DOC: updating docs (#208)

Update installation instructions Address some sphinx errors Update badges
stefan-jansen · Jul 17, 2023 · 206888c · 206888c
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diff --git a/README.md b/README.md
@@ -6,14 +6,13 @@
 
 # Backtest your Trading Strategies
 
-| Version Info        | [![Python](https://img.shields.io/pypi/pyversions/zipline-reloaded.svg?cacheSeconds=2592000)](https://pypi.python.org/pypi/zipline-reloaded) [![Anaconda-Server Badge](https://anaconda.org/ml4t/zipline-reloaded/badges/platforms.svg)](https://anaconda.org/ml4t/zipline-reloaded) [![Release](https://img.shields.io/pypi/v/zipline-reloaded.svg?cacheSeconds=2592000)](https://pypi.org/project/zipline-reloaded/) [![Anaconda-Server Badge](https://anaconda.org/ml4t/zipline-reloaded/badges/version.svg)](https://anaconda.org/ml4t/zipline-reloaded)                                                                                                                                                                                                 |
-| ------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
-| **Test** **Status** | [![CI Tests](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/ci_tests_full.yml/badge.svg)](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/unit_tests.yml) [![PyPI](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/build_wheels.yml/badge.svg)](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/build_wheels.yml) [![Anaconda](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/conda_package.yml/badge.svg)](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/conda_package.yml) [![codecov](https://codecov.io/gh/stefan-jansen/zipline-reloaded/branch/main/graph/badge.svg)](https://codecov.io/gh/stefan-jansen/zipline-reloaded) |
-| **Community**       | [![Discourse](https://img.shields.io/discourse/topics?server=https%3A%2F%2Fexchange.ml4trading.io%2F)](https://exchange.ml4trading.io) [![ML4T](https://img.shields.io/badge/Powered%20by-ML4Trading-blue)](https://ml4trading.io) [![Twitter](https://img.shields.io/twitter/follow/ml4trading.svg?style=social)](https://twitter.com/ml4trading)                                                                                                                                                                                                                                                                                                                                                                                                           |
+| Version Info        | [![Python](https://img.shields.io/pypi/pyversions/zipline-reloaded.svg?cacheSeconds=2592000)](https://pypi.python.org/pypi/zipline-reloaded) [![Anaconda-Server Badge](https://anaconda.org/ml4t/zipline-reloaded/badges/platforms.svg)](https://anaconda.org/ml4t/zipline-reloaded) ![PyPI](https://img.shields.io/pypi/v/zipline-reloaded) [![Anaconda-Server Badge](https://anaconda.org/conda-forge/zipline-reloaded/badges/version.svg)](https://anaconda.org/conda-forge/zipline-reloaded)                                                                                                                                                                                                 |
+| ------------------- | ---------- |
+| **Test** **Status** | [![CI Tests](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/ci_tests_full.yml/badge.svg)](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/unit_tests.yml) [![PyPI](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/build_wheels.yml/badge.svg)](https://github.com/stefan-jansen/zipline-reloaded/actions/workflows/build_wheels.yml)  [![codecov](https://codecov.io/gh/stefan-jansen/zipline-reloaded/branch/main/graph/badge.svg)](https://codecov.io/gh/stefan-jansen/zipline-reloaded) |
+| **Community**       | [![Discourse](https://img.shields.io/discourse/topics?server=https%3A%2F%2Fexchange.ml4trading.io%2F)](https://exchange.ml4trading.io) [![ML4T](https://img.shields.io/badge/Powered%20by-ML4Trading-blue)](https://ml4trading.io) [![Twitter](https://img.shields.io/twitter/follow/ml4trading.svg?style=social)](https://twitter.com/ml4trading)                                                                                                                                                                                                                                                                                                                                                                                                          |
 
 Zipline is a Pythonic event-driven system for backtesting, developed and used as the backtesting and live-trading engine by [crowd-sourced investment fund Quantopian](https://www.bizjournals.com/boston/news/2020/11/10/quantopian-shuts-down-cofounders-head-elsewhere.html). Since it closed late 2020, the domain that had hosted these docs expired. The library is used extensively in the book [Machine Larning for Algorithmic Trading](https://ml4trading.io)
 by [Stefan Jansen](https://www.linkedin.com/in/applied-ai/) who is trying to keep the library up to date and available to his readers and the wider Python algotrading community.
-
 - [Join our Community!](https://exchange.ml4trading.io)
 - [Documentation](https://zipline.ml4trading.io)
 

diff --git a/docs/source/api-reference.rst b/docs/source/api-reference.rst
@@ -385,7 +385,7 @@ Data Loaders
 There are several loaders to feed data to a :class:`~zipline.pipeline.Pipeline` that need to implement the interface
 defined by the :class:`~zipline.pipeline.loaders.base.PipelineLoader`.
 
