() (zipline.pipeline.Pipeline method) to_simple_graph() (zipline.pipeline.Pipeline method) todays_returns (zipline.finance.ledger.Ledger attribute) top() (zipline.pipeline.Factor method) Transactions (class in zipline.finance.metrics.metric) transactions() (zipline.finance.ledger.Ledger method) U unpack_db_to_component_dfs() (zipline.data.adjustments.SQLiteAdjustmentReader method) unregister() (in module zipline.data.bundles) (in module zipline.finance.metrics) unspecialize() (zipline.pipeline.data.BoundColumn method) update_portfolio() (zipline.finance.ledger.Ledger method) USEquityPricingLoader (in module zipline.pipeline.loaders.equity_pricing_loader) V volume (zipline.pipeline.data.EquityPricing attribute) volume_for_bar (zipline.finance.slippage.SlippageModel attribute) VolumeShareSlippage (class in zipline.finance.slippage) VWAP (class in zipline.pipeline.factors) W week_end() (zipline.api.date_rules static method) week_start() (zipline.api.date_rules static method) WeightedAverageValue (class in zipline.pipeline.factors) winsorize() (zipline.pipeline.Factor method) working_dir (class in zipline.utils.cache) working_file (class in zipline.utils.cache) write() (zipline.assets.AssetDBWriter method) (zipline.data.adjustments.SQLiteAdjustmentWriter method) (zipline.data.bcolz_daily_bars.BcolzDailyBarWriter method) write_csvs() (zipline.data.bcolz_daily_bars.BcolzDailyBarWriter method) write_direct() (zipline.assets.AssetDBWriter method) write_dividend_data() (zipline.data.adjustments.SQLiteAdjustmentWriter method) write_dividend_payouts() (zipline.data.adjustments.SQLiteAdjustmentWriter method) Z zipline.data.bundles.bundles (built-in variable) zipline.data.finance.metrics.metrics_sets (built-in variable) zscore() (zipline.pipeline.Factor method)