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@dat-boris
Last active November 28, 2016 03:30
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Simple quantopian polyfill to allow recording metrics into dataframe
from zipline.api import (
schedule_function, date_rules, time_rules, sid, symbol,
set_slippage, slippage, set_commission, commission,
get_datetime, order_target_percent,
# record, # Replaced below
attach_pipeline,
order_target, get_open_orders, history
)
RECORD_DF = pd.DataFrame([])
def record(simulate_datetime=None, **kwargs):
"""
Use this as a replacement of the record zipline.api
:param simulated_datetime: Use set datetime instead of the algorithm datetime
"""
global RECORD_DF
current_date = simulate_datetime or get_datetime()
for k,v in kwargs.items():
RECORD_DF.set_value(current_date, k, v)
return RECORD_DF
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