-.. autoclass:: zipline.pipeline.loaders.based.PipelineLoader
+.. autoclass:: zipline.pipeline.loaders.base.PipelineLoader
    :members: __init__, load_adjusted_array, currency_aware
    :member-order: bysource
 

diff --git a/docs/source/conf.py b/docs/source/conf.py
@@ -23,8 +23,8 @@
 ]
 
 extlinks = {
-    "issue": ("https://github.com/stefan-jansen/zipline/issues/%s", "#"),
-    "commit": ("https://github.com/stefan-jansen/zipline/commit/%s", ""),
+    "issue": ("https://github.com/stefan-jansen/zipline/issues/%s", "%s"),
+    "commit": ("https://github.com/stefan-jansen/zipline/commit/%s", "%s"),
 }
 
 numpydoc_show_class_members = False
@@ -59,7 +59,7 @@
         html_theme_path = []
     else:
         html_theme = "pydata_sphinx_theme"
-        html_theme_path = pydata_sphinx_theme.get_html_theme_path()
+        # html_theme_path = pydata_sphinx_theme.get_html_theme_path()
 
 # The name of the Pygments (syntax highlighting) style to use.
 highlight_language = "python"
@@ -79,7 +79,6 @@
     "google_analytics_id": "UA-74956955-3",
 }
 
-
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
 # so a file named 'default.css' will overwrite the builtin 'default.css'.
@@ -98,7 +97,7 @@
 htmlhelp_basename = "ziplinedoc"
 
 intersphinx_mapping = {
-    "https://docs.python.org/dev/": None,
+    "python": ("https://docs.python.org/3/", None),
     "numpy": ("https://numpy.org/doc/stable/", None),
     "scipy": ("https://docs.scipy.org/doc/scipy/reference/", None),
     "pandas": ("https://pandas.pydata.org/pandas-docs/stable/", None),

diff --git a/docs/source/development-guidelines.rst b/docs/source/development-guidelines.rst
@@ -22,6 +22,7 @@ First, you'll need to clone Zipline by running:
 Then check out to a new branch where you can make your changes:
 
 .. code-block:: bash
+
    $ cd zipline-reloaded
    $ git checkout -b some-short-descriptive-name
 

diff --git a/docs/source/install.rst b/docs/source/install.rst
@@ -9,7 +9,7 @@ that runs on Windows, macOS, and Linux. In case you are installing `zipline-relo
 encounter [conflict errors](https://github.com/conda/conda/issues/9707), consider using
 [mamba](https://github.com/mamba-org/mamba) instead.
 
-Zipline runs on Python 3.8, 3.9 and 3.10. To install and use different Python versions in parallel as well as create
+Zipline runs on Python 3.8, 3.9, 3.10 and 3.11. To install and use different Python versions in parallel as well as create
 a virtual environment, you may want to use `pyenv <https://github.com/pyenv/pyenv>`_.
 
 Installing with ``pip``
@@ -144,21 +144,10 @@ dependencies.
 For instructions on how to install ``conda``, see the `Conda Installation
 Documentation <https://conda.io/projects/conda/en/latest/user-guide/install/index.html>`_.
 
-Unfortunately, as of April 2021, ``conda`` produces numerous false
-positive [conflict errors](https://github.com/conda/conda/issues/9707)
-while working to identify dependencies. Should this be your experience, consider
-[mamba](https://github.com/mamba-org/mamba) instead, which works much faster and
-reliably in most cases.
+Once ``conda`` has been set up you can install Zipline from the ``conda-forge`` channel.
 
