From 04131af93facadc5381358e1883642c042f3e2af Mon Sep 17 00:00:00 2001 From: huanghuafeng Date: Sun, 18 Sep 2016 22:04:01 +0800 Subject: [PATCH 1/2] add doc translation for simplified Chinese. --- .gitignore | 1 + README.md | 2 + doc/conf.py | 3 + doc/locale/zh_CN/LC_MESSAGES/bar.po | 154 ++++ doc/locale/zh_CN/LC_MESSAGES/barfeed.po | 279 ++++++ doc/locale/zh_CN/LC_MESSAGES/bitcoin.po | 28 + doc/locale/zh_CN/LC_MESSAGES/bitcoincharts.po | 43 + .../LC_MESSAGES/bitcoincharts_example.po | 62 ++ .../zh_CN/LC_MESSAGES/bitcoincharts_ref.po | 110 +++ doc/locale/zh_CN/LC_MESSAGES/bitstamp.po | 50 ++ .../zh_CN/LC_MESSAGES/bitstamp_example.po | 88 ++ doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po | 235 +++++ doc/locale/zh_CN/LC_MESSAGES/broker.po | 800 ++++++++++++++++++ doc/locale/zh_CN/LC_MESSAGES/code.po | 28 + doc/locale/zh_CN/LC_MESSAGES/compinvpart1.po | 100 +++ doc/locale/zh_CN/LC_MESSAGES/dataseries.po | 215 +++++ doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po | 184 ++++ doc/locale/zh_CN/LC_MESSAGES/feed.po | 157 ++++ doc/locale/zh_CN/LC_MESSAGES/index.po | 89 ++ doc/locale/zh_CN/LC_MESSAGES/intro.po | 87 ++ doc/locale/zh_CN/LC_MESSAGES/marketsession.po | 75 ++ doc/locale/zh_CN/LC_MESSAGES/optimizer.po | 139 +++ doc/locale/zh_CN/LC_MESSAGES/plotter.po | 145 ++++ doc/locale/zh_CN/LC_MESSAGES/sample_bbands.po | 46 + .../zh_CN/LC_MESSAGES/sample_market_timing.po | 50 ++ doc/locale/zh_CN/LC_MESSAGES/sample_quandl.po | 45 + doc/locale/zh_CN/LC_MESSAGES/sample_rsi2.po | 79 ++ .../zh_CN/LC_MESSAGES/sample_sma_crossover.po | 44 + .../LC_MESSAGES/sample_statarb_erniechan.po | 54 ++ .../zh_CN/LC_MESSAGES/sample_vwap_momentum.po | 44 + doc/locale/zh_CN/LC_MESSAGES/samples.po | 36 + doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po | 239 ++++++ doc/locale/zh_CN/LC_MESSAGES/strategy.po | 639 ++++++++++++++ doc/locale/zh_CN/LC_MESSAGES/talib.po | 83 ++ doc/locale/zh_CN/LC_MESSAGES/technical.po | 506 +++++++++++ doc/locale/zh_CN/LC_MESSAGES/tools.po | 251 ++++++ doc/locale/zh_CN/LC_MESSAGES/tutorial.po | 506 +++++++++++ doc/locale/zh_CN/LC_MESSAGES/twitter.po | 44 + .../zh_CN/LC_MESSAGES/twitter_example.po | 85 ++ doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po | 100 +++ requirements.txt | 13 + 41 files changed, 5938 insertions(+) create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bar.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/barfeed.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitcoin.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitcoincharts.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_example.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitstamp.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitstamp_example.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/broker.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/code.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/compinvpart1.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/dataseries.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/feed.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/index.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/intro.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/marketsession.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/optimizer.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/plotter.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_bbands.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_market_timing.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_quandl.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_rsi2.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_sma_crossover.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_statarb_erniechan.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/sample_vwap_momentum.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/samples.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/strategy.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/talib.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/technical.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/tools.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/tutorial.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/twitter.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/twitter_example.po create mode 100644 doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po create mode 100644 requirements.txt diff --git a/.gitignore b/.gitignore index f87e3df6b..74ae44b85 100644 --- a/.gitignore +++ b/.gitignore @@ -1,4 +1,5 @@ *pyc +*.mo MANIFEST doc/_build .idea diff --git a/README.md b/README.md index 3a39b7517..5f3186351 100644 --- a/README.md +++ b/README.md @@ -16,6 +16,8 @@ and **live trading** is now possible using: To get started with PyAlgoTrade take a look at the [tutorial](http://gbeced.github.io/pyalgotrade/docs/v0.18/html/tutorial.html) and the [full documentation](http://gbeced.github.io/pyalgotrade/docs/v0.18/html/index.html). +Online Chinese document&tutorial translation can be found at [PyAlgoTrade-Docs-zh_CN](http://pyalgotrade-docs-zh-cn.readthedocs.io/zh_CN/latest/). + Main Features ------------- diff --git a/doc/conf.py b/doc/conf.py index db90e7210..0e07c3e8a 100644 --- a/doc/conf.py +++ b/doc/conf.py @@ -89,6 +89,9 @@ # A list of ignored prefixes for module index sorting. #modindex_common_prefix = [] +# -- sphinx-intl configuration ------------------------------------------------- +locale_dirs = ['locale/'] +gettext_compact = False # -- Options for HTML output --------------------------------------------------- diff --git a/doc/locale/zh_CN/LC_MESSAGES/bar.po b/doc/locale/zh_CN/LC_MESSAGES/bar.po new file mode 100644 index 000000000..9f518992d --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bar.po @@ -0,0 +1,154 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bar.rst:2 +msgid "bar -- Instrument prices" +msgstr "" + +#: of pyalgotrade.bar.Bar:1 pyalgotrade.bar.Bars:1 pyalgotrade.bar.Frequency:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.bar.Frequency:1 +msgid "Enum like class for bar frequencies. Valid values are:" +msgstr "" + +#: of pyalgotrade.bar.Frequency:3 +msgid "**Frequency.TRADE**: The bar represents a single trade." +msgstr "" + +#: of pyalgotrade.bar.Frequency:4 +msgid "" +"**Frequency.SECOND**: The bar summarizes the trading activity during 1 " +"second." +msgstr "" + +#: of pyalgotrade.bar.Frequency:5 +msgid "" +"**Frequency.MINUTE**: The bar summarizes the trading activity during 1 " +"minute." +msgstr "" + +#: of pyalgotrade.bar.Frequency:6 +msgid "**Frequency.HOUR**: The bar summarizes the trading activity during 1 hour." +msgstr "" + +#: of pyalgotrade.bar.Frequency:7 +msgid "**Frequency.DAY**: The bar summarizes the trading activity during 1 day." +msgstr "" + +#: of pyalgotrade.bar.Frequency:8 +msgid "**Frequency.WEEK**: The bar summarizes the trading activity during 1 week." +msgstr "" + +#: of pyalgotrade.bar.Frequency:9 +msgid "" +"**Frequency.MONTH**: The bar summarizes the trading activity during 1 " +"month." +msgstr "" + +#: of pyalgotrade.bar.Bar:1 +msgid "" +"A Bar is a summary of the trading activity for a security in a given " +"period." +msgstr "" + +#: of pyalgotrade.bar.Bar:4 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.bar.Bar.getDateTime:1 +msgid "Returns the :class:`datetime.datetime`." +msgstr "" + +#: of pyalgotrade.bar.Bar.getOpen:1 +msgid "Returns the opening price." +msgstr "" + +#: of pyalgotrade.bar.Bar.getHigh:1 +msgid "Returns the highest price." +msgstr "" + +#: of pyalgotrade.bar.Bar.getLow:1 +msgid "Returns the lowest price." +msgstr "" + +#: of pyalgotrade.bar.Bar.getClose:1 +msgid "Returns the closing price." +msgstr "" + +#: of pyalgotrade.bar.Bar.getVolume:1 +msgid "Returns the volume." +msgstr "" + +#: of pyalgotrade.bar.Bar.getAdjClose:1 +msgid "Returns the adjusted closing price." +msgstr "" + +#: of pyalgotrade.bar.Bar.getFrequency:1 +msgid "The bar's period." +msgstr "" + +#: of pyalgotrade.bar.Bar.getTypicalPrice:1 +msgid "Returns the typical price." +msgstr "" + +#: of pyalgotrade.bar.Bar.getPrice:1 +msgid "Returns the closing or adjusted closing price." +msgstr "" + +#: of pyalgotrade.bar.Bars:1 +msgid "A group of :class:`Bar` objects." +msgstr "" + +#: of pyalgotrade.bar.Bars:3 +msgid "A map of instrument to :class:`Bar` objects." +msgstr "" + +#: of pyalgotrade.bar.Bars:7 +msgid "All bars must have the same datetime." +msgstr "" + +#: of pyalgotrade.bar.Bars.__getitem__:1 +msgid "" +"Returns the :class:`pyalgotrade.bar.Bar` for the given instrument. If the" +" instrument is not found an exception is raised." +msgstr "" + +#: of pyalgotrade.bar.Bars.__contains__:1 +msgid "" +"Returns True if a :class:`pyalgotrade.bar.Bar` for the given instrument " +"is available." +msgstr "" + +#: of pyalgotrade.bar.Bars.getInstruments:1 +msgid "Returns the instrument symbols." +msgstr "" + +#: of pyalgotrade.bar.Bars.getDateTime:1 +msgid "Returns the :class:`datetime.datetime` for this set of bars." +msgstr "" + +#: of pyalgotrade.bar.Bars.getBar:1 +msgid "" +"Returns the :class:`pyalgotrade.bar.Bar` for the given instrument or None" +" if the instrument is not found." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/barfeed.po b/doc/locale/zh_CN/LC_MESSAGES/barfeed.po new file mode 100644 index 000000000..8663479a3 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/barfeed.po @@ -0,0 +1,279 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../barfeed.rst:4 +msgid "barfeed -- Bar providers" +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed:1 +msgid "基类：:class:`pyalgotrade.feed.BaseFeed`" +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed:1 +msgid "Base class for :class:`pyalgotrade.bar.Bar` providing feeds." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed:3 +msgid "" +"The bars frequency. Valid values defined in " +":class:`pyalgotrade.bar.Frequency`." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed:4 +#: pyalgotrade.barfeed.csvfeed.GenericBarFeed:10 +#: pyalgotrade.barfeed.googlefeed.Feed:6 +#: pyalgotrade.barfeed.ninjatraderfeed.Feed:7 +#: pyalgotrade.barfeed.quandlfeed.Feed:7 pyalgotrade.barfeed.yahoofeed.Feed:7 +msgid "" +"The maximum number of values that the " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` will hold. Once a " +"bounded length is full, when new items are added, a corresponding number " +"of items are discarded from the opposite end. If None then " +"dataseries.DEFAULT_MAX_LEN is used." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed:10 pyalgotrade.barfeed.csvfeed.BarFeed:4 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getNextBars:1 +msgid "" +"Override to return the next :class:`pyalgotrade.bar.Bars` in the feed or " +"None if there are no bars." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getNextBars:4 +msgid "This is for BaseBarFeed subclasses and it should not be called directly." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getCurrentBars:1 +msgid "Returns the current :class:`pyalgotrade.bar.Bars`." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getLastBar:1 +msgid "" +"Returns the last :class:`pyalgotrade.bar.Bar` for a given instrument, or " +"None." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getDefaultInstrument:1 +msgid "Returns the last instrument registered." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getRegisteredInstruments:1 +msgid "Returns a list of registered intstrument names." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getDataSeries:1 +msgid "" +"Returns the :class:`pyalgotrade.dataseries.bards.BarDataSeries` for a " +"given instrument." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getDataSeries:3 +msgid "Instrument identifier. If None, the default instrument is returned." +msgstr "" + +#: of pyalgotrade.barfeed.BaseBarFeed.getDataSeries:5 +msgid ":class:`pyalgotrade.dataseries.bards.BarDataSeries`." +msgstr "" + +#: ../../barfeed.rst:14 +msgid "CSV" +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.BarFeed:1 +msgid "基类：:class:`pyalgotrade.barfeed.membf.BarFeed`" +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.BarFeed:1 +msgid "Base class for CSV file based :class:`pyalgotrade.barfeed.BarFeed`." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:1 +#: pyalgotrade.barfeed.googlefeed.Feed:1 +#: pyalgotrade.barfeed.ninjatraderfeed.Feed:1 +#: pyalgotrade.barfeed.yahoofeed.Feed:1 +msgid "基类：:class:`pyalgotrade.barfeed.csvfeed.BarFeed`" +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:1 +msgid "" +"A BarFeed that loads bars from CSV files that have the following format: " +"::" +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:7 +msgid "The frequency of the bars. Check :class:`pyalgotrade.bar.Frequency`." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:8 +#: pyalgotrade.barfeed.googlefeed.Feed:4 +#: pyalgotrade.barfeed.ninjatraderfeed.Feed:5 +#: pyalgotrade.barfeed.quandlfeed.Feed:5 pyalgotrade.barfeed.yahoofeed.Feed:5 +msgid "" +"The default timezone to use to localize bars. Check " +":mod:`pyalgotrade.marketsession`." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:16 +msgid "The CSV file **must** have the column names in the first row." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:17 +msgid "It is ok if the **Adj Close** column is empty." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:18 +#: pyalgotrade.barfeed.quandlfeed.Feed:13 +msgid "When working with multiple instruments:" +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:20 +#: pyalgotrade.barfeed.googlefeed.Feed:15 +#: pyalgotrade.barfeed.quandlfeed.Feed:15 pyalgotrade.barfeed.yahoofeed.Feed:16 +msgid "" +"If all the instruments loaded are in the same timezone, then the timezone" +" parameter may not be specified." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:21 +msgid "" +"If any of the instruments loaded are in different timezones, then the " +"timezone parameter should be set." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed.addBarsFromCSV:1 +#: pyalgotrade.barfeed.googlefeed.Feed.addBarsFromCSV:1 +#: pyalgotrade.barfeed.ninjatraderfeed.Feed.addBarsFromCSV:1 +#: pyalgotrade.barfeed.yahoofeed.Feed.addBarsFromCSV:1 +msgid "" +"Loads bars for a given instrument from a CSV formatted file. The " +"instrument gets registered in the bar feed." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed.addBarsFromCSV:4 +#: pyalgotrade.barfeed.googlefeed.Feed.addBarsFromCSV:4 +#: pyalgotrade.barfeed.ninjatraderfeed.Feed.addBarsFromCSV:4 +#: pyalgotrade.barfeed.yahoofeed.Feed.addBarsFromCSV:4 +msgid "Instrument identifier." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed.addBarsFromCSV:6 +#: pyalgotrade.barfeed.googlefeed.Feed.addBarsFromCSV:6 +#: pyalgotrade.barfeed.yahoofeed.Feed.addBarsFromCSV:6 +msgid "The path to the CSV file." +msgstr "" + +#: of pyalgotrade.barfeed.csvfeed.GenericBarFeed.addBarsFromCSV:8 +#: pyalgotrade.barfeed.googlefeed.Feed.addBarsFromCSV:8 +#: pyalgotrade.barfeed.ninjatraderfeed.Feed.addBarsFromCSV:8 +#: pyalgotrade.barfeed.yahoofeed.Feed.addBarsFromCSV:8 +msgid "" +"The timezone to use to localize bars. Check " +":mod:`pyalgotrade.marketsession`." +msgstr "" + +#: ../../barfeed.rst:20 +msgid "Yahoo! Finance" +msgstr "" + +#: of pyalgotrade.barfeed.yahoofeed.Feed:1 +msgid "" +"A :class:`pyalgotrade.barfeed.csvfeed.BarFeed` that loads bars from CSV " +"files downloaded from Yahoo! Finance." +msgstr "" + +#: of pyalgotrade.barfeed.quandlfeed.Feed:3 +#: pyalgotrade.barfeed.yahoofeed.Feed:3 +msgid "" +"The frequency of the bars. Only **pyalgotrade.bar.Frequency.DAY** or " +"**pyalgotrade.bar.Frequency.WEEK** are supported." +msgstr "" + +#: of pyalgotrade.barfeed.yahoofeed.Feed:13 +msgid "" +"Yahoo! Finance csv files lack timezone information. When working with " +"multiple instruments:" +msgstr "" + +#: of pyalgotrade.barfeed.googlefeed.Feed:16 +#: pyalgotrade.barfeed.quandlfeed.Feed:16 pyalgotrade.barfeed.yahoofeed.Feed:17 +msgid "" +"If any of the instruments loaded are in different timezones, then the " +"timezone parameter must be set." +msgstr "" + +#: ../../barfeed.rst:26 +msgid "Google Finance" +msgstr "" + +#: of pyalgotrade.barfeed.googlefeed.Feed:1 +msgid "" +"A :class:`pyalgotrade.barfeed.csvfeed.BarFeed` that loads bars from CSV " +"files downloaded from Google Finance." +msgstr "" + +#: of pyalgotrade.barfeed.googlefeed.Feed:3 +msgid "" +"The frequency of the bars. Only **pyalgotrade.bar.Frequency.DAY** is " +"currently supported." +msgstr "" + +#: of pyalgotrade.barfeed.googlefeed.Feed:12 +msgid "" +"Google Finance csv files lack timezone information. When working with " +"multiple instruments:" +msgstr "" + +#: ../../barfeed.rst:32 +msgid "Quandl" +msgstr "" + +#: of pyalgotrade.barfeed.quandlfeed.Feed:1 +msgid "基类：:class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed`" +msgstr "" + +#: of pyalgotrade.barfeed.quandlfeed.Feed:1 +msgid "" +"A :class:`pyalgotrade.barfeed.csvfeed.BarFeed` that loads bars from CSV " +"files downloaded from Quandl." +msgstr "" + +#: ../../barfeed.rst:38 +msgid "Ninja Trader" +msgstr "" + +#: of pyalgotrade.barfeed.ninjatraderfeed.Feed:1 +msgid "" +"A :class:`pyalgotrade.barfeed.csvfeed.BarFeed` that loads bars from CSV " +"files exported from NinjaTrader." +msgstr "" + +#: of pyalgotrade.barfeed.ninjatraderfeed.Feed:3 +msgid "" +"The frequency of the bars. Only **pyalgotrade.bar.Frequency.MINUTE** or " +"**pyalgotrade.bar.Frequency.DAY** are supported." +msgstr "" + +#: of pyalgotrade.barfeed.ninjatraderfeed.Feed.addBarsFromCSV:6 +msgid "The path to the file." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitcoin.po b/doc/locale/zh_CN/LC_MESSAGES/bitcoin.po new file mode 100644 index 000000000..28955a80a --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitcoin.po @@ -0,0 +1,28 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitcoin.rst:2 +msgid "Bitcoin" +msgstr "比特币" + +#: ../../bitcoin.rst:4 +msgid "Contents:" +msgstr "目录：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts.po b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts.po new file mode 100644 index 000000000..64d4fa4a7 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts.po @@ -0,0 +1,43 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:36+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitcoincharts.rst:2 +msgid "Bitcoin Charts support" +msgstr "Bitcoin Charts 支持" + +#: ../../bitcoincharts.rst:4 +msgid "" +"The bitcoincharts package adds support for integrating with historical " +"trade data supplied by http://www.bitcoincharts.com/ for backtesting " +"Bitcoin strategies." +msgstr "bitcoincharts 包支持 http://www.bitcoincharts.com/ 提供的历史数据进行比特币策略的回测。" + +#: ../../bitcoincharts.rst:7 +msgid "" +"Historical trade data in CSV format is described in " +"http://www.bitcoincharts.com/about/markets-api/, and files can be " +"downloaded from http://api.bitcoincharts.com/v1/csv/." +msgstr "CSV 历史交易数据格式参考 http://www.bitcoincharts.com/about/markets-api/ ，" +"可从 http://api.bitcoincharts.com/v1/csv/ 下载交易数据文件。" + +#: ../../bitcoincharts.rst:10 +msgid "Contents:" +msgstr "目录：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_example.po b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_example.po new file mode 100644 index 000000000..bee5c477c --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_example.po @@ -0,0 +1,62 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-13 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitcoincharts_example.rst:2 +msgid "Bitcoin Charts example" +msgstr "Bitcoin Charts 使用举例" + +#: ../../bitcoincharts_example.rst:4 +msgid "" +"Although it is absolutely possible to backtest a strategy with tick data " +"as supplied by http://www.bitcoincharts.com/about/markets-api/ using " +":class:`pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed`, you may want to " +"to backtest using summarized bars at a different frequency to make " +"backtesting faster." +msgstr "尽管你完全可以通过 :class:`pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed` 使用 " +"http://www.bitcoincharts.com/about/markets-api/ 提供的" +"分笔数据（tick data）来回测策略，但是你也希望使用更长周期的数据加快回测速度。" + +#: ../../bitcoincharts_example.rst:8 +msgid "" +"As of 12-Aug-2014, http://api.bitcoincharts.com/v1/csv/bitstampUSD.csv.gz" +" has 4588830 events so we'll transform a portion of it into 30 minute " +"bars for backtesting purposes with the following script:" +msgstr "截至到二〇一四年八月十二日，http://api.bitcoincharts.com/v1/csv/bitstampUSD.csv.gz 有" +"4588830 个事件，所以我们需要将其转换称三十分钟间隔的数据用以回测，代码如下：" + +#: ../../bitcoincharts_example.rst:13 +msgid "" +"It will take some time to execute, so be patient. The resampled file " +"should look like this: ::" +msgstr "执行需要些时间，所以请耐心等待，重采样后的文件如下：::" + +#: ../../bitcoincharts_example.rst:26 +msgid "" +"We can now take advantage of " +":class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed` to load the resampled" +" file and backtest a Bitcoin strategy. We'll be using a VWAP momentum " +"strategy for illustration purposes:" +msgstr "你可以调用 :class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed` 加载重采样后" +"的文件来回测比特币策略。我们使用 VWAP 策略来做演示：" + +#: ../../bitcoincharts_example.rst:31 +msgid "This is what the plot looks like:" +msgstr "绘图结果如下：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po new file mode 100644 index 000000000..2c9203fcc --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po @@ -0,0 +1,110 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# PyAlgoTrade 文档中文翻译 +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitcoincharts_ref.rst:2 +msgid "bitcoincharts -- Bitcoin Charts reference" +msgstr "bitcoincharts —— Bitcoin Charts 参考手册" + +#: ../../bitcoincharts_ref.rst:5 +msgid "Feeds" +msgstr "数据源" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:1 +msgid "基类：:class:`pyalgotrade.barfeed.csvfeed.BarFeed`" +msgstr "基类：:class:`pyalgotrade.barfeed.csvfeed.BarFeed`" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:1 +msgid "" +"A BarFeed that builds bars from a Historic Trade Data CSV file as " +"described in http://www.bitcoincharts.com/about/markets-api/. Files can " +"be downloaded from http://api.bitcoincharts.com/v1/csv/." +msgstr "基于 http://www.bitcoincharts.com/about/markets-api/ 所描述的 CSV 历史交易数据格式" +"构建的 bar 数据源。