├── AUTHORS ├── LICENSE ├── MANIFEST.in ├── README.rst ├── Vagrantfile ├── appveyor.yml ├── ci ├── appveyor │ ├── install.ps1 │ ├── run_with_env.cmd │ └── vcvars64.bat └── make_conda_packages.py ├── conda ├── README.md ├── bcolz │ ├── bld.bat │ ├── build.sh │ └── meta.yaml ├── cyordereddict │ ├── bld.bat │ ├── build.sh │ └── meta.yaml ├── logbook │ ├── bld.bat │ ├── build.sh │ └── meta.yaml ├── numexpr │ ├── bld.bat │ ├── build.sh │ └── meta.yaml ├── setuptools_scm │ ├── bld.bat │ ├── build.sh │ └── meta.yaml ├── ta-lib │ ├── bld.bat │ ├── build.sh │ └── meta.yaml └── zipline │ ├── bld.bat │ ├── build.sh │ └── meta.yaml ├── docs ├── .gitignore ├── CNAME ├── Makefile ├── deploy.py ├── make.bat ├── notebooks │ └── tutorial.ipynb └── source │ ├── appendix.rst │ ├── beginner-tutorial.rst │ ├── conf.py │ ├── dev-doc-message.txt │ ├── index.rst │ ├── install.rst │ ├── release-process.rst │ ├── releases.rst │ ├── tutorial_files │ ├── tutorial_11_2.png │ └── tutorial_22_1.png │ └── whatsnew │ ├── 0.6.1.txt │ ├── 0.7.0.txt │ ├── 0.8.0.txt │ ├── 0.8.3.txt │ ├── 0.8.4.txt │ ├── 0.9.0.txt │ └── skeleton.txt ├── etc ├── conda_build_matrix.py ├── create_authors_file.sh ├── git-hooks │ └── pre-commit ├── goodies.txt ├── ordered_pip.sh ├── requirements.txt ├── requirements_blaze.txt ├── requirements_dev.txt ├── requirements_docs.txt └── requirements_talib.txt ├── requirements.txt ├── scripts ├── generate_new_sample_saved_state.py └── run_algo.py ├── setup.cfg ├── setup.py ├── tests ├── __init__.py ├── data │ ├── __init__.py │ ├── test_minute_bars.py │ └── test_us_equity_pricing.py ├── finance │ ├── __init__.py │ └── test_slippage.py ├── history_cases.py ├── pipeline │ ├── __init__.py │ ├── base.py │ ├── test_adjusted_array.py │ ├── test_adjustment.py │ ├── test_blaze.py │ ├── test_buyback_auth.py │ ├── test_classifier.py │ ├── test_column.py │ ├── test_dividends.py │ ├── test_earnings.py │ ├── test_engine.py │ ├── test_events.py │ ├── test_factor.py │ ├── test_filter.py │ ├── test_frameload.py │ ├── test_numerical_expression.py │ ├── test_pipeline.py │ ├── test_pipeline_algo.py │ ├── test_term.py │ └── test_us_equity_pricing_loader.py ├── resources │ ├── pipeline_inputs │ │ ├── AAPL.csv │ │ ├── BRK-A.csv │ │ ├── MSFT.csv │ │ └── generate.py │ └── saved_state_archive │ │ ├── zipline.finance.blotter.Blotter │ │ └── State_Version_1 │ │ ├── zipline.finance.blotter.Order │ │ └── State_Version_1 │ │ ├── zipline.finance.commission.PerDollar │ │ └── State_Version_1 │ │ ├── zipline.finance.commission.PerShare │ │ └── State_Version_1 │ │ ├── zipline.finance.commission.PerTrade │ │ └── State_Version_1 │ │ ├── zipline.finance.performance.period.PerformancePeriod │ │ ├── State_Version_1 │ │ └── State_Version_2 │ │ ├── zipline.finance.performance.position.Position │ │ └── State_Version_1 │ │ ├── zipline.finance.performance.position_tracker.PositionTracker │ │ └── State_Version_1 │ │ ├── zipline.finance.performance.tracker.PerformanceTracker │ │ └── State_Version_3 │ │ ├── zipline.finance.risk.cumulative.RiskMetricsCumulative │ │ └── State_Version_2 │ │ ├── zipline.finance.risk.period.RiskMetricsPeriod │ │ └── State_Version_2 │ │ ├── zipline.finance.risk.report.RiskReport │ │ └── State_Version_1 │ │ ├── zipline.finance.slippage.FixedSlippage │ │ └── State_Version_1 │ │ ├── zipline.finance.slippage.Transaction │ │ └── State_Version_1 │ │ ├── zipline.finance.slippage.VolumeShareSlippage │ │ └── State_Version_1 │ │ ├── zipline.protocol.Account │ │ └── State_Version_1 │ │ ├── zipline.protocol.Portfolio │ │ └── State_Version_1 │ │ └── zipline.protocol.Position │ │ └── State_Version_1 ├── risk │ ├── AnswerKeyAnnotations.ipynb │ ├── AnswerKeyLink.ipynb │ ├── __init__.py │ ├── annotation_utils.py │ ├── answer_key.py │ ├── risk-answer-key-checksums │ ├── test_risk_cumulative.py │ ├── test_risk_period.py │ └── upload_answer_key.py ├── serialization_cases.py ├── test_algorithm.py ├── test_algorithm_gen.py ├── test_assets.py ├── test_batchtransform.py ├── test_blotter.py ├── test_cli.py ├── test_doctests.py ├── test_events_through_risk.py ├── test_examples.py ├── test_exception_handling.py ├── test_execution_styles.py ├── test_finance.py ├── test_history.py ├── test_memoize.py ├── test_munge.py ├── test_perf_tracking.py ├── test_pickle_serialization.py ├── test_rolling_panel.py ├── test_security_list.py ├── test_serialization.py ├── test_sources.py ├── test_testing.py ├── test_tradesimulation.py ├── test_tradingcalendar.py ├── test_transforms.py ├── test_transforms_talib.py ├── test_versioning.py └── utils │ ├── __init__.py │ ├── test_argcheck.py │ ├── test_cache.py │ ├── test_events.py │ ├── test_factory.py │ ├── test_final.py │ ├── test_numpy_utils.py │ ├── test_preprocess.py │ └── test_sentinel.py ├── vagrant_init.sh ├── versioneer.py └── zipline ├── __init__.py ├── _version.py ├── algorithm.py ├── api.py ├── assets ├── __init__.py ├── _assets.pyx ├── asset_db_migrations.py ├── asset_db_schema.py ├── asset_writer.py ├── assets.py └── futures.py ├── data ├── __init__.py ├── _adjustments.pyx ├── _equities.pyx ├── benchmarks.py ├── constants.py ├── data_portal.py ├── future_pricing.py ├── insertDatabase.py ├── loader.py ├── minute_bars.py ├── mongodb.py ├── paths.py ├── pySched.py ├── treasuries.py ├── treasuries_can.py ├── us_equity_pricing.py └── xlsx │ ├── 2002.xlsx │ ├── 2003.xlsx │ ├── 2004.xlsx │ ├── 2005.xlsx │ ├── 2006.xlsx │ ├── 2007.xlsx │ ├── 2008.xlsx │ ├── 2009.xlsx │ ├── 2010.xlsx │ ├── 2011.xlsx │ ├── 2012.xlsx │ ├── 2013.xlsx │ ├── 2014.xlsx │ ├── 2015.xlsx │ ├── 2016.xlsx │ └── __init__.py ├── errors.py ├── examples ├── buy_and_hold.py ├── doubleMA.py └── stock_select.py ├── finance ├── __init__.py ├── blotter.py ├── commission.py ├── constants.py ├── controls.py ├── execution.py ├── order.py ├── performance │ ├── __init__.py │ ├── period.py │ ├── position.py │ ├── position_tracker.py │ └── tracker.py ├── risk │ ├── __init__.py │ ├── cumulative.py │ ├── period.py │ ├── report.py │ └── risk.py ├── slippage.py ├── trading.py └── transaction.py ├── gens ├── __init__.py ├── composites.py ├── tradesimulation.py └── utils.py ├── history ├── __init__.py ├── history.py └── history_container.py ├── lib ├── __init__.py ├── _float64window.pyx ├── _int64window.pyx ├── _uint8window.pyx ├── _windowtemplate.pxi ├── adjusted_array.py ├── adjustment.pyx ├── normalize.py ├── quantiles.py └── rank.pyx ├── pipeline ├── __init__.py ├── classifiers │ ├── __init__.py │ └── classifier.py ├── common.py ├── data │ ├── __init__.py │ ├── buyback_auth.py │ ├── dataset.py │ ├── dividends.py │ ├── earnings.py │ ├── equity_pricing.py │ └── testing.py ├── engine.py ├── expression.py ├── factors │ ├── __init__.py │ ├── events.py │ ├── factor.py │ └── technical.py ├── filters │ ├── __init__.py │ └── filter.py ├── graph.py ├── loaders │ ├── __init__.py │ ├── base.py │ ├── blaze │ │ ├── __init__.py │ │ ├── buyback_auth.py │ │ ├── core.py │ │ ├── dividends.py │ │ ├── earnings.py │ │ └── events.py │ ├── buyback_auth.py │ ├── dividends.py │ ├── earnings.py │ ├── equity_pricing_loader.py │ ├── events.py │ ├── frame.py │ ├── synthetic.py │ ├── testing.py │ └── utils.py ├── mixins.py ├── pipeline.py ├── term.py └── visualize.py ├── protocol.py ├── resources └── security_lists │ └── leveraged_etf_list │ └── 20020103 │ ├── 20120913 │ ├── add │ └── delete │ ├── 20120919 │ ├── add │ └── delete │ ├── 20121012 │ ├── add │ └── delete │ ├── 20130605 │ ├── add │ └── delete │ ├── 20130916 │ ├── add │ └── delete │ ├── 20131002 │ ├── add │ └── delete │ ├── 20131009 │ ├── add │ └── delete │ ├── 20131121 │ ├── add │ └── delete │ ├── 20131227 │ ├── add │ └── delete │ ├── 20140410 │ ├── add │ └── delete │ ├── 20140923 │ ├── add │ └── delete │ ├── 20141119 │ ├── add │ └── delete │ ├── 20141226 │ ├── add │ └── delete │ └── 20150123 │ ├── add │ └── delete ├── sources ├── __init__.py ├── data_frame_source.py ├── data_source.py ├── simulated.py └── test_source.py ├── test_algorithms.py ├── testing ├── __init__.py ├── core.py └── fixtures.py ├── transforms ├── __init__.py ├── batch_transform.py └── ta.py └── utils ├── __init__.py ├── algo_instance.py ├── api_support.py ├── argcheck.py ├── cache.py ├── cli.py ├── context_tricks.py ├── control_flow.py ├── data.py ├── data_source_tables_gen.py ├── deprecate.py ├── enum.py ├── events.py ├── factory.py ├── final.py ├── functional.py ├── input_validation.py ├── math_utils.py ├── memoize.py ├── munge.py ├── numpy_utils.py ├── pandas_utils.py ├── preprocess.py ├── security_list.py ├── sentinel.py ├── serialization_utils.py ├── simfactory.py ├── tradingcalendar.py ├── tradingcalendar_bmf.py ├── tradingcalendar_china.py ├── tradingcalendar_lse.py └── tradingcalendar_tse.py /AUTHORS: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/kanghua309/zipline-chinese/HEAD/AUTHORS -------------------------------------------------------------------------------- /LICENSE: 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