-Once ``conda`` has been set up you can install Zipline from the ``ml4t`` channel.
-You'll also need to activate the `conda-forge` and `ranaroussi` channels to source various dependencies.
-You can do so either by adding them to your
-`.condarc <https://docs.conda.io/projects/conda/en/latest/user-guide/configuration/use-condarc.html>`_
-configuration file, or as command line flags:
+See [here](https://github.com/conda-forge/zipline-reloaded-feedstock) for the latest installation details.
 
-.. code-block:: bash
-
-    conda install -c ml4t -c conda-forge -c ranaroussi zipline-reloaded
 
 .. _managing-conda-environments:
 
@@ -174,7 +163,7 @@ Assuming ``conda`` has been set up, you can create a ``conda`` environment:
 
 .. code-block:: bash
 
-    $ conda create -n env_zipline python=3.8
+    $ conda create -n env_zipline python=3.10
 
 
 Now you have set up an isolated environment called ``env_zipline``, a sandbox-like

diff --git a/pyproject.toml b/pyproject.toml
@@ -110,7 +110,7 @@ docs = [
     'numpydoc >=0.5.0',
     'sphinx-autobuild >=0.6.0',
     'pydata-sphinx-theme',
-    'sphinx-markdown-tables',
+    'sphinx_markdown_tables',
     'm2r2'
 
 ]

diff --git a/src/zipline/_protocol.pyx b/src/zipline/_protocol.pyx
@@ -508,7 +508,7 @@ cdef class BarData:
             })
 
     cdef bool _is_stale_for_asset(self, asset, dt, adjusted_dt, data_portal):
-        session_label = dt.normalize() # FIXME
+        session_label = dt.normalize()  # FIXME
 
         if not asset.is_alive_for_session(session_label):
             return False
@@ -580,11 +580,13 @@ cdef class BarData:
           :class:`pd.DatetimeIndex`, and its columns will be ``assets``.
 
         - If multiple assets and multiple fields are requested, the returned
-          value is a :class:`pd.DataFrame` with a pd.MultiIndex containing pairs of
-           :class:`pd.DatetimeIndex`, and ``assets``, while the columns while contain the field(s).
-           It has shape``(bar_count * len(assets), len(fields))``. The names of the pd.MultiIndex are
-            - ``date`` if frequency == '1d'`` or ``date_time`` if frequency == '1m``, and
-            - ``asset``
+          value is a :class:`pd.DataFrame` with a pd.MultiIndex containing
+          pairs of :class:`pd.DatetimeIndex`, and ``assets``, while the columns
+          while contain the field(s). It has shape ``(bar_count * len(assets),
+          len(fields))``. The names of the pd.MultiIndex are
+
+              - ``date`` if frequency == '1d'`` or ``date_time`` if frequency == '1m``, and
+              - ``asset``
 
         If the current simulation time is not a valid market time, we use the last market close instead.
         """

diff --git a/src/zipline/algorithm.py b/src/zipline/algorithm.py
@@ -717,28 +717,30 @@ def get_environment(self, field="platform"):
 
         Parameters
         ----------
-        field : {'platform', 'arena', 'data_frequency',
-                 'start', 'end', 'capital_base', 'platform', '*'}
-            The field to query. The options have the following meanings:
-              arena : str
-                  The arena from the simulation parameters. This will normally
-                  be ``'backtest'`` but some systems may use this distinguish
-                  live trading from backtesting.
-              data_frequency : {'daily', 'minute'}
-                  data_frequency tells the algorithm if it is running with
-                  daily data or minute data.
-              start : datetime
-                  The start date for the simulation.
-              end : datetime
-                  The end date for the simulation.
-              capital_base : float
-                  The starting capital for the simulation.
-              platform : str
-                  The platform that the code is running on. By default this
-                  will be the string 'zipline'. This can allow algorithms to
-                  know if they are running on the Quantopian platform instead.
-              * : dict[str -> any]
-                  Returns all of the fields in a dictionary.
+        field : {'platform', 'arena', 'data_frequency', 'start', 'end',
+        'capital_base', 'platform', '*'}
+
+        The field to query. The options have the following meanings:
+
+        - arena : str
+          The arena from the simulation parameters. This will normally
+          be ``'backtest'`` but some systems may use this distinguish
+          live trading from backtesting.
+        - data_frequency : {'daily', 'minute'}
+          data_frequency tells the algorithm if it is running with
+          daily data or minute data.
+        - start : datetime
+          The start date for the simulation.
+        - end : datetime
+          The end date for the simulation.
+        - capital_base : float
+          The starting capital for the simulation.
+        -platform : str
+          The platform that the code is running on. By default, this
+          will be the string 'zipline'. This can allow algorithms to
+          know if they are running on the Quantopian platform instead.
+        - * : dict[str -> any]
+          Returns all the fields in a dictionary.
 