CSV 文件可从 http://api.bitcoincharts.com/v1/csv/ 下载。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:4 +msgid "" +"An optional default timezone to use to localize bars. By default bars are" +" loaded in UTC." +msgstr "可选参数，用于本地化 bar 数据的时区信息，默认的 bar 时区为 UTC 。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:6 +msgid "" +"The maximum number of values that the " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` will hold. If not " +"None, it must be greater than 0. Once a bounded length is full, when new " +"items are added, a corresponding number of items are discarded from the " +"opposite end. If None then dataseries.DEFAULT_MAX_LEN is used." +msgstr ":class:`pyalgotrade.dataseries.bards.BarDataSeries` 存储的值的最大数量。如果不是 None，" +"则必须是大于0的整数。一旦达到最大值，新的数据添加时会丢弃掉同等数量的最老数据。若为 None， " +"则使用 dataseries.DEFAULT_MAX_LEN 。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:13 +msgid "" +"A :class:`pyalgotrade.bar.Bar` instance will be created for every trade, " +"so open, high, low and close values will all be the same." +msgstr "会创建一个 :class:`pyalgotrade.bar.Bar` 的实例用于每次交易，" +"因此他们的开盘价，最高价，最低价和收盘价都是一样的。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:14 +msgid "Files must be sorted with the **unixtime** column in ascending order." +msgstr "文件必须以 **unixtime** 列升序排列。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:1 +msgid "Loads bars from a trades CSV formatted file." +msgstr "从 CSV 交易数据文件中加载数据。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:3 +msgid "The path to the file." +msgstr "文件路径。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:5 +msgid "The instrument identifier." +msgstr "The instrument identifier." + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:7 +msgid "" +"An optional timezone to use to localize bars. By default bars are loaded " +"in UTC." +msgstr "可选的时区，用于本地化 bar 数据，默认的 bar 数据按照 UTC 加载。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:9 +msgid "" +"An optional datetime to use to filter bars to load. If supplied only " +"those bars whose datetime is greater than or equal to fromDateTime are " +"loaded." +msgstr "可选的 datetime 用于过滤要加载的 bar 数据，" +"如提供则只有时间大于等于 fromDateTime 的bar 数据会被加载。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:12 +msgid "" +"An optional datetime to use to filter bars to load. If supplied only " +"those bars whose datetime is lower than or equal to toDateTime are " +"loaded." +msgstr "可选的 datetime 用于过滤要加载的 bar 数据，" +"如提供则只有时间小于等于 toDateTime 的 bar 数据会被加载。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:17 +msgid "Every file that you load bars from must have trades in the same currency." +msgstr "所有加载 bar 数据的文件都必须使用相同的货币进行交易。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:18 +msgid "If fromDateTime or toDateTime are naive, they are treated as UTC." +msgstr "若 fromDateTime/toDateTime 不包含时区信息，则默认为 UTC。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitstamp.po b/doc/locale/zh_CN/LC_MESSAGES/bitstamp.po new file mode 100644 index 000000000..bd0b7e361 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitstamp.po @@ -0,0 +1,50 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitstamp.rst:2 +msgid "Bitstamp support" +msgstr "Bitstamp 平台支持" + +#: ../../bitstamp.rst:4 +msgid "" +"The bitstamp package adds support for paper trading and live trading " +"Bitcoin strategies through Bitstamp (https://www.bitstamp.net/)." +msgstr "bitstamp 包支持 Bitstamp平台（https://www.bitstamp.net/）的实时和模拟交易策略。" + +#: ../../bitstamp.rst:9 +msgid "Bitstamp support depends on:" +msgstr "Bitstamp 支持以赖于：" + +#: ../../bitstamp.rst:8 +msgid "**ws4py** (https://github.com/Lawouach/WebSocket-for-Python)" +msgstr "**ws4py** (https://github.com/Lawouach/WebSocket-for-Python)" + +#: ../../bitstamp.rst:9 +msgid "**tornado** (http://www.tornadoweb.org/en/stable/)" +msgstr "**tornado** (http://www.tornadoweb.org/en/stable/)" + +#: ../../bitstamp.rst:11 +msgid "so be sure to have those installed before moving forward." +msgstr "因此在继续之前请确保你已经安装这些包。" + +#: ../../bitstamp.rst:13 +msgid "Contents:" +msgstr "目录：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitstamp_example.po b/doc/locale/zh_CN/LC_MESSAGES/bitstamp_example.po new file mode 100644 index 000000000..bd2736735 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitstamp_example.po @@ -0,0 +1,88 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitstamp_example.rst:4 +msgid "Bitstamp Example" +msgstr "Bitstamp 例子" + +#: ../../bitstamp_example.rst:6 +msgid "" +"This goal of this simple SMA crossover example is to show how to put all " +"the pieces together to paper trade a strategy using realtime feeds " +"supplied by Bitstamp (https://www.bitstamp.net/)." +msgstr "这是一个简单SMA交叉的例子，目的是为了展示如何使用 Bitstamp（https://www.bitstamp.net/）" +"平台提供的实时数据源编写模拟交易策略。" + +#: ../../bitstamp_example.rst:9 +msgid "" +"This example assumes that you're already familiar with the basic concepts" +" presented in the :ref:`tutorial-label` section." +msgstr "本例假定你已经熟悉 :ref:`tutorial-label` 章节所介绍的基本概念。" + +#: ../../bitstamp_example.rst:12 +msgid "The key things to highlight are:" +msgstr "下面的情况需特别注意：" + +#: ../../bitstamp_example.rst:14 +msgid "" +"We're using :class:`pyalgotrade.strategy.BaseStrategy` instead of " +":class:`pyalgotrade.strategy.BacktestingStrategy` as the base class. This" +" is not a backtest." +msgstr "我们需要使用 :class:`pyalgotrade.strategy.BaseStrategy` 作为基类，切记不能使用" +"class:`pyalgotrade.strategy.BacktestingStrategy` ，我们做的不是回测。" + +#: ../../bitstamp_example.rst:16 +msgid "" +"Trade events get notified via the call to **onBars**. No need to manually" +" subscribe." +msgstr "交易事件通过 **onBars** 接口进行推送，不需要单独订阅。" + +#: ../../bitstamp_example.rst:17 +msgid "" +"Order book update events are handled by manually subscribing to " +":class:`pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent`." +" This is needed to be up to date with latest bid and ask prices." +msgstr "订单簿更新事件（Order book update events）需要通过单独订阅 " +":class:`pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent` 事件来处理。" +" 需要与最新的 bid 和 询问价（ask price）保持最新。" + + +#: ../../bitstamp_example.rst:22 +msgid "The output should look like this: ::" +msgstr "输出如下所示：::" + +#: ../../bitstamp_example.rst:133 +msgid "" +"In order to live trade this strategy you should use " +":class:`pyalgotrade.bitstamp.broker.LiveBroker` instead of " +":class:`pyalgotrade.bitstamp.broker.PaperTradingBroker`." +msgstr "要使用实盘交易运行本策略，你需要使用 " +":class:`pyalgotrade.bitstamp.broker.LiveBroker` 而不是 " +":class:`pyalgotrade.bitstamp.broker.PaperTradingBroker` 。" + +#: ../../bitstamp_example.rst:136 +msgid "" +"**Note that if you try to live trade this strategy you will probably " +"loose money.** Before jumping to live trading, be sure to write your own " +"strategy, backtest and paper trade it thoroughly before risking real " +"money." +msgstr "**切记如果采用实盘交易本策略你很可能会亏钱** ，" +"在进行实盘交易前确保编写你自己的策略并进行完整的回测和模拟交易。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po b/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po new file mode 100644 index 000000000..eda63c8b6 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po @@ -0,0 +1,235 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../bitstamp_ref.rst:2 +msgid "bitstamp -- Bitstamp reference" +msgstr "bitstamp —— Bitstamp 参考手册" + +#: ../../bitstamp_ref.rst:5 +msgid "WebSocket" +msgstr "WebSocket" + +#: ../../bitstamp_ref.rst:7 +msgid "" +"This package has classes for the events emitted by Bitstamp's streaming " +"service. Check https://www.bitstamp.net/websocket/ for more information." +msgstr "本模块包含用于处理 Bitstamp streaming 服务触发的事件的类，" +"可访问 https://www.bitstamp.net/websocket/ 获取更多信息。" + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate:1 +#: pyalgotrade.bitstamp.wsclient.Trade:1 +msgid "基类：:class:`pyalgotrade.websocket.pusher.Event`" +msgstr "基类：:class:`pyalgotrade.websocket.pusher.Event`" + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate:1 +msgid "An order book update event." +msgstr "订单簿(order book)更新事件。" + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate.getAskPrices:1 +msgid "Returns a list with the top 20 ask prices." +msgstr "Returns a list with the top 20 ask prices." + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate.getAskVolumes:1 +msgid "Returns a list with the top 20 ask volumes." +msgstr "Returns a list with the top 20 ask volumes." + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate.getBidPrices:1 +msgid "Returns a list with the top 20 bid prices." +msgstr "Returns a list with the top 20 bid prices." + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate.getBidVolumes:1 +msgid "Returns a list with the top 20 bid volumes." +msgstr "Returns a list with the top 20 bid volumes." + +#: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate.getDateTime:1 +#: pyalgotrade.bitstamp.wsclient.Trade.getDateTime:1 +msgid "Returns the :class:`datetime.datetime` when this event was received." +msgstr "Returns the :class:`datetime.datetime` when this event was received." + +#: of pyalgotrade.bitstamp.wsclient.Trade:1 +msgid "A trade event." +msgstr "交易事件。" + +#: of pyalgotrade.bitstamp.wsclient.Trade.getAmount:1 +msgid "Returns the trade amount." +msgstr "返回交易数量。" + +#: of pyalgotrade.bitstamp.wsclient.Trade.getId:1 +msgid "Returns the trade id." +msgstr "Returns the trade id." + +#: of pyalgotrade.bitstamp.wsclient.Trade.getPrice:1 +msgid "Returns the trade price." +msgstr "返回交易价格" + +#: of pyalgotrade.bitstamp.wsclient.Trade.isBuy:1 +msgid "Returns True if the trade was a buy." +msgstr "如果交易为买则返回 True。" + +#: of pyalgotrade.bitstamp.wsclient.Trade.isSell:1 +msgid "Returns True if the trade was a sell." +msgstr "如果交易为卖则返回 True。" + +#: ../../bitstamp_ref.rst:15 +msgid "Feeds" +msgstr "数据源" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:1 +msgid "基类：:class:`pyalgotrade.barfeed.BaseBarFeed`" +msgstr "基类：:class:`pyalgotrade.barfeed.BaseBarFeed`" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:1 +msgid "A real-time BarFeed that builds bars from live trades." +msgstr "基于实盘交易的实时数据源。" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:3 +msgid "" +"The maximum number of values that the " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` will hold. Once a " +"bounded length is full, when new items are added, a corresponding number " +"of items are discarded from the opposite end. If None then " +"dataseries.DEFAULT_MAX_LEN is used." +msgstr ":class:`pyalgotrade.dataseries.bards.BarDataSeries` 存储的值的最大数量。如果不是 None，" +"则必须是大于0的整数。一旦达到最大值，新的数据添加时会丢弃掉同等数量的老数据。若为 None， " +"则使用 dataseries.DEFAULT_MAX_LEN 。" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:9 +msgid "" +"Note that a Bar will be created for every trade, so open, high, low and " +"close values will all be the same." +msgstr ":class:`pyalgotrade.bar.Bar` 的实例会在每次交易时创建，" +"因此开盘价，最高价，最低价和收盘价都是一样的。" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent:1 +msgid "Returns the event that will be emitted when the orderbook gets updated." +msgstr "订单簿更新时返回被触发的事件。" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent:4 +msgid "Eventh handlers should receive one parameter:" +msgstr "事件处理器需要接受如下参数：" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent:4 +msgid "A :class:`pyalgotrade.bitstamp.wsclient.OrderBookUpdate` instance." +msgstr ":class:`pyalgotrade.bitstamp.wsclient.OrderBookUpdate` 的实例。" + +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent:6 +msgid ":class:`pyalgotrade.observer.Event`." +msgstr ":class:`pyalgotrade.observer.Event`." + +#: ../../bitstamp_ref.rst:22 +msgid "Brokers" +msgstr "经纪商" + +#: of pyalgotrade.bitstamp.broker.PaperTradingBroker:1 +msgid "基类：:class:`pyalgotrade.bitstamp.broker.BacktestingBroker`" +msgstr "基类：:class:`pyalgotrade.bitstamp.broker.BacktestingBroker`" + +#: of pyalgotrade.bitstamp.broker.PaperTradingBroker:1 +msgid "A Bitstamp paper trading broker." +msgstr "Bitstamp 模拟交易经纪商。" + +#: of pyalgotrade.bitstamp.broker.PaperTradingBroker:3 +msgid "The initial amount of cash." +msgstr "初始现金数量。" + +#: of pyalgotrade.bitstamp.broker.PaperTradingBroker:5 +msgid "The bar feed that will provide the bars." +msgstr "提供 bar 数据的数据源。" + +#: of pyalgotrade.bitstamp.broker.PaperTradingBroker:7 +msgid "The fee percentage for each order. Defaults to 0.5%." +msgstr "每笔订单的费率，默认为 0.5% 。" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:12 +#: pyalgotrade.bitstamp.broker.PaperTradingBroker:11 +msgid "Only limit orders are supported." +msgstr "Only limit orders are supported." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:13 +#: pyalgotrade.bitstamp.broker.PaperTradingBroker:12 +msgid "" +"Orders are automatically set as **goodTillCanceled=True** and " +"**allOrNone=False**." +msgstr "" +"Orders are automatically set as **goodTillCanceled=True** and " +"**allOrNone=False**." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:14 +#: pyalgotrade.bitstamp.broker.PaperTradingBroker:13 +msgid "BUY_TO_COVER orders are mapped to BUY orders." +msgstr "BUY_TO_COVER orders are mapped to BUY orders." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:15 +#: pyalgotrade.bitstamp.broker.PaperTradingBroker:14 +msgid "SELL_SHORT orders are mapped to SELL orders." +msgstr "SELL_SHORT orders are mapped to SELL orders." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:1 +msgid "基类：:class:`pyalgotrade.broker.Broker`" +msgstr "基类：:class:`pyalgotrade.broker.Broker`" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:1 +msgid "A Bitstamp live broker." +msgstr "Bitstamp 实盘交易商。" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:3 +msgid "Client id." +msgstr "Client id." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:5 +msgid "API key." +msgstr "API key." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:7 +msgid "API secret." +msgstr "API secret." + +#: of pyalgotrade.bitstamp.broker.LiveBroker:16 +msgid "API access permissions should include:" +msgstr "API 访问权限应该包含：" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:18 +msgid "Account balance" +msgstr "Account balance" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:19 +msgid "Open orders" +msgstr "Open orders" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:20 +msgid "Buy limit order" +msgstr "Buy limit order" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:21 +msgid "User transactions" +msgstr "User transactions" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:22 +msgid "Cancel order" +msgstr "取消订单" + +#: of pyalgotrade.bitstamp.broker.LiveBroker:23 +msgid "Sell limit order" +msgstr "Sell limit order" + +#: of pyalgotrade.bitstamp.broker.LiveBroker.refreshAccountBalance:1 +msgid "Refreshes cash and BTC balance." +msgstr "Refreshes cash and BTC balance." + diff --git a/doc/locale/zh_CN/LC_MESSAGES/broker.po b/doc/locale/zh_CN/LC_MESSAGES/broker.po new file mode 100644 index 000000000..5fdb762fd --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/broker.po @@ -0,0 +1,800 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../broker.rst:2 +msgid "broker -- Order management classes" +msgstr "" + +#: ../../broker.rst:5 +msgid "Base module and classes" +msgstr "" + +#: of pyalgotrade.broker.Order:1 pyalgotrade.broker.OrderExecutionInfo:1 +#: pyalgotrade.broker.backtesting.Commission:1 +#: pyalgotrade.broker.fillstrategy.FillStrategy:1 +#: pyalgotrade.broker.slippage.SlippageModel:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.broker.Order:1 +msgid "Base class for orders." +msgstr "" + +#: of pyalgotrade.broker.Order:3 +msgid "The order type" +msgstr "" + +#: of pyalgotrade.broker.Broker.createLimitOrder:6 +#: pyalgotrade.broker.Broker.createMarketOrder:6 +#: pyalgotrade.broker.Broker.createStopLimitOrder:6 +#: pyalgotrade.broker.Broker.createStopOrder:10 pyalgotrade.broker.Order:5 +msgid "The order action." +msgstr "" + +#: of pyalgotrade.broker.Broker.createLimitOrder:8 +#: pyalgotrade.broker.Broker.createMarketOrder:8 +#: pyalgotrade.broker.Broker.createStopLimitOrder:8 +#: pyalgotrade.broker.Broker.createStopOrder:12 pyalgotrade.broker.Order:7 +msgid "Instrument identifier." +msgstr "" + +#: of pyalgotrade.broker.Broker.createLimitOrder:12 +#: pyalgotrade.broker.Broker.createMarketOrder:10 +#: pyalgotrade.broker.Broker.createStopLimitOrder:14 +#: pyalgotrade.broker.Broker.createStopOrder:16 pyalgotrade.broker.Order:9 +msgid "Order quantity." +msgstr "" + +#: of pyalgotrade.broker.Broker:5 pyalgotrade.broker.LimitOrder:5 +#: pyalgotrade.broker.MarketOrder:5 pyalgotrade.broker.Order:13 +#: pyalgotrade.broker.StopLimitOrder:5 pyalgotrade.broker.StopOrder:5 +#: pyalgotrade.broker.backtesting.Commission:4 +#: pyalgotrade.broker.slippage.SlippageModel:4 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.broker.Order:15 +msgid "Valid **type** parameter values are:" +msgstr "" + +#: of pyalgotrade.broker.Order:17 pyalgotrade.broker.Order.getType:3 +msgid "Order.Type.MARKET" +msgstr "" + +#: of pyalgotrade.broker.Order:18 pyalgotrade.broker.Order.getType:4 +msgid "Order.Type.LIMIT" +msgstr "" + +#: of pyalgotrade.broker.Order:19 pyalgotrade.broker.Order.getType:5 +msgid "Order.Type.STOP" +msgstr "" + +#: of pyalgotrade.broker.Order:20 pyalgotrade.broker.Order.getType:6 +msgid "Order.Type.STOP_LIMIT" +msgstr "" + +#: of pyalgotrade.broker.Order:22 +msgid "Valid **action** parameter values are:" +msgstr "" + +#: of pyalgotrade.broker.Order:24 pyalgotrade.broker.Order.getAction:3 +msgid "Order.Action.BUY" +msgstr "" + +#: of pyalgotrade.broker.Order:25 pyalgotrade.broker.Order.getAction:4 +msgid "Order.Action.BUY_TO_COVER" +msgstr "" + +#: of pyalgotrade.broker.Order:26 pyalgotrade.broker.Order.getAction:5 +msgid "Order.Action.SELL" +msgstr "" + +#: of pyalgotrade.broker.Order:27 pyalgotrade.broker.Order.getAction:6 +msgid "Order.Action.SELL_SHORT" +msgstr "" + +#: of pyalgotrade.broker.Order.getId:1 +msgid "Returns the order id." +msgstr "" + +#: of pyalgotrade.broker.Order.getId:5 +msgid "This will be None if the order was not submitted." +msgstr "" + +#: of pyalgotrade.broker.Order.getType:1 +msgid "Returns the order type. Valid order types are:" +msgstr "" + +#: of pyalgotrade.broker.Order.getSubmitDateTime:1 +msgid "Returns the datetime when the order was submitted." +msgstr "" + +#: of pyalgotrade.broker.Order.getAction:1 +msgid "Returns the order action. Valid order actions are:" +msgstr "" + +#: of pyalgotrade.broker.Order.getState:1 +msgid "Returns the order state. Valid order states are:" +msgstr "" + +#: of pyalgotrade.broker.Order.getState:3 +msgid "Order.State.INITIAL (the initial state)." +msgstr "" + +#: of pyalgotrade.broker.Order.getState:4 +msgid "Order.State.SUBMITTED" +msgstr "" + +#: of pyalgotrade.broker.Order.getState:5 +msgid "Order.State.ACCEPTED" +msgstr "" + +#: of pyalgotrade.broker.Order.getState:6 +msgid "Order.State.CANCELED" +msgstr "" + +#: of pyalgotrade.broker.Order.getState:7 +msgid "Order.State.PARTIALLY_FILLED" +msgstr "" + +#: of pyalgotrade.broker.Order.getState:8 +msgid "Order.State.FILLED" +msgstr "" + +#: of pyalgotrade.broker.Order.isActive:1 +msgid "Returns True if the order is active." +msgstr "" + +#: of pyalgotrade.broker.Order.isInitial:1 +msgid "Returns True if the order state is Order.State.INITIAL." +msgstr "" + +#: of pyalgotrade.broker.Order.isSubmitted:1 +msgid "Returns True if the order state is Order.State.SUBMITTED." +msgstr "" + +#: of pyalgotrade.broker.Order.isAccepted:1 +msgid "Returns True if the order state is Order.State.ACCEPTED." +msgstr "" + +#: of pyalgotrade.broker.Order.isCanceled:1 +msgid "Returns True if the order state is Order.State.CANCELED." +msgstr "" + +#: of pyalgotrade.broker.Order.isPartiallyFilled:1 +msgid "Returns True if the order state is Order.State.PARTIALLY_FILLED." +msgstr "" + +#: of pyalgotrade.broker.Order.isFilled:1 +msgid "Returns True if the order state is Order.State.FILLED." +msgstr "" + +#: of pyalgotrade.broker.Order.getInstrument:1 +msgid "Returns the instrument identifier." +msgstr "" + +#: of pyalgotrade.broker.Order.getQuantity:1 +#: pyalgotrade.broker.OrderExecutionInfo.getQuantity:1 +msgid "Returns the quantity." +msgstr "" + +#: of pyalgotrade.broker.Order.getFilled:1 +msgid "Returns the number of shares that have been executed." +msgstr "" + +#: of pyalgotrade.broker.Order.getRemaining:1 +msgid "Returns the number of shares still outstanding." +msgstr "" + +#: of pyalgotrade.broker.Order.getAvgFillPrice:1 +msgid "" +"Returns the average price of the shares that have been executed, or None " +"if nothing has been filled." +msgstr "" + +#: of pyalgotrade.broker.Order.getGoodTillCanceled:1 +msgid "Returns True if the order is good till canceled." +msgstr "" + +#: of pyalgotrade.broker.Order.setGoodTillCanceled:1 +msgid "" +"Sets if the order should be good till canceled. Orders that are not " +"filled by the time the session closes will be will be automatically " +"canceled if they were not set as good till canceled" +msgstr "" + +#: of pyalgotrade.broker.Order.setGoodTillCanceled:5 +msgid "True if the order should be good till canceled." +msgstr "" + +#: of pyalgotrade.broker.Order.setAllOrNone:6 +#: pyalgotrade.broker.Order.setGoodTillCanceled:8 +msgid "This can't be changed once the order is submitted." +msgstr "" + +#: of pyalgotrade.broker.Order.getAllOrNone:1 +msgid "Returns True if the order should be completely filled or else canceled." +msgstr "" + +#: of pyalgotrade.broker.Order.setAllOrNone:1 +msgid "Sets the All-Or-None property for this order." +msgstr "" + +#: of pyalgotrade.broker.Order.setAllOrNone:3 +msgid "True if the order should be completely filled." +msgstr "" + +#: of pyalgotrade.broker.Order.getExecutionInfo:1 +msgid "" +"Returns the last execution information for this order, or None if nothing" +" has been filled so far. This will be different every time an order, or " +"part of it, gets filled." +msgstr "" + +#: of pyalgotrade.broker.Order.getExecutionInfo:4 +msgid ":class:`OrderExecutionInfo`." +msgstr "" + +#: of pyalgotrade.broker.LimitOrder:1 pyalgotrade.broker.MarketOrder:1 +#: pyalgotrade.broker.StopLimitOrder:1 pyalgotrade.broker.StopOrder:1 +msgid "基类：:class:`pyalgotrade.broker.Order`" +msgstr "" + +#: of pyalgotrade.broker.MarketOrder:1 +msgid "Base class for market orders." +msgstr "" + +#: of pyalgotrade.broker.MarketOrder.getFillOnClose:1 +msgid "" +"Returns True if the order should be filled as close to the closing price " +"as possible (Market-On-Close order)." +msgstr "" + +#: of pyalgotrade.broker.LimitOrder:1 +msgid "Base class for limit orders." +msgstr "" + +#: of pyalgotrade.broker.LimitOrder.getLimitPrice:1 +#: pyalgotrade.broker.StopLimitOrder.getLimitPrice:1 +msgid "Returns the limit price." +msgstr "" + +#: of pyalgotrade.broker.StopOrder:1 +msgid "Base class for stop orders." +msgstr "" + +#: of pyalgotrade.broker.StopLimitOrder.getStopPrice:1 +#: pyalgotrade.broker.StopOrder.getStopPrice:1 +msgid "Returns the stop price." +msgstr "" + +#: of pyalgotrade.broker.StopLimitOrder:1 +msgid "Base class for stop limit orders." +msgstr "" + +#: of pyalgotrade.broker.OrderExecutionInfo:1 +msgid "Execution information for an order." +msgstr "" + +#: of pyalgotrade.broker.OrderExecutionInfo.getPrice:1 +msgid "Returns the fill price." +msgstr "" + +#: of pyalgotrade.broker.OrderExecutionInfo.getCommission:1 +msgid "Returns the commission applied." +msgstr "" + +#: of pyalgotrade.broker.OrderExecutionInfo.getDateTime:1 +msgid "Returns the :class:`datatime.datetime` when the order was executed." +msgstr "" + +#: of pyalgotrade.broker.Broker:1 +msgid "基类：:class:`pyalgotrade.observer.Subject`" +msgstr "" + +#: of pyalgotrade.broker.Broker:1 +msgid "Base class for brokers." +msgstr "" + +#: of pyalgotrade.broker.Broker.getCash:1 +msgid "Returns the available cash." +msgstr "" + +#: of pyalgotrade.broker.Broker.getCash:3 +msgid "Include cash from short positions." +msgstr "" + +#: of pyalgotrade.broker.Broker.getShares:1 +msgid "Returns the number of shares for an instrument." +msgstr "" + +#: of pyalgotrade.broker.Broker.getPositions:1 +msgid "Returns a dictionary that maps instruments to shares." +msgstr "" + +#: of pyalgotrade.broker.Broker.getActiveOrders:1 +msgid "Returns a sequence with the orders that are still active." +msgstr "" + +#: of pyalgotrade.broker.Broker.getActiveOrders:3 +msgid "" +"An optional instrument identifier to return only the active orders for " +"the given instrument." +msgstr "" + +#: of pyalgotrade.broker.Broker.submitOrder:1 +msgid "Submits an order." +msgstr "" + +#: of pyalgotrade.broker.Broker.submitOrder:3 +msgid "The order to submit." +msgstr "" + +#: of pyalgotrade.broker.Broker.submitOrder:7 +msgid "" +"After this call the order is in SUBMITTED state and an event is not " +"triggered for this transition." +msgstr "" + +#: of pyalgotrade.broker.Broker.submitOrder:8 +msgid "Calling this twice on the same order will raise an exception." +msgstr "" + +#: of pyalgotrade.broker.Broker.createMarketOrder:1 +msgid "" +"Creates a Market order. A market order is an order to buy or sell a stock" +" at the best available price. Generally, this type of order will be " +"executed immediately. However, the price at which a market order will be " +"executed is not guaranteed." +msgstr "" + +#: of pyalgotrade.broker.Broker.createMarketOrder:12 +msgid "" +"True if the order should be filled as close to the closing price as " +"possible (Market-On-Close order). Default is False." +msgstr "" + +#: of pyalgotrade.broker.Broker.createMarketOrder:14 +msgid "A :class:`MarketOrder` subclass." +msgstr "" + +#: of pyalgotrade.broker.Broker.createLimitOrder:1 +msgid "" +"Creates a Limit order. A limit order is an order to buy or sell a stock " +"at a specific price or better. A buy limit order can only be executed at " +"the limit price or lower, and a sell limit order can only be executed at " +"the limit price or higher." +msgstr "" + +#: of pyalgotrade.broker.Broker.createLimitOrder:10 +msgid "The order price." +msgstr "" + +#: of pyalgotrade.broker.Broker.createLimitOrder:14 +msgid "A :class:`LimitOrder` subclass." +msgstr "" + +#: of pyalgotrade.broker.Broker.createStopOrder:1 +msgid "" +"Creates a Stop order. A stop order, also referred to as a stop-loss " +"order, is an order to buy or sell a stock once the price of the stock " +"reaches a specified price, known as the stop price. When the stop price " +"is reached, a stop order becomes a market order. A buy stop order is " +"entered at a stop price above the current market price. Investors " +"generally use a buy stop order to limit a loss or to protect a profit on " +"a stock that they have sold short. A sell stop order is entered at a stop" +" price below the current market price. Investors generally use a sell " +"stop order to limit a loss or to protect a profit on a stock that they " +"own." +msgstr "" + +#: of pyalgotrade.broker.Broker.createStopLimitOrder:10 +#: pyalgotrade.broker.Broker.createStopOrder:14 +msgid "The trigger price." +msgstr "" + +#: of pyalgotrade.broker.Broker.createStopOrder:18 +msgid "A :class:`StopOrder` subclass." +msgstr "" + +#: of pyalgotrade.broker.Broker.createStopLimitOrder:1 +msgid "" +"Creates a Stop-Limit order. A stop-limit order is an order to buy or sell" +" a stock that combines the features of a stop order and a limit order. " +"Once the stop price is reached, a stop-limit order becomes a limit order " +"that will be executed at a specified price (or better). The benefit of a " +"stop-limit order is that the investor can control the price at which the " +"order can be executed." +msgstr "" + +#: of pyalgotrade.broker.Broker.createStopLimitOrder:12 +msgid "The price for the limit order." +msgstr "" + +#: of pyalgotrade.broker.Broker.createStopLimitOrder:16 +msgid "A :class:`StopLimitOrder` subclass." +msgstr "" + +#: of pyalgotrade.broker.Broker.cancelOrder:1 +msgid "" +"Requests an order to be canceled. If the order is filled an Exception is " +"raised." +msgstr "" + +#: of pyalgotrade.broker.Broker.cancelOrder:3 +msgid "The order to cancel." +msgstr "" + +#: ../../broker.rst:13 +msgid "Backtesting module and classes" +msgstr "" + +#: of pyalgotrade.broker.backtesting.Commission:1 +msgid "Base class for implementing different commission schemes." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Commission.calculate:1 +msgid "Calculates the commission for an order execution." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Commission.calculate:3 +msgid "The order being executed." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Commission.calculate:5 +msgid "The price for each share." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Commission.calculate:7 +msgid "The order size." +msgstr "" + +#: of pyalgotrade.broker.backtesting.FixedPerTrade:1 +#: pyalgotrade.broker.backtesting.NoCommission:1 +#: pyalgotrade.broker.backtesting.TradePercentage:1 +msgid "基类：:class:`pyalgotrade.broker.backtesting.Commission`" +msgstr "" + +#: of pyalgotrade.broker.backtesting.NoCommission:1 +msgid "A :class:`Commission` class that always returns 0." +msgstr "" + +#: of pyalgotrade.broker.backtesting.FixedPerTrade:1 +msgid "" +"A :class:`Commission` class that charges a fixed amount for the whole " +"trade." +msgstr "" + +#: of pyalgotrade.broker.backtesting.FixedPerTrade:3 +msgid "The commission for an order." +msgstr "" + +#: of pyalgotrade.broker.backtesting.TradePercentage:1 +msgid "A :class:`Commission` class that charges a percentage of the whole trade." +msgstr "" + +#: of pyalgotrade.broker.backtesting.TradePercentage:3 +msgid "" +"The percentage to charge. 0.01 means 1%, and so on. It must be smaller " +"than 1." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker:1 +msgid "基类：:class:`pyalgotrade.broker.Broker`" +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker:1 +msgid "Backtesting broker." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker:3 +msgid "The initial amount of cash." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker:5 +msgid "The bar feed that will provide the bars." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker:7 +#: pyalgotrade.broker.backtesting.Broker.setCommission:3 +msgid "An object responsible for calculating order commissions." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker.getCommission:1 +msgid "Returns the strategy used to calculate order commissions." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker.getCommission:3 +msgid ":class:`Commission`." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker.getEquity:1 +msgid "Returns the portfolio value (cash + shares)." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker.getFillStrategy:1 +msgid "" +"Returns the :class:`pyalgotrade.broker.fillstrategy.FillStrategy` " +"currently set." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker.setCommission:1 +msgid "Sets the strategy to use to calculate order commissions." +msgstr "" + +#: of pyalgotrade.broker.backtesting.Broker.setFillStrategy:1 +msgid "Sets the :class:`pyalgotrade.broker.fillstrategy.FillStrategy` to use." +msgstr "" + +#: of pyalgotrade.broker.slippage.SlippageModel:1 +msgid "Base class for slippage models." +msgstr "" + +#: of pyalgotrade.broker.slippage.SlippageModel.calculatePrice:1 +msgid "Returns the slipped price per share for an order." +msgstr "" + +#: of pyalgotrade.broker.slippage.SlippageModel.calculatePrice:3 +msgid "The order being filled." +msgstr "" + +#: of pyalgotrade.broker.slippage.SlippageModel.calculatePrice:5 +msgid "The price for each share before slippage." +msgstr "" + +#: of pyalgotrade.broker.slippage.SlippageModel.calculatePrice:7 +msgid "The amount of shares that will get filled at this time for this order." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder:8 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder:8 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder:8 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder:8 +#: pyalgotrade.broker.slippage.SlippageModel.calculatePrice:9 +msgid "The current bar." +msgstr "" + +#: of pyalgotrade.broker.slippage.SlippageModel.calculatePrice:11 +msgid "The volume size that was taken so far from the current bar." +msgstr "" + +#: of pyalgotrade.broker.slippage.NoSlippage:1 +#: pyalgotrade.broker.slippage.VolumeShareSlippage:1 +msgid "基类：:class:`pyalgotrade.broker.slippage.SlippageModel`" +msgstr "" + +#: of pyalgotrade.broker.slippage.NoSlippage:1 +msgid "A no slippage model." +msgstr "" + +#: of pyalgotrade.broker.slippage.VolumeShareSlippage:1 +msgid "" +"A volume share slippage model as defined in Zipline's VolumeShareSlippage" +" model. The slippage is calculated by multiplying the price impact " +"constant by the square of the ratio of the order to the total volume." +msgstr "" + +#: of pyalgotrade.broker.slippage.VolumeShareSlippage:5 +msgid "Check https://www.quantopian.com/help#ide-slippage for more details." +msgstr "" + +#: of pyalgotrade.broker.slippage.VolumeShareSlippage:7 +msgid "" +"Defines how large of an impact your order will have on the backtester's " +"price calculation." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy:1 +msgid "Base class for order filling strategies for the backtester." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder:1 +msgid "" +"Override to return the fill price and quantity for a limit order or None " +"if the order can't be filled at the given time." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder:4 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder:4 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder:4 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder:4 +#: pyalgotrade.broker.fillstrategy.FillStrategy.onBars:3 +#: pyalgotrade.broker.fillstrategy.FillStrategy.onOrderFilled:3 +msgid "The broker." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder:6 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder:6 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder:6 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder:6 +msgid "The order." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder:10 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder:10 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder:10 +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder:10 +msgid "A :class:`FillInfo` or None if the order should not be filled." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder:1 +msgid "" +"Override to return the fill price and quantity for a market order or None" +" if the order can't be filled at the given time." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder:1 +msgid "" +"Override to return the fill price and quantity for a stop limit order or " +"None if the order can't be filled at the given time." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder:1 +msgid "" +"Override to return the fill price and quantity for a stop order or None " +"if the order can't be filled at the given time." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.onBars:1 +msgid "" +"Override (optional) to get notified when the broker is about to process " +"new bars." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.onBars:5 +msgid "The current bars." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.onOrderFilled:1 +msgid "" +"Override (optional) to get notified when an order was filled, or " +"partially filled." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.FillStrategy.onOrderFilled:5 +msgid "The order filled." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:1 +msgid "基类：:class:`pyalgotrade.broker.fillstrategy.FillStrategy`" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:1 +msgid "Default fill strategy." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:3 +#: pyalgotrade.broker.fillstrategy.DefaultStrategy.setVolumeLimit:3 +msgid "" +"The proportion of the volume that orders can take up in a bar. Must be > " +"0 and <= 1. If None, then volume limit is not checked." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:7 +msgid "This strategy works as follows:" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:9 +msgid "" +"A :class:`pyalgotrade.broker.MarketOrder` is always filled using the " +"open/close price." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:13 +msgid "A :class:`pyalgotrade.broker.LimitOrder` will be filled like this:" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:11 +msgid "" +"If the limit price was penetrated with the open price, then the open " +"price is used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:12 +msgid "If the bar includes the limit price, then the limit price is used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:13 +msgid "" +"Note that when buying the price is penetrated if it gets <= the limit " +"price, and when selling the price is penetrated if it gets >= the limit " +"price" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:18 +msgid "A :class:`pyalgotrade.broker.StopOrder` will be filled like this:" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:16 +msgid "" +"If the stop price was penetrated with the open price, then the open price" +" is used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:17 +msgid "If the bar includes the stop price, then the stop price is used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:18 +msgid "" +"Note that when buying the price is penetrated if it gets >= the stop " +"price, and when selling the price is penetrated if it gets <= the stop " +"price" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:27 +msgid "A :class:`pyalgotrade.broker.StopLimitOrder` will be filled like this:" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:21 +msgid "" +"If the stop price was penetrated with the open price, or if the bar " +"includes the stop price, then the limit order becomes active." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:27 +msgid "If the limit order is active:" +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:24 +msgid "" +"If the limit order was activated in this same bar and the limit price is " +"penetrated as well, then the best between the stop price and the limit " +"fill price (as described earlier) is used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:26 +msgid "" +"If the limit order was activated at a previous bar then the limit fill " +"price (as described earlier) is used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:30 +msgid "This is the default strategy used by the Broker." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:31 +msgid "" +"It uses :class:`pyalgotrade.broker.slippage.NoSlippage` slippage model by" +" default." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:32 +msgid "" +"If volumeLimit is 0.25, and a certain bar's volume is 100, then no more " +"than 25 shares can be used by all orders that get processed at that bar." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy:34 +msgid "If using trade bars, then all the volume from that bar can be used." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy.setSlippageModel:1 +msgid "Set the slippage model to use." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy.setSlippageModel:3 +msgid "The slippage model." +msgstr "" + +#: of pyalgotrade.broker.fillstrategy.DefaultStrategy.setVolumeLimit:1 +msgid "Set the volume limit." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/code.po b/doc/locale/zh_CN/LC_MESSAGES/code.po new file mode 100644 index 000000000..91d82750c --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/code.po @@ -0,0 +1,28 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../code.rst:2 +msgid "Documentation for the code" +msgstr "代码实现文档" + +#: ../../code.rst:4 +msgid "Contents:" +msgstr "目录：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/compinvpart1.po b/doc/locale/zh_CN/LC_MESSAGES/compinvpart1.po new file mode 100644 index 000000000..55fd15aed --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/compinvpart1.po @@ -0,0 +1,100 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../compinvpart1.rst:2 +msgid "Computational Investing Part I" +msgstr "计算投资（一）" + +#: ../../compinvpart1.rst:4 +msgid "" +"As I was taking the `Computational Investing Part I " +"`_ course in " +"2012 I had to work on a set of assignments and for some of them I used " +"PyAlgoTrade." +msgstr "由于二〇一二年我执教课程" +" `计算投资 `_ " +"，我准备了一系列的作业，其中几个使用了 PyAlgoTrade。" + +#: ../../compinvpart1.rst:8 +msgid "Homework 1" +msgstr "家庭作业1" + +#: ../../compinvpart1.rst:10 +msgid "" +"For this assignment I had to pick 4 stocks, invest a total of $100000 " +"during 2011, and calculate:" +msgstr "在这个作业中我需要在二〇一一年购买四只股票，总共投资 $1000000 ，并计算出：" + +#: ../../compinvpart1.rst:12 +msgid "Final portfolio value" +msgstr "投资组合的最终总市值" + +#: ../../compinvpart1.rst:13 +msgid "Anual return" +msgstr "年度收益" + +#: ../../compinvpart1.rst:14 +msgid "Average daily return" +msgstr "平均日收益" + +#: ../../compinvpart1.rst:15 +msgid "Std. dev. of daily returns" +msgstr "Std. dev. of daily returns" + +#: ../../compinvpart1.rst:16 +msgid "Sharpe ratio" +msgstr "夏普比率" + +#: ../../compinvpart1.rst:18 +msgid "Download the data with the following commands: ::" +msgstr "使用如下命令下载行情数据：::" + +#: ../../compinvpart1.rst:25 +msgid "" +"Although the deliverable was an Excel spreadsheet, I validated the " +"results using this piece of code:" +msgstr "下载数据的格式是 Excel 工作表，我使用如下代码验证结果：" + +#: ../../compinvpart1.rst:29 +msgid "The results were:" +msgstr "结果如下：" + +#: ../../compinvpart1.rst:34 +msgid "Homework 3 and 4" +msgstr "家庭作业3&4" + +#: ../../compinvpart1.rst:36 +msgid "" +"For these assignments I had to build a market simulation tool that loads " +"orders from a file, executes those, and prints the results for each day." +msgstr "对这两个作业我需要构建一个市场模拟工具，从一个文件加载交割单执行并打印每天的结果。" + +#: ../../compinvpart1.rst:39 +msgid "The orders file for homework 3 look like this: ::" +msgstr "家庭作业3的订单文件如下：::" + +#: ../../compinvpart1.rst:56 +msgid "This is the market simulation tool that I built:" +msgstr "如下是我构建的市场模拟工具：" + +#: ../../compinvpart1.rst:60 +msgid "The output for homework 3 looks like this: ::" +msgstr "家庭作业3的输出如下：::" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/dataseries.po b/doc/locale/zh_CN/LC_MESSAGES/dataseries.po new file mode 100644 index 000000000..9ae3bd8b2 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/dataseries.po @@ -0,0 +1,215 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../dataseries.rst:2 +msgid "dataseries -- Basic dataseries classes" +msgstr "" + +#: ../../dataseries.rst:4 +msgid "Data series are abstractions used to manage time-series data." +msgstr "" + +#: of pyalgotrade.dataseries.DataSeries:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.dataseries.DataSeries:1 +msgid "Base class for data series." +msgstr "" + +#: of pyalgotrade.dataseries.DataSeries:4 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.dataseries.DataSeries.__getitem__:1 +msgid "" +"Returns the value at a given position/slice. It raises IndexError if the " +"position is invalid, or TypeError if the key type is invalid." +msgstr "" + +#: of pyalgotrade.dataseries.DataSeries.__len__:1 +msgid "Returns the number of elements in the data series." +msgstr "" + +#: of pyalgotrade.dataseries.DataSeries.getDateTimes:1 +msgid "Returns a list of :class:`datetime.datetime` associated with each value." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries:1 +msgid "基类：:class:`pyalgotrade.dataseries.DataSeries`" +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries:1 +msgid "A DataSeries that holds values in a sequence in memory." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries:3 +#: pyalgotrade.dataseries.bards.BarDataSeries:3 +msgid "" +"The maximum number of values to hold. Once a bounded length is full, when" +" new items are added, a corresponding number of items are discarded from " +"the opposite end. If None then dataseries.DEFAULT_MAX_LEN is used." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries.append:1 +msgid "Appends a value." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries.appendWithDateTime:1 +msgid "Appends a value with an associated datetime." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries.appendWithDateTime:4 +msgid "If dateTime is not None, it must be greater than the last one." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries.getMaxLen:1 +msgid "Returns the maximum number of values to hold." +msgstr "" + +#: of pyalgotrade.dataseries.SequenceDataSeries.setMaxLen:1 +msgid "" +"Sets the maximum number of values to hold and resizes accordingly if " +"necessary." +msgstr "" + +#: of pyalgotrade.dataseries.aligned.datetime_aligned:1 +msgid "" +"Returns two dataseries that exhibit only those values whose datetimes are" +" in both dataseries." +msgstr "" + +#: of pyalgotrade.dataseries.aligned.datetime_aligned:3 +#: pyalgotrade.dataseries.aligned.datetime_aligned:5 +msgid "A DataSeries instance." +msgstr "" + +#: of pyalgotrade.dataseries.aligned.datetime_aligned:7 +msgid "" +"The maximum number of values to hold for the returned " +":class:`DataSeries`. Once a bounded length is full, when new items are " +"added, a corresponding number of items are discarded from the opposite " +"end. If None then dataseries.DEFAULT_MAX_LEN is used." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries:1 +msgid "基类：:class:`pyalgotrade.dataseries.SequenceDataSeries`" +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries:1 +msgid "A DataSeries of :class:`pyalgotrade.bar.Bar` instances." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getAdjCloseDataSeries:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the adjusted " +"close prices." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getCloseDataSeries:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the close " +"prices." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getExtraDataSeries:1 +msgid "Returns a :class:`pyalgotrade.dataseries.DataSeries` for an extra column." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getHighDataSeries:1 +msgid "Returns a :class:`pyalgotrade.dataseries.DataSeries` with the high prices." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getLowDataSeries:1 +msgid "Returns a :class:`pyalgotrade.dataseries.DataSeries` with the low prices." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getOpenDataSeries:1 +msgid "Returns a :class:`pyalgotrade.dataseries.DataSeries` with the open prices." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getPriceDataSeries:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the close or " +"adjusted close prices." +msgstr "" + +#: of pyalgotrade.dataseries.bards.BarDataSeries.getVolumeDataSeries:1 +msgid "Returns a :class:`pyalgotrade.dataseries.DataSeries` with the volume." +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:1 +msgid "" +"基类：:class:`pyalgotrade.dataseries.bards.BarDataSeries`, " +":class:`pyalgotrade.dataseries.resampled.DSResampler`" +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:1 +msgid "" +"A BarDataSeries that will build on top of another, higher frequency, " +"BarDataSeries. Resampling will take place as new values get pushed into " +"the dataseries being resampled." +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:4 +msgid "The DataSeries instance being resampled." +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:6 +msgid "The grouping frequency in seconds. Must be > 0." +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:7 +msgid "" +"The maximum number of values to hold. Once a bounded length is full, when" +" new items are added, a corresponding number of items are discarded from " +"the opposite end." +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:15 +msgid "Supported resampling frequencies are:" +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:14 +msgid "Less than bar.Frequency.DAY" +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:15 +msgid "bar.Frequency.DAY" +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:16 +msgid "bar.Frequency.MONTH" +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries.checkNow:2 +msgid "" +"Forces a resample check. Depending on the resample frequency, and the " +"current datetime, a new" +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries.checkNow:2 +msgid "value may be generated." +msgstr "" + +#: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries.checkNow:4 +msgid "The current datetime." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po b/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po new file mode 100644 index 000000000..715471366 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po @@ -0,0 +1,184 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../eventprofiler.rst:2 +msgid "Event profiler" +msgstr "事件分析器" + +#: ../../eventprofiler.rst:4 +msgid "" +"Inspired in QSTK " +"(http://wiki.quantsoftware.org/index.php?title=QSTK_Tutorial_9), the " +"**eventprofiler** module is a tool to analyze, statistically, how events " +"affect future equity prices. The event profiler scans over historical " +"data for a specified event and then calculates the impact of that event " +"on the equity prices in the past and the future over a certain lookback " +"period." +msgstr "**eventprofiler** 模块的灵感来自于 " +"QSTK（http://wiki.quantsoftware.org/index.php?title=QSTK_Tutorial_9），" +"**eventprofiler** 模块用于分析、统计事件是如何影响未来股票价格的。事件分析器器通过" +"扫描某特定时间的历史行情数据来计算该事件对未来及过去一段时间该股票价格的影响。" + +#: ../../eventprofiler.rst:9 +msgid "" +"**The goal of this tool is to help you quickly validate an idea, before " +"moving forward with the backtesting process.**" +msgstr "**本工具的目的是使你在继续回测进程前快速的验证你的想法。**" + +#: of pyalgotrade.eventprofiler.Predicate:1 +#: pyalgotrade.eventprofiler.Profiler:1 pyalgotrade.eventprofiler.Results:1 +msgid "基类：:class:`object`" +msgstr "基类：:class:`object`" + +#: of pyalgotrade.eventprofiler.Results:1 +msgid "Results from the profiler." +msgstr "分析器返回的结果。" + +#: of pyalgotrade.eventprofiler.Results.getEventCount:1 +msgid "" +"Returns the number of events occurred. Events that are on the boundary " +"are skipped." +msgstr "返回发生事件的数目，在边界事件被忽略（应该是时间范围的边界）。" + +#: of pyalgotrade.eventprofiler.Predicate:1 +msgid "" +"Base class for event identification. You should subclass this to " +"implement the event identification logic." +msgstr "事件基类，你需要实现本类的子类来标识事件。" + +#: of pyalgotrade.eventprofiler.Predicate.eventOccurred:1 +msgid "" +"Override (**mandatory**) to determine if an event took place in the last " +"bar (bards[-1])." +msgstr "**强制重写** 上一个 bar （bards[-1]，译注：疑似原文有误，" +"可能为 bars[-1]）是否发生了某个事件。" + +#: of pyalgotrade.eventprofiler.Predicate.eventOccurred:3 +msgid "Instrument identifier." +msgstr "股票代码。" + +#: of pyalgotrade.eventprofiler.Predicate.eventOccurred:5 +msgid "The BarDataSeries for the given instrument." +msgstr "该股票的 bar 数据序列。" + +#: of pyalgotrade.eventprofiler.Profiler:1 +msgid "" +"This class is responsible for scanning over historical data and analyzing" +" returns before and after the events." +msgstr "本类负责扫描历史数据并分析事件前后的收益。" + +#: of pyalgotrade.eventprofiler.Profiler:4 +msgid "A :class:`Predicate` subclass responsible for identifying events." +msgstr ":class:`Predicate` 的子类，用于标识事件。" + +#: of pyalgotrade.eventprofiler.Profiler:6 +msgid "The number of bars before the event to analyze. Must be > 0." +msgstr "需要分析该事件之前的 bar 数目，必须大于0。" + +#: of pyalgotrade.eventprofiler.Profiler:8 +msgid "The number of bars after the event to analyze. Must be > 0." +msgstr "需要分析该事件之后的 bar 数目，必须大于0。" + +#: of pyalgotrade.eventprofiler.Profiler.getResults:1 +msgid "Returns the results of the analysis." +msgstr "返回分析结果。" + +#: of pyalgotrade.eventprofiler.Profiler.getResults:3 +msgid ":class:`Results`." +msgstr ":class:`Results`." + +#: of pyalgotrade.eventprofiler.Profiler.run:1 +msgid "Runs the analysis using the bars supplied by the feed." +msgstr "使用数据源（feed）提供的数据运行事件分析器。" + +#: of pyalgotrade.eventprofiler.Profiler.run:3 +msgid "The bar feed to use to run the analysis." +msgstr "用于运行事件分析器的 bar 数据源。" + +#: of pyalgotrade.eventprofiler.Profiler.run:5 +msgid "True if adjusted close values should be used to calculate returns." +msgstr "如果使用复权收盘价计算收益，则为 True。" + +#: of pyalgotrade.eventprofiler.plot:1 +msgid "Plots the result of the analysis." +msgstr "绘制分析结果图。" + +#: of pyalgotrade.eventprofiler.plot:3 +msgid "The result of the analysis" +msgstr "分析结果" + +#: ../../eventprofiler.rst:17 +msgid "Example" +msgstr "例子" + +#: ../../eventprofiler.rst:19 +msgid "" +"The following example is inspired on the 'Buy-on-Gap Model' from Ernie " +"Chan's book: 'Algorithmic Trading: Winning Strategies and Their " +"Rationale':" +msgstr "下面的例子基于 Ernie Chan 的 《Algorithmic Trading: Winning Strategies and Their " +"Rationale》的 选择跳空股票模型（'Buy-on-Gap Model'）。" + +#: ../../eventprofiler.rst:22 +msgid "" +"The idea is to select a stock near the market open whose returns from " +"their previous day's lows to today's open are lower that one standard " +"deviation. The standard deviation is computed using the daily close-to-" +"close returns of the last 90 days. These are the stocks that \"gapped " +"down\"." +msgstr "想法是在开盘前选择昨天收盘价比今天开盘价低于某个标准，该标准通过最近90天的" +"日均收盘价进行计算。这些股票称为 \"gapped down\" 。" + +#: ../../eventprofiler.rst:25 +msgid "" +"This is narrowed down by requiring the open price to be higher than the " +"20-day moving average of the closing price." +msgstr "本例的实现为“缩小版“ \"gapped down\" ，即选择开盘价高于最近20天的收盘价移动平均线的股票。" + +#: ../../eventprofiler.rst:30 +msgid "The code is doing 4 things:" +msgstr "代码做了四件事：" + +#: ../../eventprofiler.rst:32 +msgid "" +"Declaring a :class:`Predicate` that implements the 'Buy-on-Gap Model' " +"event identification." +msgstr "声明了 :class:`Predicate` 的对象实现选择跳空股票模型（Buy-on-Gap Model）的事件标识。" + +#: ../../eventprofiler.rst:33 +msgid "Loading bars for some stocks." +msgstr "加载股票的 bar 数据。" + +#: ../../eventprofiler.rst:34 +msgid "Running the analysis." +msgstr "运行分析。" + +#: ../../eventprofiler.rst:35 +msgid "Plotting the results." +msgstr "绘制分析结果图。" + +#: ../../eventprofiler.rst:37 +msgid "This is what the output should look like:" +msgstr "输出如下：" + +#: ../../eventprofiler.rst:43 +msgid "Note that **Cummulative returns are normalized to the time of the event**." +msgstr "**累计收益已经归一化到事件发生的时间**。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/feed.po b/doc/locale/zh_CN/LC_MESSAGES/feed.po new file mode 100644 index 000000000..6b947e024 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/feed.po @@ -0,0 +1,157 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../feed.rst:2 +msgid "feed -- Basic feeds" +msgstr "" + +#: ../../feed.rst:4 +msgid "" +"Feeds are time series data providing abstractions. When these are " +"included in the event dispatch loop, they emit an event as new data is " +"available. Feeds are also responsible for updating the " +":class:`pyalgotrade.dataseries.DataSeries` associated with each piece of " +"data that the feed provides." +msgstr "" + +#: ../../feed.rst:9 +msgid "" +"**This package has basic feeds. For bar feeds refer to the** :ref" +":`barfeed-label` **section.**" +msgstr "" + +#: of pyalgotrade.feed.BaseFeed:1 +msgid "基类：:class:`pyalgotrade.observer.Subject`" +msgstr "" + +#: of pyalgotrade.feed.BaseFeed:1 +msgid "Base class for feeds." +msgstr "" + +#: of pyalgotrade.feed.BaseFeed:3 +msgid "" +"The maximum number of values that each " +":class:`pyalgotrade.dataseries.DataSeries` will hold. Once a bounded " +"length is full, when new items are added, a corresponding number of items" +" are discarded from the opposite end." +msgstr "" + +#: of pyalgotrade.feed.BaseFeed:9 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.feed.BaseFeed.__contains__:1 +msgid "" +"Returns True if a :class:`pyalgotrade.dataseries.DataSeries` for the " +"given key is available." +msgstr "" + +#: of pyalgotrade.feed.BaseFeed.__getitem__:1 +msgid "Returns the :class:`pyalgotrade.dataseries.DataSeries` for a given key." +msgstr "" + +#: of pyalgotrade.feed.BaseFeed.getNewValuesEvent:1 +msgid "" +"Returns the event that will be emitted when new values are available. To " +"subscribe you need to pass in a callable object that receives two " +"parameters:" +msgstr "" + +#: of pyalgotrade.feed.BaseFeed.getNewValuesEvent:4 +msgid "A :class:`datetime.datetime` instance." +msgstr "" + +#: of pyalgotrade.feed.BaseFeed.getNewValuesEvent:5 +msgid "The new value." +msgstr "" + +#: ../../feed.rst:18 +msgid "CSV support" +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:1 +msgid "基类：:class:`pyalgotrade.feed.csvfeed.BaseFeed`" +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:1 +msgid "A feed that loads values from CSV formatted files." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:3 +msgid "The name of the column that has the datetime information." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:5 +msgid "" +"The datetime format. datetime.datetime.strptime will be used to parse the" +" column." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:7 +msgid "" +"A function with two parameters (column name and value) used to convert " +"the string value to something else. The default coverter will try to " +"convert the value to a float. If that fails the original string is " +"returned." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:11 +msgid "The string used to separate values." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:13 +msgid "" +"The timezone to use to localize datetimes. Check " +":mod:`pyalgotrade.marketsession`." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed:15 +msgid "" +"The maximum number of values that each " +":class:`pyalgotrade.dataseries.DataSeries` will hold. Once a bounded " +"length is full, when new items are added, a corresponding number of items" +" are discarded from the opposite end. If None then " +"dataseries.DEFAULT_MAX_LEN is used." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed.addValuesFromCSV:1 +msgid "Loads values from a file." +msgstr "" + +#: of pyalgotrade.feed.csvfeed.Feed.addValuesFromCSV:3 +msgid "The path to the CSV file." +msgstr "" + +#: ../../feed.rst:27 +msgid "CSV support Example" +msgstr "" + +#: ../../feed.rst:28 +msgid "A file with the following format ::" +msgstr "" + +#: ../../feed.rst:39 +msgid "can be loaded like this:" +msgstr "" + +#: ../../feed.rst:43 +msgid "and the output should look like this:" +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/index.po b/doc/locale/zh_CN/LC_MESSAGES/index.po new file mode 100644 index 000000000..c40a2fa4f --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/index.po @@ -0,0 +1,89 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:32+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: qytz \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../intro.rst:2 +msgid "Introduction" +msgstr "介绍" + +#: ../../intro.rst:7 +msgid "" +"PyAlgoTrade is an event driven algorithmic trading Python library with " +"support for:" +msgstr "PyAlgoTrade 是一个事件驱动的算法交易库，并且支持：" + +#: ../../intro.rst:5 +msgid "Backtesting with historical data from CSV files." +msgstr "使用CSV文件格式的历史数据回测；" + +#: ../../intro.rst:6 +msgid "Paper trading using :ref:`Bitstamp ` live feeds." +msgstr "使用 :ref:`Bitstamp ` 实时数据进行模拟交易" + +#: ../../intro.rst:7 +msgid "Real trading on Bitstamp." +msgstr "在Bitstamp平台实时交易" + +#: ../../intro.rst:9 +msgid "" +"It should also make it easy to optimize a strategy using multiple " +"computers." +msgstr "It should also make it easy to optimize a strategy using 多台 计算机." + +#: ../../intro.rst:17 +msgid "PyAlgoTrade is developed using Python 2.7 and depends on:" +msgstr "PyAlgoTrade is developed using Python 2.7 and 依赖:" + +#: ../../intro.rst:12 +msgid "NumPy and SciPy (http://numpy.scipy.org/)." +msgstr "NumPy and SciPy (http://numpy.scipy.org/)." + +#: ../../intro.rst:13 +msgid "pytz (http://pytz.sourceforge.net/)." +msgstr "pytz (http://pytz.sourceforge.net/)." + +#: ../../intro.rst:14 +msgid "matplotlib (http://matplotlib.sourceforge.net/) for plotting support." +msgstr "matplotlib (http://matplotlib.sourceforge.net/) for plotting support." + +#: ../../intro.rst:15 +#, fuzzy +msgid "" +"ws4py (https://github.com/Lawouach/WebSocket-for-Python) for Bitstamp " +"support." +msgstr "" +"4py (https://github.com/Lawouach/WebSocket-for-Python) for Bitstamp " +"\"\"support." + +#: ../../intro.rst:16 +msgid "tornado (http://www.tornadoweb.org/en/stable/) for Bitstamp support." +msgstr "tornado (http://www.tornadoweb.org/en/stable/) for Bitstamp support." + +#: ../../intro.rst:17 +msgid "tweepy (https://github.com/tweepy/tweepy) for Twitter support." +msgstr "tweepy (https://github.com/tweepy/tweepy) for Twitter support." + +#: ../../intro.rst:19 +msgid "so you need to have those installed in order to use this library." +msgstr "so you need to have those installed in order to use this library." + +#: ../../intro.rst:21 +msgid "You can install PyAlgoTrade using pip like this: ::" +msgstr "You can install PyAlgoTrade using pip like this: ::" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/intro.po b/doc/locale/zh_CN/LC_MESSAGES/intro.po new file mode 100644 index 000000000..81a6a9e3d --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/intro.po @@ -0,0 +1,87 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../intro.rst:2 +msgid "Introduction" +msgstr "简介" + +#: ../../intro.rst:7 +msgid "" +"PyAlgoTrade is an event driven algorithmic trading Python library with " +"support for:" +msgstr "PyAlgoTrade 是一个基于事件驱动的 Python 算法交易库，" +"它支持:" + +#: ../../intro.rst:5 +msgid "Backtesting with historical data from CSV files." +msgstr "基于CSV文件里的历史数据进行回测" + +#: ../../intro.rst:6 +msgid "Paper trading using :ref:`Bitstamp ` live feeds." +msgstr "基于 :ref:`Bitstamp ` 的实时数据进行模拟交易." + +#: ../../intro.rst:7 +msgid "Real trading on Bitstamp." +msgstr "基于Bitstamp平台进行真实交易" + +#: ../../intro.rst:9 +msgid "" +"It should also make it easy to optimize a strategy using multiple " +"computers." +msgstr "基于 PyAlgoTrade 你也可以很方便地使用多台计算机优化你的策略。" + +#: ../../intro.rst:17 +msgid "PyAlgoTrade is developed using Python 2.7 and depends on:" +msgstr "PyAlgoTrade 基于 Python 2.7 开发并依赖如下 python 库：" + +#: ../../intro.rst:12 +msgid "NumPy and SciPy (http://numpy.scipy.org/)." +msgstr "NumPy and SciPy (http://numpy.scipy.org/)." + +#: ../../intro.rst:13 +msgid "pytz (http://pytz.sourceforge.net/)." +msgstr "pytz (http://pytz.sourceforge.net/)." + +#: ../../intro.rst:14 +msgid "matplotlib (http://matplotlib.sourceforge.net/) for plotting support." +msgstr "matplotlib (http://matplotlib.sourceforge.net/)——提供绘图支持" + +#: ../../intro.rst:15 +msgid "" +"ws4py (https://github.com/Lawouach/WebSocket-for-Python) for Bitstamp " +"support." +msgstr "ws4py (https://github.com/Lawouach/WebSocket-for-Python)——提供 Bitstamp 支持" + +#: ../../intro.rst:16 +msgid "tornado (http://www.tornadoweb.org/en/stable/) for Bitstamp support." +msgstr "tornado (http://www.tornadoweb.org/en/stable/)——提供 Bitstamp 支持" + +#: ../../intro.rst:17 +msgid "tweepy (https://github.com/tweepy/tweepy) for Twitter support." +msgstr "tweepy (https://github.com/tweepy/tweepy)——提供 Twitter 支持." + +#: ../../intro.rst:19 +msgid "so you need to have those installed in order to use this library." +msgstr "因此要使用 PyAlgoTrade ，你需要安装以上依赖的 python 库。" + +#: ../../intro.rst:21 +msgid "You can install PyAlgoTrade using pip like this: ::" +msgstr "你可以通过如下 pip 命令 来安装 PyAlgoTrade： ::" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/marketsession.po b/doc/locale/zh_CN/LC_MESSAGES/marketsession.po new file mode 100644 index 000000000..7caf88278 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/marketsession.po @@ -0,0 +1,75 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../marketsession.rst:2 +msgid "marketsession -- Market sessions" +msgstr "" + +#: of pyalgotrade.marketsession.MarketSession:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.marketsession.MarketSession:1 +msgid "Base class for market sessions." +msgstr "" + +#: of pyalgotrade.marketsession.MarketSession:4 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.marketsession.MarketSession.getTimezone:1 +msgid "Returns the pytz timezone for the market session." +msgstr "" + +#: of pyalgotrade.marketsession.BOVESPA:1 pyalgotrade.marketsession.FTSE:1 +#: pyalgotrade.marketsession.MERVAL:1 pyalgotrade.marketsession.NASDAQ:1 +#: pyalgotrade.marketsession.NYSE:1 pyalgotrade.marketsession.TSE:1 +#: pyalgotrade.marketsession.USEquities:1 +msgid "基类：:class:`pyalgotrade.marketsession.MarketSession`" +msgstr "" + +#: of pyalgotrade.marketsession.NASDAQ:1 +msgid "NASDAQ market session." +msgstr "" + +#: of pyalgotrade.marketsession.NYSE:1 +msgid "New York Stock Exchange market session." +msgstr "" + +#: of pyalgotrade.marketsession.USEquities:1 +msgid "US Equities market session." +msgstr "" + +#: of pyalgotrade.marketsession.MERVAL:1 +msgid "Buenos Aires (Argentina) market session." +msgstr "" + +#: of pyalgotrade.marketsession.BOVESPA:1 +msgid "BOVESPA (Brazil) market session." +msgstr "" + +#: of pyalgotrade.marketsession.FTSE:1 +msgid "London Stock Exchange market session." +msgstr "" + +#: of pyalgotrade.marketsession.TSE:1 +msgid "Tokyo Stock Exchange market session." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/optimizer.po b/doc/locale/zh_CN/LC_MESSAGES/optimizer.po new file mode 100644 index 000000000..2fa0ac047 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/optimizer.po @@ -0,0 +1,139 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../optimizer.rst:2 +msgid "optimizer -- Parallel optimizers" +msgstr "" + +#: of pyalgotrade.optimizer.server.Results:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.optimizer.server.Results:1 +msgid "The results of the strategy executions." +msgstr "" + +#: of pyalgotrade.optimizer.server.Results.getParameters:1 +msgid "Returns a sequence of parameter values." +msgstr "" + +#: of pyalgotrade.optimizer.server.Results.getResult:1 +msgid "Returns the result for a given set of parameters." +msgstr "" + +#: of pyalgotrade.optimizer.server.serve:1 +msgid "" +"Executes a server that will provide bars and strategy parameters for " +"workers to use." +msgstr "" + +#: of pyalgotrade.optimizer.server.serve:3 +msgid "The bar feed that each worker will use to backtest the strategy." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:6 pyalgotrade.optimizer.server.serve:5 +msgid "" +"The set of parameters to use for backtesting. An iterable object where " +"**each element is a tuple that holds parameter values**." +msgstr "" + +#: of pyalgotrade.optimizer.server.serve:6 +msgid "The address to listen for incoming worker connections." +msgstr "" + +#: of pyalgotrade.optimizer.server.serve:8 +msgid "The port to listen for incoming worker connections." +msgstr "" + +#: of pyalgotrade.optimizer.server.serve:10 +msgid "" +"A :class:`Results` instance with the best results found or None if no " +"results were obtained." +msgstr "" + +#: of pyalgotrade.optimizer.worker.run:1 +msgid "" +"Executes one or more worker processes that will run a strategy with the " +"bars and parameters supplied by the server." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:3 pyalgotrade.optimizer.worker.run:3 +msgid "The strategy class." +msgstr "" + +#: of pyalgotrade.optimizer.worker.run:4 +msgid "The address of the server." +msgstr "" + +#: of pyalgotrade.optimizer.worker.run:6 +msgid "The port where the server is listening for incoming connections." +msgstr "" + +#: of pyalgotrade.optimizer.worker.run:8 +msgid "" +"The number of worker processes to run. If None then as many workers as " +"CPUs are used." +msgstr "" + +#: of pyalgotrade.optimizer.worker.run:10 +msgid "" +"A name for the worker. A name that identifies the worker. If None, the " +"hostname is used." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:1 +msgid "" +"Executes many instances of a strategy in parallel and finds the " +"parameters that yield the best results." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:4 +msgid "The bar feed to use to backtest the strategy." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:8 +msgid "" +"The number of strategies to run in parallel. If None then as many workers" +" as CPUs are used." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:10 +msgid "The log level. Defaults to **logging.ERROR**." +msgstr "" + +#: of pyalgotrade.optimizer.local.run:11 +msgid "A :class:`Results` instance with the best results found." +msgstr "" + +#: ../../optimizer.rst:20 +msgid "" +"The server component will split strategy executions in chunks which are " +"distributed among the different workers. " +"**pyalgotrade.optimizer.server.Server.defaultBatchSize** controls the " +"chunk size." +msgstr "" + +#: ../../optimizer.rst:21 +msgid "" +"The :meth:`pyalgotrade.strategy.BaseStrategy.getResult` method is used to" +" select the best strategy execution. You can override that method to rank" +" executions using a different criteria." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/plotter.po b/doc/locale/zh_CN/LC_MESSAGES/plotter.po new file mode 100644 index 000000000..4f1ec2d14 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/plotter.po @@ -0,0 +1,145 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../plotter.rst:2 +msgid "plotter -- Strategy plotter" +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter:1 pyalgotrade.plotter.Subplot:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addCallback:1 +msgid "Add a callback that will be called on each bar." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addCallback:3 +msgid "A name for the series values." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addCallback:5 +msgid "" +"A function that receives a :class:`pyalgotrade.bar.Bars` instance as a " +"parameter and returns a number or None." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addDataSeries:1 +msgid "Add a DataSeries to the subplot." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addDataSeries:3 +msgid "A name for the DataSeries values." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addDataSeries:5 +msgid "The DataSeries to add." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addLine:1 +msgid "Add a horizontal line to the plot." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addLine:3 +msgid "A label." +msgstr "" + +#: of pyalgotrade.plotter.Subplot.addLine:5 +msgid "The position for the line." +msgstr "" + +#: of pyalgotrade.plotter.InstrumentSubplot:1 +msgid "基类：:class:`pyalgotrade.plotter.Subplot`" +msgstr "" + +#: of pyalgotrade.plotter.InstrumentSubplot:1 +msgid "A Subplot responsible for plotting an instrument." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter:1 +msgid "Class responsible for plotting a strategy execution." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter:3 +msgid "The strategy to plot." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter:5 +msgid "Set to True to get a subplot for each instrument available." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter:7 +msgid "" +"Set to True to get the buy/sell events plotted for each instrument " +"available." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter:9 +msgid "Set to True to get the portfolio value (shares + cash) plotted." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.buildFigureAndSubplots:1 +msgid "" +"Builds a matplotlib.figure.Figure with the subplots. Must be called after" +" running the strategy." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.buildFigureAndSubplots:3 +#: pyalgotrade.plotter.StrategyPlotter.plot:3 +msgid "" +"An optional starting datetime.datetime. Everything before it won't get " +"plotted." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.buildFigureAndSubplots:5 +#: pyalgotrade.plotter.StrategyPlotter.plot:5 +msgid "" +"An optional ending datetime.datetime. Everything after it won't get " +"plotted." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.getInstrumentSubplot:1 +msgid "Returns the InstrumentSubplot for a given instrument" +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.getInstrumentSubplot:3 +msgid ":class:`InstrumentSubplot`." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.getOrCreateSubplot:1 +msgid "Returns a Subplot by name. If the subplot doesn't exist, it gets created." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.getOrCreateSubplot:3 +msgid "The name of the Subplot to get or create." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.getOrCreateSubplot:5 +#: pyalgotrade.plotter.StrategyPlotter.getPortfolioSubplot:3 +msgid ":class:`Subplot`." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.getPortfolioSubplot:1 +msgid "Returns the subplot where the portfolio values get plotted." +msgstr "" + +#: of pyalgotrade.plotter.StrategyPlotter.plot:1 +msgid "Plots the strategy execution. Must be called after running the strategy." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_bbands.po b/doc/locale/zh_CN/LC_MESSAGES/sample_bbands.po new file mode 100644 index 000000000..13f52a98b --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_bbands.po @@ -0,0 +1,46 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_bbands.rst:2 +msgid "Bollinger Bands" +msgstr "布林带策略" + +#: ../../sample_bbands.rst:5 +msgid "This example is based on:" +msgstr "下面的示例代码基于：" + +#: ../../sample_bbands.rst:5 +msgid "http://www.investopedia.com/articles/trading/07/bollinger.asp" +msgstr "http://www.investopedia.com/articles/trading/07/bollinger.asp" + +#: ../../sample_bbands.rst:9 +msgid "this is what the output should look like:" +msgstr "上面代码的输出如下所示：" + +#: ../../sample_bbands.rst:13 +msgid "and this is what the plot should look like:" +msgstr "策略的绘图如下：" + +#: ../../sample_bbands.rst:17 +msgid "" +"You can get better returns by tunning the Bollinger Bands period as well " +"as the entry and exit points." +msgstr "通过调节布林带和入口出口参数你可以获得更好的结果。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_market_timing.po b/doc/locale/zh_CN/LC_MESSAGES/sample_market_timing.po new file mode 100644 index 000000000..3f3b0247c --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_market_timing.po @@ -0,0 +1,50 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_market_timing.rst:2 +msgid "Market Timing Using Moving-Average Crossovers" +msgstr "基于移动平均线交叉的择时策略" + +#: ../../sample_market_timing.rst:7 +msgid "This example is inspired on the Market Timing / GTAA model described in:" +msgstr "本示例受如下 Market Timing / GTAA model 启发：" + +#: ../../sample_market_timing.rst:6 +msgid "http://mebfaber.com/timing-model/" +msgstr "http://mebfaber.com/timing-model/" + +#: ../../sample_market_timing.rst:7 +msgid "http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461" +msgstr "http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461" + +#: ../../sample_market_timing.rst:9 +msgid "" +"The stragegy supports analyzing more than one instrument per asset class," +" and selects the one that has highest returns in the last month." +msgstr "本策略支持每个 asset 类分析多只股票并从中选出上个月收益最高的股票。" + +#: ../../sample_market_timing.rst:14 +msgid "This is what the output should look like:" +msgstr "策略的输出如下所示：" + +#: ../../sample_market_timing.rst:18 +msgid "This is what the plot should look like:" +msgstr "结果绘图如下所示：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_quandl.po b/doc/locale/zh_CN/LC_MESSAGES/sample_quandl.po new file mode 100644 index 000000000..7c9ab22c2 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_quandl.po @@ -0,0 +1,45 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_quandl.rst:2 +msgid "Quandl integration" +msgstr "Quandl 集成" + +#: ../../sample_quandl.rst:4 +msgid "" +"The purpose of this example is to show how to integrate price data along " +"with any time-series data in CSV format from Quandl into a strategy." +msgstr "本示例的目的是显示如何集成价格数据与 Quandl 的CSV格式的时间序列数据到一个策略。" + +#: ../../sample_quandl.rst:7 +msgid "" +"We'll use the following CSV data from Quandl: http://www.quandl.com/OFDP-" +"Open-Financial-Data-Project/GOLD_2-LBMA-Gold-Price-London-Fixings-P-M" +msgstr "我们采用如下Quandl CSV 数据：" +"http://www.quandl.com/OFDP-Open-Financial-Data-Project/GOLD_2-LBMA-Gold-Price-London-Fixings-P-M" + +#: ../../sample_quandl.rst:12 +msgid "This is what the output should look like:" +msgstr "示例输出如下：" + +#: ../../sample_quandl.rst:16 +msgid "and this is what the plot should look like:" +msgstr "结果绘图如下：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_rsi2.po b/doc/locale/zh_CN/LC_MESSAGES/sample_rsi2.po new file mode 100644 index 000000000..4bcf63bb0 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_rsi2.po @@ -0,0 +1,79 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_rsi2.rst:2 +msgid "RSI2" +msgstr "RSI2" + +#: ../../sample_rsi2.rst:4 +msgid "" +"This example is based on a strategy known as RSI2 " +"(http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:rsi2)" +" which requires the following parameters:" +msgstr "本示例基于著名的 RSI2 策略（" +"(http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:rsi2)" +"），该策略需要如下参数：（翻译不甚准确，请对照代码及原文档理解）" + +#: ../../sample_rsi2.rst:7 +msgid "An SMA period for trend identification. We’ll call this entrySMA." +msgstr "一个用于入场段趋势判断的SMA区间，我们称其为 entrySMA。" + +#: ../../sample_rsi2.rst:8 +msgid "A smaller SMA period for the exit point. We’ll call this exitSMA." +msgstr "一个小一些的 SMA 区间作为退出点。我们称其为 exitSMA。" + +#: ../../sample_rsi2.rst:9 +msgid "" +"An RSI period for entering both short/long positions. We’ll call this " +"rsiPeriod." +msgstr "一个用于判断进入长短线买卖点的RSI区间，我们称其为 rsiPeriod。" + +#: ../../sample_rsi2.rst:10 +msgid "" +"An RSI oversold threshold for long position entry. We’ll call this " +"overSoldThreshold." +msgstr "一个用于买单的RSI阈值，我们称其为 overSoldThreshold，其范围5-25。" + +#: ../../sample_rsi2.rst:11 +msgid "" +"An RSI overbought threshold for short position entry. We’ll call this " +"overBoughtThreshold." +msgstr "一个用于卖单的RSI阈值，我们称其为 overBoughtThreshold，其范围75-95。" + +#: ../../sample_rsi2.rst:13 +msgid "Save this code as rsi2.py:" +msgstr "将如下代码保存为 rsi2.py：" + +#: ../../sample_rsi2.rst:17 +msgid "and use the following code to execute the strategy:" +msgstr "使用如下代码执行这个策略：" + +#: ../../sample_rsi2.rst:21 +msgid "This is what the output should look like:" +msgstr "输出如下所示：" + +#: ../../sample_rsi2.rst:25 +msgid "and this is what the plot should look like:" +msgstr "结果绘图如下：" + +#: ../../sample_rsi2.rst:29 +msgid "You can get better returns by tunning the different parameters." +msgstr "通过调节不同的参数你可以获得更好的结果。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_sma_crossover.po b/doc/locale/zh_CN/LC_MESSAGES/sample_sma_crossover.po new file mode 100644 index 000000000..422979c23 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_sma_crossover.po @@ -0,0 +1,44 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_sma_crossover.rst:2 +msgid "SMA Crossover" +msgstr "SMA 交叉" + +#: ../../sample_sma_crossover.rst:4 +msgid "Save this code as sma_crossover.py:" +msgstr "保存如下代码为 sma_crossover.py：" + +#: ../../sample_sma_crossover.rst:8 +msgid "and use the following code to execute the strategy:" +msgstr "使用如下代码执行策略：" + +#: ../../sample_sma_crossover.rst:12 +msgid "This is what the output should look like:" +msgstr "输出如下所示：" + +#: ../../sample_sma_crossover.rst:16 +msgid "and this is what the plot should look like:" +msgstr "结果绘图如下：" + +#: ../../sample_sma_crossover.rst:20 +msgid "You can get better returns by tunning the sma period." +msgstr "通过调节 sma 周期你可以获得更好的结果。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_statarb_erniechan.po b/doc/locale/zh_CN/LC_MESSAGES/sample_statarb_erniechan.po new file mode 100644 index 000000000..eae2e74fb --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_statarb_erniechan.po @@ -0,0 +1,54 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_statarb_erniechan.rst:2 +msgid "Ernie Chan's Gold vs. Gold Miners" +msgstr "Ernie Chan's Gold vs. Gold Miners" + +#: ../../sample_statarb_erniechan.rst:6 +msgid "This example is based on:" +msgstr "本示例基于：" + +#: ../../sample_statarb_erniechan.rst:5 +msgid "" +"http://epchan.blogspot.com.ar/2006/11/gold-vs-gold-miners-another-" +"arbitrage.html" +msgstr "" +"http://epchan.blogspot.com.ar/2006/11/gold-vs-gold-miners-another-" +"arbitrage.html" + +#: ../../sample_statarb_erniechan.rst:6 +msgid "https://www.quantopian.com/posts/ernie-chans-gold-vs-gold-miners-stat-arb" +msgstr "https://www.quantopian.com/posts/ernie-chans-gold-vs-gold-miners-stat-arb" + +#: ../../sample_statarb_erniechan.rst:10 +msgid "this is what the output should look like:" +msgstr "输出如下所示：" + +#: ../../sample_statarb_erniechan.rst:14 +msgid "and this is what the plot should look like:" +msgstr "结果绘图如下：" + +#: ../../sample_statarb_erniechan.rst:18 +msgid "" +"You can get better returns by tunning the window size as well as the " +"entry and exit values for the z-score." +msgstr "通过调节窗口大小和 z-score 的入口和退出值。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/sample_vwap_momentum.po b/doc/locale/zh_CN/LC_MESSAGES/sample_vwap_momentum.po new file mode 100644 index 000000000..3e2b8a12c --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/sample_vwap_momentum.po @@ -0,0 +1,44 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../sample_vwap_momentum.rst:2 +msgid "VWAP Momentum Trade" +msgstr "VWAP 动量交易" + +#: ../../sample_vwap_momentum.rst:5 +msgid "This example is based on:" +msgstr "本示例基于：" + +#: ../../sample_vwap_momentum.rst:5 +msgid "https://www.quantopian.com/posts/momentum-trade" +msgstr "https://www.quantopian.com/posts/momentum-trade" + +#: ../../sample_vwap_momentum.rst:9 +msgid "this is what the output should look like:" +msgstr "示例输出如下：" + +#: ../../sample_vwap_momentum.rst:13 +msgid "and this is what the plot should look like:" +msgstr "结果绘图如下：" + +#: ../../sample_vwap_momentum.rst:17 +msgid "You can get better returns by tunning the VWAP and threshold parameters." +msgstr "你可以通过调节 VWAP 和阈值参数获得更好的执行结果。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/samples.po b/doc/locale/zh_CN/LC_MESSAGES/samples.po new file mode 100644 index 000000000..bf9d8b382 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/samples.po @@ -0,0 +1,36 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../samples.rst:4 +msgid "Sample strategies" +msgstr "策略举例" + +#: ../../samples.rst:7 +msgid "Momentum" +msgstr "动量交易" + +#: ../../samples.rst:14 +msgid "Mean Reversion" +msgstr "均值回归" + +#: ../../samples.rst:21 +msgid "Others" +msgstr "其他" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po b/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po new file mode 100644 index 000000000..c7060012c --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po @@ -0,0 +1,239 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../stratanalyzer.rst:2 +msgid "stratanalyzer -- Strategy analyzers" +msgstr "" + +#: ../../stratanalyzer.rst:4 +msgid "" +"Strategy analyzers provide an extensible way to attach different " +"calculations to strategy executions." +msgstr "" + +#: of pyalgotrade.stratanalyzer.StrategyAnalyzer:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.stratanalyzer.StrategyAnalyzer:1 +msgid "Base class for strategy analyzers." +msgstr "" + +#: of pyalgotrade.stratanalyzer.StrategyAnalyzer:5 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: ../../stratanalyzer.rst:11 +msgid "Returns" +msgstr "" + +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown:1 +#: pyalgotrade.stratanalyzer.returns.Returns:1 +#: pyalgotrade.stratanalyzer.sharpe.SharpeRatio:1 +#: pyalgotrade.stratanalyzer.trades.Trades:1 +msgid "基类：:class:`pyalgotrade.stratanalyzer.StrategyAnalyzer`" +msgstr "" + +#: of pyalgotrade.stratanalyzer.returns.Returns:1 +msgid "" +"A :class:`pyalgotrade.stratanalyzer.StrategyAnalyzer` that calculates " +"time-weighted returns for the whole portfolio." +msgstr "" + +#: of pyalgotrade.stratanalyzer.returns.Returns:4 +msgid "" +"The maximum number of values to hold in net and cumulative returs " +"dataseries. Once a bounded length is full, when new items are added, a " +"corresponding number of items are discarded from the opposite end. If " +"None then dataseries.DEFAULT_MAX_LEN is used." +msgstr "" + +#: of pyalgotrade.stratanalyzer.returns.Returns.getCumulativeReturns:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the cumulative " +"returns for each bar." +msgstr "" + +#: of pyalgotrade.stratanalyzer.returns.Returns.getReturns:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the returns for" +" each bar." +msgstr "" + +#: ../../stratanalyzer.rst:17 +msgid "Sharpe Ratio" +msgstr "" + +#: of pyalgotrade.stratanalyzer.sharpe.SharpeRatio:1 +msgid "" +"A :class:`pyalgotrade.stratanalyzer.StrategyAnalyzer` that calculates " +"Sharpe ratio for the whole portfolio." +msgstr "" + +#: of pyalgotrade.stratanalyzer.sharpe.SharpeRatio:4 +msgid "True if daily returns should be used instead of the returns for each bar." +msgstr "" + +#: of pyalgotrade.stratanalyzer.sharpe.SharpeRatio.getSharpeRatio:1 +msgid "" +"Returns the Sharpe ratio for the strategy execution. If the volatility is" +" 0, 0 is returned." +msgstr "" + +#: of pyalgotrade.stratanalyzer.sharpe.SharpeRatio.getSharpeRatio:3 +msgid "The risk free rate per annum." +msgstr "" + +#: of pyalgotrade.stratanalyzer.sharpe.SharpeRatio.getSharpeRatio:5 +msgid "True if the sharpe ratio should be annualized." +msgstr "" + +#: ../../stratanalyzer.rst:23 +msgid "DrawDown" +msgstr "" + +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown:1 +msgid "" +"A :class:`pyalgotrade.stratanalyzer.StrategyAnalyzer` that calculates " +"max. drawdown and longest drawdown duration for the portfolio." +msgstr "" + +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown.getLongestDrawDownDuration:1 +msgid "Returns the duration of the longest drawdown." +msgstr "" + +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown.getLongestDrawDownDuration:3 +msgid ":class:`datetime.timedelta`." +msgstr "" + +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown.getLongestDrawDownDuration:6 +msgid "" +"Note that this is the duration of the longest drawdown, not necessarily " +"the deepest one." +msgstr "" + +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown.getMaxDrawDown:1 +msgid "Returns the max. (deepest) drawdown." +msgstr "" + +#: ../../stratanalyzer.rst:29 +msgid "Trades" +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades:1 +msgid "" +"A :class:`pyalgotrade.stratanalyzer.StrategyAnalyzer` that records the " +"profit/loss and returns of every completed trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades:5 +msgid "" +"This analyzer operates on individual completed trades. For example, lets " +"say you start with a $1000 cash, and then you buy 1 share of XYZ for $10 " +"and later sell it for $20:" +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades:9 +msgid "The trade's profit was $10." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades:10 +#, python-format +msgid "" +"The trade's return is 100%, even though your whole portfolio went from " +"$1000 to $1020, a 2% return." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getCount:1 +msgid "Returns the total number of trades." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getProfitableCount:1 +msgid "Returns the number of profitable trades." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getUnprofitableCount:1 +msgid "Returns the number of unprofitable trades." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getEvenCount:1 +msgid "Returns the number of trades whose net profit was 0." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getAll:1 +msgid "Returns a numpy.array with the profits/losses for each trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getProfits:1 +msgid "Returns a numpy.array with the profits for each profitable trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getLosses:1 +msgid "Returns a numpy.array with the losses for each unprofitable trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getAllReturns:1 +msgid "Returns a numpy.array with the returns for each trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getPositiveReturns:1 +msgid "Returns a numpy.array with the positive returns for each trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getNegativeReturns:1 +msgid "Returns a numpy.array with the negative returns for each trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getCommissionsForAllTrades:1 +msgid "Returns a numpy.array with the commissions for each trade." +msgstr "" + +#: of +#: pyalgotrade.stratanalyzer.trades.Trades.getCommissionsForProfitableTrades:1 +msgid "Returns a numpy.array with the commissions for each profitable trade." +msgstr "" + +#: of +#: pyalgotrade.stratanalyzer.trades.Trades.getCommissionsForUnprofitableTrades:1 +msgid "Returns a numpy.array with the commissions for each unprofitable trade." +msgstr "" + +#: of pyalgotrade.stratanalyzer.trades.Trades.getCommissionsForEvenTrades:1 +msgid "" +"Returns a numpy.array with the commissions for each trade whose net " +"profit was 0." +msgstr "" + +#: ../../stratanalyzer.rst:36 +msgid "Example" +msgstr "" + +#: ../../stratanalyzer.rst:37 +msgid "Save this code as sma_crossover.py:" +msgstr "" + +#: ../../stratanalyzer.rst:41 +msgid "and save this code in a different file:" +msgstr "" + +#: ../../stratanalyzer.rst:45 +msgid "The output should look like this:" +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/strategy.po b/doc/locale/zh_CN/LC_MESSAGES/strategy.po new file mode 100644 index 000000000..27ff5ca7f --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/strategy.po @@ -0,0 +1,639 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../strategy.rst:2 +msgid "strategy -- Basic strategy classes" +msgstr "" + +#: ../../strategy.rst:4 +msgid "" +"Strategies are the classes that you define that implement the trading " +"logic, when to buy, when to sell, etc." +msgstr "" + +#: ../../strategy.rst:6 +msgid "Buying and selling can be done in two ways:" +msgstr "" + +#: ../../strategy.rst:8 +msgid "Placing individual orders using any of the following methods:" +msgstr "" + +#: ../../strategy.rst:10 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.marketOrder`" +msgstr "" + +#: ../../strategy.rst:11 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.limitOrder`" +msgstr "" + +#: ../../strategy.rst:12 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.stopOrder`" +msgstr "" + +#: ../../strategy.rst:13 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.stopLimitOrder`" +msgstr "" + +#: ../../strategy.rst:15 +msgid "Using a higher level interface that wrap a pair of entry/exit orders:" +msgstr "" + +#: ../../strategy.rst:17 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.enterLong`" +msgstr "" + +#: ../../strategy.rst:18 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.enterShort`" +msgstr "" + +#: ../../strategy.rst:19 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.enterLongLimit`" +msgstr "" + +#: ../../strategy.rst:20 +msgid ":meth:`pyalgotrade.strategy.BaseStrategy.enterShortLimit`" +msgstr "" + +#: ../../strategy.rst:22 +msgid "" +"Positions are higher level abstractions for placing orders. They are " +"escentially a pair of entry-exit orders and provide easier tracking for " +"returns and PnL than using individual orders." +msgstr "" + +#: ../../strategy.rst:27 +msgid "Strategy" +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy:1 +#: pyalgotrade.strategy.position.Position:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy:1 +msgid "Base class for strategies." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy:3 +msgid "The bar feed that will supply the bars." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy:5 +msgid "The broker that will handle orders." +msgstr "" + +#: of pyalgotrade.strategy.BacktestingStrategy:9 +#: pyalgotrade.strategy.BaseStrategy:9 +#: pyalgotrade.strategy.position.Position:17 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.getFeed:1 +msgid "" +"Returns the :class:`pyalgotrade.barfeed.BaseBarFeed` that this strategy " +"is using." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.getBroker:1 +msgid "" +"Returns the :class:`pyalgotrade.broker.Broker` used to handle order " +"executions." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.getCurrentDateTime:1 +msgid "" +"Returns the :class:`datetime.datetime` for the current " +":class:`pyalgotrade.bar.Bars`." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.marketOrder:1 +msgid "Submits a market order." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLong:3 +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit:3 +#: pyalgotrade.strategy.BaseStrategy.enterLongStop:3 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:3 +#: pyalgotrade.strategy.BaseStrategy.enterShort:3 +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit:3 +#: pyalgotrade.strategy.BaseStrategy.enterShortStop:3 +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:3 +#: pyalgotrade.strategy.BaseStrategy.limitOrder:3 +#: pyalgotrade.strategy.BaseStrategy.marketOrder:3 +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder:3 +#: pyalgotrade.strategy.BaseStrategy.stopOrder:3 +msgid "Instrument identifier." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.limitOrder:7 +#: pyalgotrade.strategy.BaseStrategy.marketOrder:5 +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder:9 +#: pyalgotrade.strategy.BaseStrategy.stopOrder:7 +msgid "The amount of shares. Positive means buy, negative means sell." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.marketOrder:7 +msgid "" +"True if the order should be filled as close to the closing price as " +"possible (Market-On-Close order). Default is False." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.limitOrder:9 +#: pyalgotrade.strategy.BaseStrategy.marketOrder:9 +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder:11 +#: pyalgotrade.strategy.BaseStrategy.stopOrder:9 +msgid "" +"True if the order is good till canceled. If False then the order gets " +"automatically canceled when the session closes." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.limitOrder:11 +#: pyalgotrade.strategy.BaseStrategy.marketOrder:11 +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder:13 +#: pyalgotrade.strategy.BaseStrategy.stopOrder:11 +msgid "True if the order should be completely filled or not at all." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.marketOrder:13 +msgid "The :class:`pyalgotrade.broker.MarketOrder` submitted." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.limitOrder:1 +msgid "Submits a limit order." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLongLimit:5 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:7 +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit:5 +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:7 +#: pyalgotrade.strategy.BaseStrategy.limitOrder:5 +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder:7 +msgid "Limit price." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.limitOrder:13 +msgid "The :class:`pyalgotrade.broker.LimitOrder` submitted." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.stopOrder:1 +msgid "Submits a stop order." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLongStop:5 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:5 +#: pyalgotrade.strategy.BaseStrategy.enterShortStop:5 +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder:5 +#: pyalgotrade.strategy.BaseStrategy.stopOrder:5 +msgid "Stop price." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.stopOrder:13 +msgid "The :class:`pyalgotrade.broker.StopOrder` submitted." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.stopLimitOrder:1 +msgid "Submits a stop limit order." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.stopLimitOrder:15 +msgid "The :class:`pyalgotrade.broker.StopLimitOrder` submitted." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLong:1 +msgid "" +"Generates a buy :class:`pyalgotrade.broker.MarketOrder` to enter a long " +"position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLong:5 +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit:7 +#: pyalgotrade.strategy.BaseStrategy.enterLongStop:7 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:9 +#: pyalgotrade.strategy.BaseStrategy.enterShort:5 +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit:7 +#: pyalgotrade.strategy.BaseStrategy.enterShortStop:7 +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:9 +msgid "Entry order quantity." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLong:7 +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit:9 +#: pyalgotrade.strategy.BaseStrategy.enterLongStop:9 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:11 +#: pyalgotrade.strategy.BaseStrategy.enterShort:7 +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit:9 +#: pyalgotrade.strategy.BaseStrategy.enterShortStop:9 +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:11 +msgid "" +"True if the entry order is good till canceled. If False then the order " +"gets automatically canceled when the session closes." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLong:9 +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit:11 +#: pyalgotrade.strategy.BaseStrategy.enterLongStop:11 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:13 +#: pyalgotrade.strategy.BaseStrategy.enterShort:9 +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit:11 +#: pyalgotrade.strategy.BaseStrategy.enterShortStop:11 +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:13 +#: pyalgotrade.strategy.position.Position:13 +msgid "True if the orders should be completely filled or not at all." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLong:11 +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit:13 +#: pyalgotrade.strategy.BaseStrategy.enterLongStop:13 +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:15 +#: pyalgotrade.strategy.BaseStrategy.enterShort:11 +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit:13 +#: pyalgotrade.strategy.BaseStrategy.enterShortStop:13 +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:15 +msgid "The :class:`pyalgotrade.strategy.position.Position` entered." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterShort:1 +msgid "" +"Generates a sell short :class:`pyalgotrade.broker.MarketOrder` to enter a" +" short position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLongLimit:1 +msgid "" +"Generates a buy :class:`pyalgotrade.broker.LimitOrder` to enter a long " +"position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterShortLimit:1 +msgid "" +"Generates a sell short :class:`pyalgotrade.broker.LimitOrder` to enter a " +"short position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLongStop:1 +msgid "" +"Generates a buy :class:`pyalgotrade.broker.StopOrder` to enter a long " +"position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterShortStop:1 +msgid "" +"Generates a sell short :class:`pyalgotrade.broker.StopOrder` to enter a " +"short position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterLongStopLimit:1 +msgid "" +"Generates a buy :class:`pyalgotrade.broker.StopLimitOrder` order to enter" +" a long position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:1 +msgid "" +"Generates a sell short :class:`pyalgotrade.broker.StopLimitOrder` order " +"to enter a short position." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.enterShortStopLimit:5 +msgid "The Stop price." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onEnterOk:1 +msgid "" +"Override (optional) to get notified when the order submitted to enter a " +"position was filled. The default implementation is empty." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onEnterCanceled:3 +#: pyalgotrade.strategy.BaseStrategy.onEnterOk:3 +#: pyalgotrade.strategy.BaseStrategy.onExitCanceled:3 +#: pyalgotrade.strategy.BaseStrategy.onExitOk:3 +msgid "A position returned by any of the enterLongXXX or enterShortXXX methods." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onEnterCanceled:1 +msgid "" +"Override (optional) to get notified when the order submitted to enter a " +"position was canceled. The default implementation is empty." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onExitOk:1 +msgid "" +"Override (optional) to get notified when the order submitted to exit a " +"position was filled. The default implementation is empty." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onExitCanceled:1 +msgid "" +"Override (optional) to get notified when the order submitted to exit a " +"position was canceled. The default implementation is empty." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onStart:1 +msgid "" +"Override (optional) to get notified when the strategy starts executing. " +"The default implementation is empty." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onFinish:1 +msgid "" +"Override (optional) to get notified when the strategy finished executing." +" The default implementation is empty." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onFinish:3 +msgid "The last bars processed." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onIdle:1 +msgid "Override (optional) to get notified when there are no events." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onIdle:4 +msgid "In a pure backtesting scenario this will not be called." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onBars:1 +msgid "" +"Override (**mandatory**) to get notified when new bars are available. The" +" default implementation raises an Exception." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onBars:3 +msgid "" +"**This is the method to override to enter your trading logic and " +"enter/exit positions**." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onBars:5 +msgid "The current bars." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onOrderUpdated:1 +msgid "Override (optional) to get notified when an order gets updated." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.onOrderUpdated:3 +msgid "The order updated." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.run:1 +msgid "Call once (**and only once**) to run the strategy." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.stop:1 +msgid "Stops a running strategy." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.attachAnalyzer:1 +msgid "Adds a :class:`pyalgotrade.stratanalyzer.StrategyAnalyzer`." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.debug:1 +msgid "Logs a message with level DEBUG on the strategy logger." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.info:1 +msgid "Logs a message with level INFO on the strategy logger." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.warning:1 +msgid "Logs a message with level WARNING on the strategy logger." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.error:1 +msgid "Logs a message with level ERROR on the strategy logger." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.critical:1 +msgid "Logs a message with level CRITICAL on the strategy logger." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.resampleBarFeed:1 +msgid "Builds a resampled barfeed that groups bars by a certain frequency." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.resampleBarFeed:3 +msgid "The grouping frequency in seconds. Must be > 0." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.resampleBarFeed:4 +msgid "" +"A function similar to onBars that will be called when new bars are " +"available." +msgstr "" + +#: of pyalgotrade.strategy.BaseStrategy.resampleBarFeed:5 +msgid ":class:`pyalgotrade.barfeed.BaseBarFeed`." +msgstr "" + +#: of pyalgotrade.strategy.BacktestingStrategy:1 +msgid "基类：:class:`pyalgotrade.strategy.BaseStrategy`" +msgstr "" + +#: of pyalgotrade.strategy.BacktestingStrategy:1 +msgid "Base class for backtesting strategies." +msgstr "" + +#: of pyalgotrade.strategy.BacktestingStrategy:3 +msgid "The bar feed to use to backtest the strategy." +msgstr "" + +#: of pyalgotrade.strategy.BacktestingStrategy:5 +msgid "The starting capital or a broker instance." +msgstr "" + +#: of pyalgotrade.strategy.BacktestingStrategy.setDebugMode:1 +msgid "" +"Enable/disable debug level messages in the strategy and backtesting " +"broker. This is enabled by default." +msgstr "" + +#: ../../strategy.rst:35 +msgid "Position" +msgstr "" + +#: of pyalgotrade.strategy.position.Position:1 +msgid "Base class for positions." +msgstr "" + +#: of pyalgotrade.strategy.position.Position:3 +msgid "" +"Positions are higher level abstractions for placing orders. They are " +"escentially a pair of entry-exit orders and allow to track returns and " +"PnL easier that placing orders manually." +msgstr "" + +#: of pyalgotrade.strategy.position.Position:7 +msgid "The strategy that this position belongs to." +msgstr "" + +#: of pyalgotrade.strategy.position.Position:9 +msgid "The order used to enter the position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position:11 +msgid "True if the entry order should be set as good till canceled." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getShares:1 +msgid "" +"Returns the number of shares. This will be a possitive number for a long " +"position, and a negative number for a short position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getShares:5 +msgid "" +"If the entry order was not filled, or if the position is closed, then the" +" number of shares will be 0." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.entryActive:1 +msgid "Returns True if the entry order is active." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.entryFilled:1 +msgid "Returns True if the entry order was filled." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitActive:1 +msgid "Returns True if the exit order is active." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitFilled:1 +msgid "Returns True if the exit order was filled." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getEntryOrder:1 +msgid "Returns the :class:`pyalgotrade.broker.Order` used to enter the position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getExitOrder:1 +msgid "" +"Returns the :class:`pyalgotrade.broker.Order` used to exit the position. " +"If this position hasn't been closed yet, None is returned." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getInstrument:1 +msgid "Returns the instrument used for this position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getReturn:1 +msgid "" +"Calculates cumulative percentage returns up to this point. If the " +"position is not closed, these will be unrealized returns." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getPnL:1 +msgid "" +"Calculates PnL up to this point. If the position is not closed, these " +"will be unrealized PnL." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.cancelEntry:1 +msgid "Cancels the entry order if its active." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.cancelExit:1 +msgid "Cancels the exit order if its active." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitMarket:1 +msgid "Submits a market order to close this position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitLimit:5 +#: pyalgotrade.strategy.position.Position.exitMarket:3 +#: pyalgotrade.strategy.position.Position.exitStop:5 +#: pyalgotrade.strategy.position.Position.exitStopLimit:7 +msgid "" +"True if the exit order is good till canceled. If False then the order " +"gets automatically canceled when the session closes. If None, then it " +"will match the entry order." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitLimit:9 +#: pyalgotrade.strategy.position.Position.exitMarket:7 +#: pyalgotrade.strategy.position.Position.exitStop:9 +#: pyalgotrade.strategy.position.Position.exitStopLimit:11 +msgid "" +"If the position is closed (entry canceled or exit filled) this won't have" +" any effect." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitLimit:10 +#: pyalgotrade.strategy.position.Position.exitMarket:8 +#: pyalgotrade.strategy.position.Position.exitStop:10 +#: pyalgotrade.strategy.position.Position.exitStopLimit:12 +msgid "" +"If the exit order for this position is pending, an exception will be " +"raised. The exit order should be canceled first." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitLimit:11 +#: pyalgotrade.strategy.position.Position.exitMarket:9 +#: pyalgotrade.strategy.position.Position.exitStop:11 +#: pyalgotrade.strategy.position.Position.exitStopLimit:13 +msgid "If the entry order is active, cancellation will be requested." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitLimit:1 +msgid "Submits a limit order to close this position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitLimit:3 +#: pyalgotrade.strategy.position.Position.exitStopLimit:5 +msgid "The limit price." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitStop:1 +msgid "Submits a stop order to close this position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitStop:3 +#: pyalgotrade.strategy.position.Position.exitStopLimit:3 +msgid "The stop price." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.exitStopLimit:1 +msgid "Submits a stop limit order to close this position." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.isOpen:1 +msgid "Returns True if the position is open." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getAge:1 +msgid "Returns the duration in open state." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getAge:6 +msgid "" +"If the position is open, then the difference between the entry datetime " +"and the datetime of the last bar is returned." +msgstr "" + +#: of pyalgotrade.strategy.position.Position.getAge:7 +msgid "" +"If the position is closed, then the difference between the entry datetime" +" and the exit datetime is returned." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/talib.po b/doc/locale/zh_CN/LC_MESSAGES/talib.po new file mode 100644 index 000000000..446be2de7 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/talib.po @@ -0,0 +1,83 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../talib.rst:2 +msgid "TA-Lib integration" +msgstr "TA-Lib 集成" + +#: ../../talib.rst:4 +msgid "" +"The **pyalgotrade.talibext.indicator** module provides integration with " +"Python wrapper for TA-Lib (http://mrjbq7.github.com/ta-lib/) to enable " +"calling TA-Lib functions directly with " +":class:`pyalgotrade.dataseries.DataSeries` or " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` instances instead of " +"numpy arrays." +msgstr "**pyalgotrade.talibext.indicator** 模块提供了 TA-Lib（http://mrjbq7.github.com/ta-lib/） " +"的 Python 包装，我们不需要 numpy 的数组就可以通过 :class:`pyalgotrade.dataseries.DataSeries` 和 " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` " +"直接调用 TA-Lib 的函数。" + +#: ../../talib.rst:8 +msgid "" +"If you're familiar with the **talib** module, then using the " +"**pyalgotrade.talibext.indicator** module should be straightforward. When" +" using **talib** standalone you do something like this: ::" +msgstr "如果你对 **talib** 模块熟悉，那么使用 **pyalgotrade.talibext.indicator** 模块也很简单。" +"单独使用 **talib** 时你需要像下面这样::" + +#: ../../talib.rst:17 +msgid "" +"To use the **pyalgotrade.talibext.indicator** module in your strategies " +"you should do something like this: ::" +msgstr "要在策略中使用 **pyalgotrade.talibext.indicator** 模块你需要这样做::" + +#: ../../talib.rst:25 +msgid "" +"Every function in the **pyalgotrade.talibext.indicator** module receives " +"one or more dataseries (most receive just one) and the number of values " +"to use from the dataseries. In the example above, we're calculating " +"Bollinger Bands over the last 100 closing prices." +msgstr "**pyalgotrade.talibext.indicator** 模块的每个函数接受一或多个（多数函数接受一个） " +"dataseries 参数和要用到 dataseries 中值的个数。" +"上面的例子中我们基于最近的一百条收盘价格计算了该股票的布林带。" + +#: ../../talib.rst:28 +msgid "" +"If the parameter name is **ds**, then you should pass a regular " +":class:`pyalgotrade.dataseries.DataSeries` instance, like the one shown " +"in the example above." +msgstr "就像上面的例子，如果参数名是 **ds** ，" +"你需要传递一个 :class:`pyalgotrade.dataseries.DataSeries` 的实例，" + +#: ../../talib.rst:31 +msgid "" +"If the parameter name is **barDs**, then you should pass a " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` instance, like in the" +" next example: ::" +msgstr "如果参数名是 **barDs** ，那么你需要传递 " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` 的实例，就像下面的例子这样。" + +#: ../../talib.rst:40 +msgid "" +"The following TA-Lib functions are available through the " +"**pyalgotrade.talibext.indicator** module:" +msgstr "下面的 TA-Lib 函数可以通过 **pyalgotrade.talibext.indicator** 模块访问：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/technical.po b/doc/locale/zh_CN/LC_MESSAGES/technical.po new file mode 100644 index 000000000..37ffe4e46 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/technical.po @@ -0,0 +1,506 @@ +# SOME DESCRIPTIVE TITLE. +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# FIRST AUTHOR , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" +"Last-Translator: FULL NAME \n" +"Language-Team: LANGUAGE \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../technical.rst:2 +msgid "technical -- Technical indicators" +msgstr "" + +#: of pyalgotrade.technical.EventWindow:1 +#: pyalgotrade.technical.bollinger.BollingerBands:1 +#: pyalgotrade.technical.linebreak.Line:1 +msgid "基类：:class:`object`" +msgstr "" + +#: of pyalgotrade.technical.EventWindow:1 +msgid "" +"An EventWindow class is responsible for making calculation over a moving " +"window of values." +msgstr "" + +#: of pyalgotrade.technical.EventWindow:3 +msgid "The size of the window. Must be greater than 0." +msgstr "" + +#: of pyalgotrade.technical.EventWindow:5 +msgid "The desired data-type for the array." +msgstr "" + +#: of pyalgotrade.technical.EventWindow:7 +msgid "True if None values should not be included in the window." +msgstr "" + +#: of pyalgotrade.technical.EventWindow:11 +msgid "This is a base class and should not be used directly." +msgstr "" + +#: of pyalgotrade.technical.EventWindow.getValue:1 +msgid "Override to calculate a value using the values in the window." +msgstr "" + +#: of pyalgotrade.technical.EventWindow.getValues:1 +msgid "Returns a numpy.array with the values in the window." +msgstr "" + +#: of pyalgotrade.technical.EventWindow.getWindowSize:1 +msgid "Returns the window size." +msgstr "" + +#: of pyalgotrade.technical.EventBasedFilter:1 +#: pyalgotrade.technical.linebreak.LineBreak:1 +#: pyalgotrade.technical.macd.MACD:1 +msgid "基类：:class:`pyalgotrade.dataseries.SequenceDataSeries`" +msgstr "" + +#: of pyalgotrade.technical.EventBasedFilter:1 +msgid "" +"An EventBasedFilter class is responsible for capturing new values in a " +":class:`pyalgotrade.dataseries.DataSeries` and using an " +":class:`EventWindow` to calculate new values." +msgstr "" + +#: of pyalgotrade.technical.EventBasedFilter:4 +#: pyalgotrade.technical.bollinger.BollingerBands:3 +#: pyalgotrade.technical.cumret.CumulativeReturn:3 +#: pyalgotrade.technical.highlow.High:3 pyalgotrade.technical.highlow.Low:3 +#: pyalgotrade.technical.hurst.HurstExponent:3 +#: pyalgotrade.technical.linebreak.LineBreak:5 +#: pyalgotrade.technical.linreg.LeastSquaresRegression:3 +#: pyalgotrade.technical.linreg.Slope:3 pyalgotrade.technical.ma.EMA:3 +#: pyalgotrade.technical.ma.SMA:3 pyalgotrade.technical.ma.WMA:3 +#: pyalgotrade.technical.macd.MACD:3 pyalgotrade.technical.roc.RateOfChange:3 +#: pyalgotrade.technical.rsi.RSI:3 pyalgotrade.technical.stats.StdDev:3 +#: pyalgotrade.technical.stats.ZScore:3 pyalgotrade.technical.vwap.VWAP:3 +msgid "The DataSeries instance being filtered." +msgstr "" + +#: of pyalgotrade.technical.EventBasedFilter:6 +msgid "The EventWindow instance to use to calculate new values." +msgstr "" + +#: of pyalgotrade.technical.EventBasedFilter:8 pyalgotrade.technical.atr.ATR:9 +#: pyalgotrade.technical.bollinger.BollingerBands:9 +#: pyalgotrade.technical.cumret.CumulativeReturn:5 +#: pyalgotrade.technical.highlow.High:7 pyalgotrade.technical.highlow.Low:7 +#: pyalgotrade.technical.hurst.HurstExponent:11 +#: pyalgotrade.technical.linreg.LeastSquaresRegression:7 +#: pyalgotrade.technical.linreg.Slope:7 pyalgotrade.technical.ma.EMA:7 +#: pyalgotrade.technical.ma.SMA:7 pyalgotrade.technical.ma.WMA:7 +#: pyalgotrade.technical.macd.MACD:11 pyalgotrade.technical.roc.RateOfChange:7 +#: pyalgotrade.technical.rsi.RSI:7 pyalgotrade.technical.stats.StdDev:9 +#: pyalgotrade.technical.stats.ZScore:9 +#: pyalgotrade.technical.stoch.StochasticOscillator:13 +#: pyalgotrade.technical.vwap.VWAP:9 +msgid "" +"The maximum number of values to hold. Once a bounded length is full, when" +" new items are added, a corresponding number of items are discarded from " +"the opposite end. If None then dataseries.DEFAULT_MAX_LEN is used." +msgstr "" + +#: ../../technical.rst:9 +msgid "Example" +msgstr "" + +#: ../../technical.rst:11 +msgid "" +"The following example shows how to combine an :class:`EventWindow` and an" +" :class:`EventBasedFilter` to build a custom filter:" +msgstr "" + +#: ../../technical.rst:15 +msgid "The output should be:" +msgstr "" + +#: ../../technical.rst:20 +msgid "Moving Averages" +msgstr "" + +#: of pyalgotrade.technical.atr.ATR:1 +#: pyalgotrade.technical.cumret.CumulativeReturn:1 +#: pyalgotrade.technical.highlow.High:1 pyalgotrade.technical.highlow.Low:1 +#: pyalgotrade.technical.hurst.HurstExponent:1 +#: pyalgotrade.technical.linreg.LeastSquaresRegression:1 +#: pyalgotrade.technical.linreg.Slope:1 pyalgotrade.technical.ma.EMA:1 +#: pyalgotrade.technical.ma.SMA:1 pyalgotrade.technical.ma.WMA:1 +#: pyalgotrade.technical.roc.RateOfChange:1 pyalgotrade.technical.rsi.RSI:1 +#: pyalgotrade.technical.stats.StdDev:1 pyalgotrade.technical.stats.ZScore:1 +#: pyalgotrade.technical.stoch.StochasticOscillator:1 +#: pyalgotrade.technical.vwap.VWAP:1 +msgid "基类：:class:`pyalgotrade.technical.EventBasedFilter`" +msgstr "" + +#: of pyalgotrade.technical.ma.SMA:1 +msgid "Simple Moving Average filter." +msgstr "" + +#: of pyalgotrade.technical.ma.SMA:5 +msgid "The number of values to use to calculate the SMA." +msgstr "" + +#: of pyalgotrade.technical.ma.EMA:1 +msgid "Exponential Moving Average filter." +msgstr "" + +#: of pyalgotrade.technical.ma.EMA:5 +msgid "" +"The number of values to use to calculate the EMA. Must be an integer " +"greater than 1." +msgstr "" + +#: of pyalgotrade.technical.ma.WMA:1 +msgid "Weighted Moving Average filter." +msgstr "" + +#: of pyalgotrade.technical.ma.WMA:5 +msgid "A list of int/float with the weights." +msgstr "" + +#: of pyalgotrade.technical.vwap.VWAP:1 +msgid "Volume Weighted Average Price filter." +msgstr "" + +#: of pyalgotrade.technical.vwap.VWAP:5 +msgid "The number of values to use to calculate the VWAP." +msgstr "" + +#: of pyalgotrade.technical.vwap.VWAP:7 +msgid "True if the typical price should be used instead of the closing price." +msgstr "" + +#: ../../technical.rst:31 +msgid "Momentum Indicators" +msgstr "" + +#: of pyalgotrade.technical.macd.MACD:1 +msgid "" +"Moving Average Convergence-Divergence indicator as described in " +"http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_convergence_divergence_macd." +msgstr "" + +#: of pyalgotrade.technical.macd.MACD:5 +msgid "The number of values to use to calculate the fast EMA." +msgstr "" + +#: of pyalgotrade.technical.macd.MACD:7 +msgid "The number of values to use to calculate the slow EMA." +msgstr "" + +#: of pyalgotrade.technical.macd.MACD:9 +msgid "The number of values to use to calculate the signal EMA." +msgstr "" + +#: of pyalgotrade.technical.macd.MACD.getHistogram:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the histogram " +"(the difference between the MACD and the Signal)." +msgstr "" + +#: of pyalgotrade.technical.macd.MACD.getSignal:1 +msgid "" +"Returns a :class:`pyalgotrade.dataseries.DataSeries` with the EMA over " +"the MACD." +msgstr "" + +#: of pyalgotrade.technical.rsi.RSI:1 +msgid "" +"Relative Strength Index filter as described in " +"http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:relative_strength_index_rsi." +msgstr "" + +#: of pyalgotrade.technical.rsi.RSI:5 +msgid "" +"The period. Note that if period is **n**, then **n+1** values are used. " +"Must be > 1." +msgstr "" + +#: of pyalgotrade.technical.stoch.StochasticOscillator:1 +msgid "" +"Fast Stochastic Oscillator filter as described in " +"http://stockcharts.com/school/doku.php?st=stochastic+oscillator&id=chart_school:technical_indicators:stochastic_oscillator_fast_slow_and_full." +" Note that the value returned by this filter is %K. To access %D use " +":meth:`getD`." +msgstr "" + +#: of pyalgotrade.technical.atr.ATR:3 +#: pyalgotrade.technical.stoch.StochasticOscillator:5 +msgid "The BarDataSeries instance being filtered." +msgstr "" + +#: of pyalgotrade.technical.stoch.StochasticOscillator:7 +msgid "The period. Must be > 1." +msgstr "" + +#: of pyalgotrade.technical.stoch.StochasticOscillator:9 +msgid "The %D SMA period. Must be > 1." +msgstr "" + +#: of pyalgotrade.technical.atr.ATR:7 +#: pyalgotrade.technical.stoch.StochasticOscillator:11 +msgid "True to use adjusted Low/High/Close values." +msgstr "" + +#: of pyalgotrade.technical.stoch.StochasticOscillator.getD:1 +msgid "Returns a :class:`pyalgotrade.dataseries.DataSeries` with the %D values." +msgstr "" + +#: of pyalgotrade.technical.roc.RateOfChange:1 +msgid "" +"Rate of change filter as described in " +"http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:rate_of_change_roc_and_momentum." +msgstr "" + +#: of pyalgotrade.technical.roc.RateOfChange:5 +msgid "The number of values back that a given value will compare to. Must be > 0." +msgstr "" + +#: ../../technical.rst:50 +msgid "Other Indicators" +msgstr "" + +#: of pyalgotrade.technical.atr.ATR:1 +msgid "" +"Average True Range filter as described in " +"http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr" +msgstr "" + +#: of pyalgotrade.technical.atr.ATR:5 +msgid "The average period. Must be > 1." +msgstr "" + +#: of pyalgotrade.technical.bollinger.BollingerBands:1 +msgid "" +"Bollinger Bands filter as described in " +"http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:bollinger_bands." +msgstr "" + +#: of pyalgotrade.technical.bollinger.BollingerBands:5 +msgid "The number of values to use in the calculation. Must be > 1." +msgstr "" + +#: of pyalgotrade.technical.bollinger.BollingerBands:7 +msgid "The number of standard deviations to use for the upper and lower bands." +msgstr "" + +#: of pyalgotrade.technical.bollinger.BollingerBands.getLowerBand:1 +msgid "Returns the lower band as a :class:`pyalgotrade.dataseries.DataSeries`." +msgstr "" + +#: of pyalgotrade.technical.bollinger.BollingerBands.getMiddleBand:1 +msgid "Returns the middle band as a :class:`pyalgotrade.dataseries.DataSeries`." +msgstr "" + +#: of pyalgotrade.technical.bollinger.BollingerBands.getUpperBand:1 +msgid "Returns the upper band as a :class:`pyalgotrade.dataseries.DataSeries`." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:1 +msgid "" +"Checks for a cross above conditions over the specified period between two" +" DataSeries objects." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:3 +msgid "" +"It returns the number of times values1 crossed above values2 during the " +"given period." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:5 +#: pyalgotrade.technical.cross.cross_below:5 +msgid "The DataSeries that crosses." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:7 +#: pyalgotrade.technical.cross.cross_below:7 +msgid "The DataSeries being crossed." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:9 +#: pyalgotrade.technical.cross.cross_below:9 +msgid "The start of the range." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:11 +#: pyalgotrade.technical.cross.cross_below:11 +msgid "The end of the range." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_above:15 +msgid "" +"The default start and end values check for cross above conditions over " +"the last 2 values." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_below:1 +msgid "" +"Checks for a cross below conditions over the specified period between two" +" DataSeries objects." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_below:3 +msgid "" +"It returns the number of times values1 crossed below values2 during the " +"given period." +msgstr "" + +#: of pyalgotrade.technical.cross.cross_below:15 +msgid "" +"The default start and end values check for cross below conditions over " +"the last 2 values." +msgstr "" + +#: of pyalgotrade.technical.cumret.CumulativeReturn:1 +msgid "This filter calculates cumulative returns over another dataseries." +msgstr "" + +#: of pyalgotrade.technical.highlow.High:1 +msgid "This filter calculates the highest value." +msgstr "" + +#: of pyalgotrade.technical.highlow.High:5 +msgid "The number of values to use to calculate the highest value." +msgstr "" + +#: of pyalgotrade.technical.highlow.Low:1 +msgid "This filter calculates the lowest value." +msgstr "" + +#: of pyalgotrade.technical.highlow.Low:5 +msgid "The number of values to use to calculate the lowest value." +msgstr "" + +#: of pyalgotrade.technical.hurst.HurstExponent:1 +msgid "Hurst exponent filter." +msgstr "" + +#: of pyalgotrade.technical.hurst.HurstExponent:5 +msgid "The number of values to use to calculate the hurst exponent." +msgstr "" + +#: of pyalgotrade.technical.hurst.HurstExponent:7 +msgid "The minimum number of lags to use. Must be >= 2." +msgstr "" + +#: of pyalgotrade.technical.hurst.HurstExponent:9 +msgid "The maximum number of lags to use. Must be > minLags." +msgstr "" + +#: of pyalgotrade.technical.linebreak.Line:1 +msgid "A line in a line break chart." +msgstr "" + +#: of pyalgotrade.technical.linebreak.Line.getDateTime:1 +msgid "The datetime." +msgstr "" + +#: of pyalgotrade.technical.linebreak.Line.getHigh:1 +msgid "The high value." +msgstr "" + +#: of pyalgotrade.technical.linebreak.Line.getLow:1 +msgid "The low value." +msgstr "" + +#: of pyalgotrade.technical.linebreak.Line.isBlack:1 +msgid "True if the line is black (falling prices)." +msgstr "" + +#: of pyalgotrade.technical.linebreak.Line.isWhite:1 +msgid "True if the line is white (rising prices)." +msgstr "" + +#: of pyalgotrade.technical.linebreak.LineBreak:1 +msgid "" +"Line Break filter as described in " +"http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:three_line_break." +" . This is a DataSeries of :class:`Line` instances." +msgstr "" + +#: of pyalgotrade.technical.linebreak.LineBreak:7 +msgid "" +"The number of lines back to check to calculate a reversal. Must be " +"greater than 1." +msgstr "" + +#: of pyalgotrade.technical.linebreak.LineBreak:9 +msgid "True to use adjusted high/low/close values." +msgstr "" + +#: of pyalgotrade.technical.linebreak.LineBreak:11 +msgid "" +"The maximum number of values to hold. Once a bounded length is full, when" +" new items are added, a corresponding number of items are discarded from " +"the opposite end. If None then dataseries.DEFAULT_MAX_LEN is used. This " +"value can't be smaller than reversalLines." +msgstr "" + +#: of pyalgotrade.technical.linreg.LeastSquaresRegression:1 +msgid "Calculates values based on a least-squares regression." +msgstr "" + +#: of pyalgotrade.technical.linreg.LeastSquaresRegression:5 +msgid "The number of values to use to calculate the regression." +msgstr "" + +#: of pyalgotrade.technical.linreg.LeastSquaresRegression.getValueAt:1 +msgid "Calculates the value at a given time based on the regression line." +msgstr "" + +#: of pyalgotrade.technical.linreg.LeastSquaresRegression.getValueAt:3 +msgid "" +"The datetime to calculate the value at. Will return None if there are not" +" enough values in the underlying DataSeries." +msgstr "" + +#: of pyalgotrade.technical.linreg.Slope:1 +msgid "The Slope filter calculates the slope of a least-squares regression line." +msgstr "" + +#: of pyalgotrade.technical.linreg.Slope:5 +msgid "The number of values to use to calculate the slope." +msgstr "" + +#: of pyalgotrade.technical.linreg.Slope:13 +msgid "This filter ignores the time elapsed between the different values." +msgstr "" + +#: of pyalgotrade.technical.stats.StdDev:1 +msgid "Standard deviation filter." +msgstr "" + +#: of pyalgotrade.technical.stats.StdDev:5 +msgid "The number of values to use to calculate the Standard deviation." +msgstr "" + +#: of pyalgotrade.technical.stats.StdDev:7 +msgid "Delta degrees of freedom." +msgstr "" + +#: of pyalgotrade.technical.stats.ZScore:1 +msgid "Z-Score filter." +msgstr "" + +#: of pyalgotrade.technical.stats.ZScore:5 +msgid "The number of values to use to calculate the Z-Score." +msgstr "" + +#: of pyalgotrade.technical.stats.ZScore:7 +msgid "Delta degrees of freedom to use for the standard deviation." +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/tools.po b/doc/locale/zh_CN/LC_MESSAGES/tools.po new file mode 100644 index 000000000..93cc9dfd6 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/tools.po @@ -0,0 +1,251 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../tools.rst:2 +msgid "Tools" +msgstr "工具" + +#: ../../tools.rst:5 +msgid "Yahoo! Finance" +msgstr "雅虎金融" + +#: of pyalgotrade.tools.yahoofinance.build_feed:1 +msgid "" +"Build and load a :class:`pyalgotrade.barfeed.yahoofeed.Feed` using CSV " +"files downloaded from Yahoo! Finance. CSV files are downloaded if they " +"haven't been downloaded before." +msgstr "基于从雅虎金融下载的 CSV 文件构造 :class:`pyalgotrade.barfeed.yahoofeed.Feed` 类。" +"如果之前未下载 CSV 文件，则会自动下载。" + +#: of pyalgotrade.tools.yahoofinance.build_feed:4 +msgid "Instrument identifiers." +msgstr "股票代码。" + +#: of pyalgotrade.tools.quandl.build_feed:8 +#: pyalgotrade.tools.yahoofinance.build_feed:6 +msgid "The first year." +msgstr "起始年份。" + +#: of pyalgotrade.tools.quandl.build_feed:10 +#: pyalgotrade.tools.yahoofinance.build_feed:8 +msgid "The last year." +msgstr "截至年份。" + +#: of pyalgotrade.tools.quandl.build_feed:12 +#: pyalgotrade.tools.yahoofinance.build_feed:10 +msgid "The path were the files will be loaded from, or downloaded to." +msgstr "要加载文件的路径/文件要保存的路径。" + +#: of pyalgotrade.tools.quandl.build_feed:14 +#: pyalgotrade.tools.yahoofinance.build_feed:12 +msgid "" +"The frequency of the bars. Only **pyalgotrade.bar.Frequency.DAY** or " +"**pyalgotrade.bar.Frequency.WEEK** are supported." +msgstr "bar 的周期，支持 **pyalgotrade.bar.Frequency.DAY** 和 **pyalgotrade.bar.Frequency.WEEK**　。" + +#: of pyalgotrade.tools.quandl.build_feed:16 +#: pyalgotrade.tools.yahoofinance.build_feed:14 +msgid "" +"The default timezone to use to localize bars. Check " +":mod:`pyalgotrade.marketsession`." +msgstr "用于本地化 bar 的默认时区，参考 :mod:`pyalgotrade.marketsession` 。" + +#: of pyalgotrade.tools.quandl.build_feed:18 +#: pyalgotrade.tools.yahoofinance.build_feed:16 +msgid "True to keep on loading/downloading files in case of errors." +msgstr "如果要发生错误继续加载/下载文件，则设置为 True。" + +#: of pyalgotrade.tools.yahoofinance.build_feed:18 +msgid ":class:`pyalgotrade.barfeed.yahoofeed.Feed`." +msgstr ":class:`pyalgotrade.barfeed.yahoofeed.Feed`." + +#: of pyalgotrade.tools.yahoofinance.download_daily_bars:1 +msgid "Download daily bars from Yahoo! Finance for a given year." +msgstr "从雅虎金融下载指定年份的日线数据(daily bar)。" + +#: of pyalgotrade.tools.yahoofinance.download_daily_bars:3 +#: pyalgotrade.tools.yahoofinance.download_weekly_bars:3 +msgid "Instrument identifier." +msgstr "股票代码。" + +#: of pyalgotrade.tools.quandl.download_daily_bars:7 +#: pyalgotrade.tools.quandl.download_weekly_bars:7 +#: pyalgotrade.tools.yahoofinance.download_daily_bars:5 +#: pyalgotrade.tools.yahoofinance.download_weekly_bars:5 +msgid "The year." +msgstr "年份" + +#: of pyalgotrade.tools.quandl.download_daily_bars:9 +#: pyalgotrade.tools.quandl.download_weekly_bars:9 +#: pyalgotrade.tools.resample.resample_to_csv:13 +#: pyalgotrade.tools.yahoofinance.download_daily_bars:7 +#: pyalgotrade.tools.yahoofinance.download_weekly_bars:7 +msgid "The path to the CSV file to write." +msgstr "要写入的 CSV 文件路径。" + +#: of pyalgotrade.tools.yahoofinance.download_weekly_bars:1 +msgid "Download weekly bars from Yahoo! Finance for a given year." +msgstr "从雅虎金融下载指定年份的周线数据（weekly bar）。" + +#: ../../tools.rst:12 +msgid "Quandl" +msgstr "Quandl" + +#: of pyalgotrade.tools.quandl.build_feed:1 +msgid "" +"Build and load a :class:`pyalgotrade.barfeed.quandlfeed.Feed` using CSV " +"files downloaded from Quandl. CSV files are downloaded if they haven't " +"been downloaded before." +msgstr "基于 Quandl 下载的 CSV 文件构建 :class:`pyalgotrade.barfeed.quandlfeed.Feed` 的实例。" +"如果 CSV 文件已经下载过则不再下载。" + +#: of pyalgotrade.tools.quandl.build_feed:4 +msgid "The dataset source code." +msgstr "The dataset source code." + +#: of pyalgotrade.tools.quandl.build_feed:6 +msgid "The dataset table codes." +msgstr "The dataset table codes." + +#: of pyalgotrade.tools.quandl.build_feed:20 +msgid "True if the instruments don't have adjusted close values." +msgstr "如果没有复权收盘价则为 True。" + +#: of pyalgotrade.tools.quandl.build_feed:22 +#: pyalgotrade.tools.quandl.download_daily_bars:11 +#: pyalgotrade.tools.quandl.download_weekly_bars:11 +msgid "" +"Optional. An authentication token needed if you're doing more than 50 " +"calls per day." +msgstr "可选，每天调用50次以上时需要的授权密钥。" + +#: of pyalgotrade.tools.quandl.build_feed:24 +msgid "" +"Optional. A dictionary to map column names. Valid key values are: * " +"datetime * open * high * low * close * volume * adj_close" +msgstr "可选，映射列名的字典，合法的字典key包括：* " +"datetime * open * high * low * close * volume * adj_close" + +#: of pyalgotrade.tools.quandl.build_feed:24 +msgid "Optional. A dictionary to map column names. Valid key values are:" +msgstr "可选，映射列名的字典，合法的字典key包括：" + +#: of pyalgotrade.tools.quandl.build_feed:26 +msgid "datetime" +msgstr "datetime" + +#: of pyalgotrade.tools.quandl.build_feed:27 +msgid "open" +msgstr "open" + +#: of pyalgotrade.tools.quandl.build_feed:28 +msgid "high" +msgstr "high" + +#: of pyalgotrade.tools.quandl.build_feed:29 +msgid "low" +msgstr "low" + +#: of pyalgotrade.tools.quandl.build_feed:30 +msgid "close" +msgstr "close" + +#: of pyalgotrade.tools.quandl.build_feed:31 +msgid "volume" +msgstr "volume" + +#: of pyalgotrade.tools.quandl.build_feed:32 +msgid "adj_close" +msgstr "adj_close" + +#: of pyalgotrade.tools.quandl.build_feed:36 +msgid ":class:`pyalgotrade.barfeed.quandlfeed.Feed`." +msgstr ":class:`pyalgotrade.barfeed.quandlfeed.Feed`." + +#: of pyalgotrade.tools.quandl.download_daily_bars:1 +msgid "Download daily bars from Quandl for a given year." +msgstr "从 Quandl 下载指定年份的日线数据（daily bar）。" + +#: of pyalgotrade.tools.quandl.download_daily_bars:3 +#: pyalgotrade.tools.quandl.download_weekly_bars:3 +msgid "The dataset's source code." +msgstr "The dataset's source code." + +#: of pyalgotrade.tools.quandl.download_daily_bars:5 +#: pyalgotrade.tools.quandl.download_weekly_bars:5 +msgid "The dataset's table code." +msgstr "The dataset's table code." + +#: of pyalgotrade.tools.quandl.download_weekly_bars:1 +msgid "Download weekly bars from Quandl for a given year." +msgstr "从 Quandl 下载指定年份的周线数据（weekly bar）。" + +#: ../../tools.rst:20 +msgid "BarFeed resampling" +msgstr "BarFeed 重采样" + +#: of pyalgotrade.tools.resample.resample_to_csv:1 +msgid "" +"Resample a BarFeed into a CSV file grouping bars by a certain frequency. " +"The resulting file can be loaded using " +":class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed`. The CSV file will " +"have the following format: ::" +msgstr "" +"将一个 Bar 数据源以指定的时间间隔归类重采样到一个 CSV 文件。" +"结果 CSV 文件可以使用 :class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed` 加载。" +"结果 CSV 文件的格式如下：::" + +#: of pyalgotrade.tools.resample.resample_to_csv:10 +msgid "" +"The bar feed that will provide the bars. It should only hold bars from a " +"single instrument." +msgstr "" +"提供原始 bar 的数据源。