         Returns
         -------

diff --git a/src/zipline/finance/blotter/blotter.py b/src/zipline/finance/blotter/blotter.py
@@ -51,13 +51,13 @@ def order(self, asset, amount, style, order_id=None):
 
         Notes
         -----
-        amount > 0 :: Buy/Cover
-        amount < 0 :: Sell/Short
-        Market order:    order(asset, amount)
-        Limit order:     order(asset, amount, style=LimitOrder(limit_price))
-        Stop order:      order(asset, amount, style=StopOrder(stop_price))
-        StopLimit order: order(asset, amount, style=StopLimitOrder(limit_price,
-                               stop_price))
+        amount > 0 : Buy/Cover
+        amount < 0 : Sell/Short
+        Market order : order(asset, amount)
+        Limit order : order(asset, amount, style=LimitOrder(limit_price))
+        Stop order : order(asset, amount, style=StopOrder(stop_price))
+        StopLimit order : order(asset, amount,
+        style=StopLimitOrder(limit_price, stop_price))
         """
 
         raise NotImplementedError("order")

diff --git a/src/zipline/finance/blotter/simulation_blotter.py b/src/zipline/finance/blotter/simulation_blotter.py
@@ -126,7 +126,7 @@ def order(self, asset, amount, style, order_id=None):
         Limit order:     order(asset, amount, style=LimitOrder(limit_price))
         Stop order:      order(asset, amount, style=StopOrder(stop_price))
         StopLimit order: order(asset, amount, style=StopLimitOrder(limit_price,
-                               stop_price))
+        stop_price))
         """
         # something could be done with amount to further divide
         # between buy by share count OR buy shares up to a dollar amount

diff --git a/src/zipline/pipeline/loaders/earnings_estimates.py b/src/zipline/pipeline/loaders/earnings_estimates.py
@@ -109,14 +109,13 @@ class EarningsEstimatesLoader(implements(PipelineLoader)):
     Parameters
     ----------
     estimates : pd.DataFrame
-        The raw estimates data.
-        ``estimates`` must contain at least 5 columns:
+        The raw estimates data; must contain at least 5 columns:
             sid : int64
                 The asset id associated with each estimate.
 
             event_date : datetime64[ns]
                 The date on which the event that the estimate is for will/has
-                occurred..
+                occurred.
 
             timestamp : datetime64[ns]
                 The datetime where we learned about the estimate.
@@ -1266,7 +1265,6 @@ def _collect_adjustments(
         post_adjustments,
         requested_split_adjusted_columns,
     ):
-
         pre_adjustments_dict = self.collect_pre_split_asof_date_adjustments(
             split_adjusted_asof_idx,
             sid_idx,

diff --git a/src/zipline/pipeline/loaders/frame.py b/src/zipline/pipeline/loaders/frame.py
@@ -80,14 +80,14 @@ def format_adjustments(self, dates, assets):
 
         Returns a dict of the form:
         {
-            # Integer index into `dates` for the date on which we should
-            # apply the list of adjustments.
-            1 : [
-                Float64Multiply(first_row=2, last_row=4, col=3, value=0.5),
-                Float64Overwrite(first_row=3, last_row=5, col=1, value=2.0),
-                ...
-            ],
-            ...
+        # Integer index into `dates` for the date on which we should
+        # apply the list of adjustments.
+        1 : [
+        Float64Multiply(first_row=2, last_row=4, col=3, value=0.5),
+        Float64Overwrite(first_row=3, last_row=5, col=1, value=2.0),
+        ...
+        ],
+        ...
         }
         """
         make_adjustment = partial(make_adjustment_from_labels, dates, assets)