必须只包含单只股票的 bar 数据。" + +#: of pyalgotrade.tools.resample.resample_to_csv:12 +msgid "The grouping frequency in seconds. Must be > 0." +msgstr "新的采样间隔，必须大于0。" + +#: of pyalgotrade.tools.resample.resample_to_csv:17 +msgid "Datetimes are stored without timezone information." +msgstr "结果文件的 Datetime 列为未保存时区信息的 Datetime 。" + +#: of pyalgotrade.tools.resample.resample_to_csv:18 +msgid "" +"**Adj Close** column may be empty if the input bar feed doesn't have that" +" info." +msgstr "如果输入源没有复权收盘价信息，**Adj Close** 列可为空。" + +#: of pyalgotrade.tools.resample.resample_to_csv:21 +msgid "Supported resampling frequencies are:" +msgstr "支持的重采样周期如下：" + +#: of pyalgotrade.tools.resample.resample_to_csv:20 +msgid "Less than bar.Frequency.DAY" +msgstr "小于 bar.Frequency.DAY 的值" + +#: of pyalgotrade.tools.resample.resample_to_csv:21 +msgid "bar.Frequency.DAY" +msgstr "bar.Frequency.DAY" + +#: of pyalgotrade.tools.resample.resample_to_csv:22 +msgid "bar.Frequency.MONTH" +msgstr "bar.Frequency.MONTH" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/tutorial.po b/doc/locale/zh_CN/LC_MESSAGES/tutorial.po new file mode 100644 index 000000000..21dd9a52d --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/tutorial.po @@ -0,0 +1,506 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 20:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../tutorial.rst:4 +msgid "Tutorial" +msgstr "简明教程" + +#: ../../tutorial.rst:6 +msgid "" +"The goal of this tutorial is to give you a quick introduction to " +"PyAlgoTrade. As described in the introduction, the goal of PyAlgoTrade is" +" to help you backtest stock trading strategies. Let's say you have an " +"idea for a trading strategy and you'd like to evaluate it with historical" +" data and see how it behaves, then PyAlgoTrade should allow you to do so " +"with minimal effort." +msgstr "本简明教程是对 PyAlgoTrade 的一个快速介绍。" +"如之前简介所述，PyAlgoTrade的目标是帮助你回测股票交易策略。" +"我们假定你已经有了一个用于交易策略的想法，并且你想根据历史行情数据检验这个想法的表现，" +"那么 PyAlgoTrade 可以让你付出很少的精力来验证自己的想法。" + +#: ../../tutorial.rst:11 +msgid "" +"Before I move on I would like to thank Pablo Jorge who helped reviewing " +"the initial design and documentation." +msgstr "在继续之前我们首先要感谢 Pablo Jorge 帮助我们审阅初始的设计和文档。" + +#: ../../tutorial.rst:13 +msgid "" +"**This tutorial was developed on a UNIX environment, but the steps to " +"adapt it to a Windows environment should be straightforward.**" +msgstr "**本教程是基于 UNIX 环境开发的，但是适配于 Windows 环境的步骤应该很简单。**" + +#: ../../tutorial.rst:15 +msgid "PyAlgoTrade has 6 main components:" +msgstr "PyAlgoTrade 有六个主要概念：" + +#: ../../tutorial.rst:17 ../../tutorial.rst:25 +msgid "Strategies" +msgstr "策略（Strategies）" + +#: ../../tutorial.rst:18 ../../tutorial.rst:31 +msgid "Feeds" +msgstr "数据源（Feeds）" + +#: ../../tutorial.rst:19 ../../tutorial.rst:34 +msgid "Brokers" +msgstr "券商（Brokers）" + +#: ../../tutorial.rst:20 ../../tutorial.rst:37 +msgid "DataSeries" +msgstr "数据序列（DataSeries）" + +#: ../../tutorial.rst:21 ../../tutorial.rst:41 +msgid "Technicals" +msgstr "技术面（Technicals）" + +#: ../../tutorial.rst:22 ../../tutorial.rst:45 +msgid "Optimizer" +msgstr "优化器（Optimizer）" + +#: ../../tutorial.rst:25 +msgid "" +"These are the classes that you define that implement the trading logic. " +"When to buy, when to sell, etc." +msgstr "你需要定义策略类来实现你的交易逻辑，何时买，何时卖等待。" + +#: ../../tutorial.rst:28 +msgid "" +"These are data providing abstractions. For example, you'll use a CSV feed" +" that loads bars from a CSV (Comma-separated values) formatted file to " +"feed data to a strategy. Feeds are not limited to bars. For example, " +"there is a Twitter feed that allows incorporating Twitter events into " +"trading decisions." +msgstr "用于数据抽象。例如你可以从一个 CSV 文件（逗号分割符文件） 数据源推送 bars 数据给策略。" +"数据源并不限制于 bars 。例如 Tweeter feed 允许分析 Twitter 事件用于策略决策。" + +#: ../../tutorial.rst:34 +msgid "Brokers are responsible for executing orders." +msgstr "券商模块用于执行订单交易。" + +#: ../../tutorial.rst:37 +msgid "A data series is an abstraction used to manage time series data." +msgstr "数据序列是用于管理基于时间的序列数据的抽象。" + +#: ../../tutorial.rst:40 +msgid "" +"These are a set of filters that you use to make calculations on top of " +"DataSeries. For example SMA (Simple Moving Average), RSI (Relative " +"Strength Index), etc. These filters are modeled as DataSeries decorators." +msgstr "包含很多用于对数据序列进行计算的过滤器，" +"例如 SMA（简单移动平军训），RSI（相对强弱指标）等等。" +"这些过滤器以数据序列装饰器的方式实现。" + +#: ../../tutorial.rst:44 +msgid "" +"These are a set of classes that allow you to distribute backtesting among" +" different computers, or different processes running in the same " +"computer, or a combination of both. They make horizontal scaling easy." +msgstr "包含一组允许你基于多台计算机或者同一计算的的多个进程或者两者结合进行分布式回测的类，" +"此模块使得横向的扩展变得容易。" + +#: ../../tutorial.rst:47 +msgid "" +"Having said all that, the first thing that we'll need to test our " +"strategies is some data. Let's use Oracle's stock prices for year 2000, " +"which we'll download with the following command: ::" +msgstr "说了这么多，我们要做的第一件事是取得用于测试我们的策略的行情数据。" +"我们以 Oracle 2000年的股票价格举例，通过下面的命令来下载这些数据：::" + +#: ../../tutorial.rst:52 +msgid "" +"The pyalgotrade.tools.yahoofinance package downloads CSV formatted data " +"from Yahoo! Finance. The orcl-2000.csv file should look like this: ::" +msgstr "pyalgotrade.tools.yahoofinance 包从雅虎金融（Yahoo! Finance）" +"下载 CSV 格式的数据。下载完成后 orcl-2000.csv 文件的内容应该跟下面差不多：::" + +#: ../../tutorial.rst:64 +msgid "" +"Let's start with a simple strategy, that is, one that just prints closing" +" prices as they are processed:" +msgstr "接下来我们从一个简单的策略开始，在策略运行过程中打印收盘价：" + +#: ../../tutorial.rst:71 +msgid "The code is doing 3 main things:" +msgstr "这段代码主要做了三件事：" + +#: ../../tutorial.rst:69 +msgid "" +"Declaring a new strategy. There is only one method that has to be " +"defined, *onBars*, which is called for every bar in the feed." +msgstr "声明一个新的策略。只有 *onBars* 方法是必须要定义的，此方法会在每次推送 bar 数据时执行。" + +#: ../../tutorial.rst:70 ../../tutorial.rst:267 +msgid "Loading the feed from a CSV file." +msgstr "从 CSV 文件加载数据。" + +#: ../../tutorial.rst:71 +msgid "Running the strategy with the bars supplied by the feed." +msgstr "基于 feed 提供的 bar 数据运行策略。" + +#: ../../tutorial.rst:73 +msgid "If you run the script you should see the closing prices in order:" +msgstr "运行上面的脚本你会看到依次打印的收盘价：" + +#: ../../tutorial.rst:77 +msgid "" +"Let's move on with a strategy that prints closing SMA prices, to " +"illustrate how technicals are used:" +msgstr "我们继续实现一个依次打印基于收盘价的 SMA 价格的策略来演示技术面的使用方法：" + +#: ../../tutorial.rst:81 +msgid "This is very similar to the previous example, except that:" +msgstr "这个脚本与上面的例子几乎一样，除了：" + +#: ../../tutorial.rst:83 +msgid "We're initializing an SMA filter over the closing price data series." +msgstr "我们初始化了一个基于收盘价序列的 SMA 过滤器。" + +#: ../../tutorial.rst:84 +msgid "We're printing the current SMA value along with the closing price." +msgstr "我们打印了当前的 SMA 值和收盘价。" + +#: ../../tutorial.rst:86 +msgid "" +"If you run the script you should see the closing prices and the " +"corresponding SMA values, but in this case the first 14 SMA values are " +"None. That is because we need at least 15 values to get something out of " +"the SMA:" +msgstr "运行上面的脚本你会看到收盘价和对应的 SMA 值，但是例子中前14条的 SMA 值为 None。" +"因为我们需要至少15条数据来计算 SMA：" + +#: ../../tutorial.rst:91 +msgid "" +"All the technicals will return None when the value can't be calculated at" +" a given time." +msgstr "所有的技术面函数在给定的时间序列片无法计算时都会返回None。" + +#: ../../tutorial.rst:93 +msgid "" +"One important thing about technicals is that they can be combined. That " +"is because they're modeled as DataSeries as well. For example, getting an" +" SMA over the RSI over the closing prices is as simple as this:" +msgstr "重要的是技术面的函数可以进行组合。因为它们的实现返回数据序列（DataSeries）。" + +#: ../../tutorial.rst:98 +msgid "" +"If you run the script you should see a bunch of values on the screen " +"where:" +msgstr "运行上面的脚本你会看到打印的数据：" + +#: ../../tutorial.rst:100 +msgid "" +"The first 14 RSI values are None. That is because we need at least 15 " +"values to get an RSI value." +msgstr "前14条的 RSI 值为 None。因为我们需要至少15条数据来计算 RSI 值。" + +#: ../../tutorial.rst:101 +msgid "" +"The first 28 SMA values are None. That is because the first 14 RSI values" +" are None, and the 15th one is the first not None value that the SMA " +"filter receives. We can calculate the SMA(15) only when we have 15 not " +"None values ." +msgstr "前28条 SMA 值为 None。因为前14条 RSI 值为 None，第15条数据是 SMA 过滤器收到的" +"第一条非 None 数据。我们需要有15条非 None 数据时才能计算 *SMA(15)* 。" + +#: ../../tutorial.rst:107 +msgid "Trading" +msgstr "交易" + +#: ../../tutorial.rst:109 +msgid "" +"Let's move on with a simple strategy, this time simulating actual " +"trading. The idea is very simple:" +msgstr "我们继续看一个简单的策略，这次我们模拟真实的交易，想法非常简单：" + +#: ../../tutorial.rst:111 +msgid "" +"If the adjusted close price is above the SMA(15) we enter a long position" +" (we place a buy market order)." +msgstr "如果复权收盘价比上面计算的 SMA(15) 高，我们买入一个多单（发出买单）。" + +#: ../../tutorial.rst:112 +msgid "" +"If a long position is in place, and the adjusted close price drops below " +"the SMA(15) we exit the long position (we place a sell market order)." +msgstr "如果我们持有多单并且复权收盘价低于 SMA(15) 我们平掉多单（发出卖单）。" + +#: ../../tutorial.rst:116 +msgid "If you run the script you should see something like this:" +msgstr "运行上面的脚本你会看到类似下面的输出：" + +#: ../../tutorial.rst:120 +msgid "" +"But what if we used 30 as the SMA period instead of 15 ? Would that yield" +" better results or worse ? We could certainly do something like this:" +msgstr "如果我们不使用15的 SMA 周期而改用 30天的，结果会不会变的更好呢？" + +#: ../../tutorial.rst:128 +msgid "and we would find out that we can get better results with a SMA(20): ::" +msgstr "我们会发现使用 SMA(20) 会得到更好的结果：::" + +#: ../../tutorial.rst:132 +msgid "" +"This is ok if we only have to try a limited set of parameters values. But" +" if we have to test a strategy with multiple parameters, then the serial " +"approach is definitely not going to scale as strategies get more complex." +msgstr "如果我们只需要测试有限的参数值使用上面的方法没什么问题。" +"但是如果我们需要测试一个多参数的策略，那么串行的计算方法就不能适应更加复杂的策略了。" + +#: ../../tutorial.rst:136 +msgid "Optimizing" +msgstr "优化" + +#: ../../tutorial.rst:138 +msgid "Meet the optimizer component. The idea is very simple:" +msgstr "优化组件的想法很简单：" + +#: ../../tutorial.rst:142 +msgid "There is one server responsible for:" +msgstr "有一个管理服务负责" + +#: ../../tutorial.rst:141 +msgid "Providing the bars to run the strategy." +msgstr "提供运行策略的数据 bar。" + +#: ../../tutorial.rst:142 +msgid "Providing the parameters to run the strategy." +msgstr "提供运行策略的参数。" + +#: ../../tutorial.rst:143 +msgid "Recording the strategy results from each of the workers." +msgstr "记录每一个工作服务的策略结果。" + +#: ../../tutorial.rst:145 +msgid "There are multiple workers responsible for:" +msgstr "另外多个工作服务负责：" + +#: ../../tutorial.rst:145 +msgid "Running the strategy with the bars and parameters provided by the server." +msgstr "基于管理服务提供的 bars 和参数运行策略。" + +#: ../../tutorial.rst:147 +msgid "" +"To illustrate this we'll use a strategy known as RSI2 " +"(http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:rsi2)" +" which requires the following parameters:" +msgstr "我们使用 RSI2 策略（" +"http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:rsi2" +"）来演示优化模块的用法，该策略需要如下这些参数（翻译不甚准确，请对照代码及原文档理解）：" + +#: ../../tutorial.rst:150 +msgid "" +"An SMA period for trend identification. We'll call this entrySMA and will" +" range between 150 and 250." +msgstr "一个用于入场段趋势判断的SMA区间，我们称其为 entrySMA，其范围为 150-250。" + +#: ../../tutorial.rst:151 +msgid "" +"A smaller SMA period for the exit point. We'll call this exitSMA and will" +" range between 5 and 15." +msgstr "一个小一些的 SMA 区间作为退出点。我们称其为 exitSMA，其范围5-15。" + +#: ../../tutorial.rst:152 +msgid "" +"An RSI period for entering both short/long positions. We'll call this " +"rsiPeriod and will range between 2 and 10." +msgstr "一个用于判断进入长短线买卖点的RSI区间，我们称其为 rsiPeriod，其范围为2-10。" + +#: ../../tutorial.rst:153 +msgid "" +"An RSI oversold threshold for long position entry. We'll call this " +"overSoldThreshold and will range between 5 and 25." +msgstr "一个用于买单的RSI阈值，我们称其为 overSoldThreshold，其范围5-25。" + +#: ../../tutorial.rst:154 +msgid "" +"An RSI overbought threshold for short position entry. We'll call this " +"overBoughtThreshold and will range between 75 and 95." +msgstr "一个用于卖单的RSI阈值，我们称其为 overBoughtThreshold，其范围75-95。" + +#: ../../tutorial.rst:156 +msgid "If my math is ok, those are 4409559 different combinations." +msgstr "如果我没算错，我们有 4409559 个不同的组合。" + +#: ../../tutorial.rst:158 +msgid "" +"Testing this strategy for one set of parameters took me about 0.16 " +"seconds. If I execute all the combinations serially it'll take me about " +"8.5 days to evaluate all of them and find the best set of parameters. " +"That is a long time, but if I can get ten 8-core computers to do the job " +"then the total time will go down to about 2.5 hours." +msgstr "基于一组参数运行这个策略需要 0.16 秒。如果我们串行地执行所有这些参数组合，" +"需要花费8.5天来找到最好的参数组合。但是如果我们使用一台八核的计算机来执行，总花费时间则仅需2.5小时。" + +#: ../../tutorial.rst:162 +msgid "Long story short, **we need to go parallel**." +msgstr "简单来说，**我们需要并行计算** 。" + +#: ../../tutorial.rst:164 +msgid "" +"Let's start by downloading 3 years of daily bars for 'Dow Jones " +"Industrial Average': ::" +msgstr "我们从下载道琼斯工业指数的三年日线数据开始：::" + +#: ../../tutorial.rst:170 +msgid "Save this code as rsi2.py:" +msgstr "保存如下代码为 rsi2.py：" + +#: ../../tutorial.rst:174 +msgid "This is the server script:" +msgstr "这是管理服务器端的脚本：" + +#: ../../tutorial.rst:178 +msgid "The server code is doing 3 things:" +msgstr "管理服务器的代码做了三件事：" + +#: ../../tutorial.rst:180 +msgid "" +"Declaring a generator function that yields different parameter " +"combinations for the strategy." +msgstr "声明一个生成器函数，每次 yield 策略的不同的参数组合。" + +#: ../../tutorial.rst:181 ../../tutorial.rst:228 +msgid "Loading the feed with the CSV files we downloaded." +msgstr "从我们下载的 CSV 文件 加载推送数据。" + +#: ../../tutorial.rst:182 +msgid "Running the server that will wait for incoming connections on port 5000." +msgstr "运行管理服务的脚本会在5000端口等待工作服务的连接。" + +#: ../../tutorial.rst:184 +msgid "" +"This is the worker script that uses the **pyalgotrade.optimizer.worker** " +"module to run the strategy in parallel with the data supplied by the " +"server:" +msgstr "如下是用于工作服务的脚本，该脚本基于 **pyalgotrade.optimizer.worker** 模块" +"和管理服务提供的数据并行地运行策略。" + +#: ../../tutorial.rst:189 +msgid "" +"When you run the server and the client/s you'll see something like this " +"on the server console: ::" +msgstr "当你运行管理服务和所有客户端（工作服务）你会在管理服务的控制台看到类似下面这样的输出：::" + +#: ../../tutorial.rst:200 +msgid "and something like this on the worker/s console: ::" +msgstr "在工作服务的控制台你会看到类似下面这样的输出：::" + +#: ../../tutorial.rst:218 +msgid "Note that you should run **only one server and one or more workers**." +msgstr "需要注意的是 **只需要运行一个管理服务，但需要一或多个工作服务** 。" + +#: ../../tutorial.rst:220 +msgid "" +"If you just want to run strategies in parallel in your own desktop you " +"can take advantage of the **pyalgotrade.optimizer.local** module like " +"this:" +msgstr "如果你只是想在你自己的电脑上并行运行策略，你可以像下面这样使用 " +"**pyalgotrade.optimizer.local** 模块：" + +#: ../../tutorial.rst:225 ../../tutorial.rst:265 +msgid "The code is doing 3 things:" +msgstr "上述代码做了三件事：" + +#: ../../tutorial.rst:227 +msgid "" +"Declaring a generator function that yields different parameter " +"combinations." +msgstr "声明一个生成器函数每次 yield 不同的参数组合。" + +#: ../../tutorial.rst:229 +msgid "" +"Using the **pyalgotrade.optimizer.local** module to run the strategy in " +"parallel and find the best result." +msgstr "使用 **pyalgotrade.optimizer.local** 模块并行运行策略找出最好的结果。" + +#: ../../tutorial.rst:231 +msgid "When you run this code you should see something like this: ::" +msgstr "当你运行上述脚本你会看到类似下面的输出：::" + +#: ../../tutorial.rst:250 +msgid "" +"For the record, the best result found was $2314.40 with the following " +"parameters:" +msgstr "上面的记录显示，最好的结果采用下面的参数获得了 $2314.40：" + +#: ../../tutorial.rst:245 +msgid "entrySMA: 154" +msgstr "entrySMA: 154" + +#: ../../tutorial.rst:246 +msgid "exitSMA: 5" +msgstr "exitSMA: 5" + +#: ../../tutorial.rst:247 +msgid "rsiPeriod: 2" +msgstr "rsiPeriod: 2" + +#: ../../tutorial.rst:248 +msgid "overBoughtThreshold: 91" +msgstr "overBoughtThreshold: 91" + +#: ../../tutorial.rst:249 +msgid "overSoldThreshold: 18" +msgstr "overSoldThreshold: 18" + +#: ../../tutorial.rst:253 +msgid "Plotting" +msgstr "绘图" + +#: ../../tutorial.rst:255 +msgid "PyAlgoTrade makes it very easy to plot a strategy execution." +msgstr "PyAlgoTrade 使得绘制策略执行结果变得非常简单。" + +#: ../../tutorial.rst:257 +msgid "Save this as sma_crossover.py:" +msgstr "将如下代码保存为 sma_crossover.py：" + +#: ../../tutorial.rst:261 +msgid "and save this code to a different file:" +msgstr "保存如下这段代码为另一个文件：" + +#: ../../tutorial.rst:268 +msgid "" +"Running the strategy with the bars supplied by the feed and a " +"StrategyPlotter attached." +msgstr "基于 feed 推送的 bar 数据运行这个策略并附加 StrategyPlotter。" + +#: ../../tutorial.rst:269 +msgid "Plotting the strategy." +msgstr "绘制策略。" + +#: ../../tutorial.rst:271 +msgid "This is what the plot looks like:" +msgstr "绘制的图形跟下面展示的差不多：" + +#: ../../tutorial.rst:275 +msgid "" +"I hope you enjoyed this quick introduction. I'd recommend you to download" +" PyAlgoTrade here: " +"http://gbeced.github.io/pyalgotrade/downloads/index.html and get started " +"writing you own strategies." +msgstr "我非常希望你喜欢这个简明教程，你可以在 " +"http://gbeced.github.io/pyalgotrade/downloads/index.html 下载 PyAlgoTrade 然后编写你自己的策略。" + +#: ../../tutorial.rst:278 +msgid "You can also find more examples in the :ref:`samples-label` section." +msgstr "你也可以在 :ref:`samples-label` 找到更多的例子。" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/twitter.po b/doc/locale/zh_CN/LC_MESSAGES/twitter.po new file mode 100644 index 000000000..98a0da121 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/twitter.po @@ -0,0 +1,44 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../twitter.rst:2 +msgid "Twitter support" +msgstr "推特（Twitter）支持" + +#: ../../twitter.rst:4 +msgid "" +"The twitter package adds support for receiving Twitter events in your " +"strategy and incorporate those in your trading decisions. Note that since" +" this is a realtime feed, it only makes sense in paper trading or real " +"trading scenarios, but not in backtesting." +msgstr "twitter 包支持在策略中接收推特事件并用于交易决策。" +"由于是实时的数据源，只在模拟交易和实时交易中有意义，在回测中使用没有任何意义。" + +#: ../../twitter.rst:8 +msgid "" +"Twitter support depends on **tweepy** (https://github.com/tweepy/tweepy) " +"so be sure to have it installed before moving forward." +msgstr "推特支持依赖 **tweepy** (https://github.com/tweepy/tweepy) 模块，" +"因此在继续之前请确保安装了该包。" + +#: ../../twitter.rst:11 +msgid "Contents:" +msgstr "目录：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/twitter_example.po b/doc/locale/zh_CN/LC_MESSAGES/twitter_example.po new file mode 100644 index 000000000..ce5131b8c --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/twitter_example.po @@ -0,0 +1,85 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../twitter_example.rst:2 +msgid "Twitter Example" +msgstr "推特使用举例" + +#: ../../twitter_example.rst:4 +msgid "" +"This goal of this simple example is to show you how to put all the pieces" +" together to incorporate Twitter events in a strategy. We will be using " +"Bitstamp's live feed since backtesting with Twitter is not supported so " +"please take a look at the :ref:`bitstamp-tutorial-label` section before " +"moving forward." +msgstr "如下简单例子的目的是演示所有的模块如何一起协作实现在策略中应用推特事件。" +"由于推特模块不支持回测，我们使用 Bitstamp 平台的实时数据来做演示，在继续之前" +"请确保你已经阅读过 :ref:`bitstamp-tutorial-label` 章节。" + +#: ../../twitter_example.rst:13 +msgid "In order to connect to Twitter's API you'll need:" +msgstr "你需要这些信息来连接到推特的 API：" + +#: ../../twitter_example.rst:10 +msgid "Consumer key" +msgstr "Consumer key" + +#: ../../twitter_example.rst:11 +msgid "Consumer secret" +msgstr "Consumer secret" + +#: ../../twitter_example.rst:12 +msgid "Access token" +msgstr "Access token" + +#: ../../twitter_example.rst:13 +msgid "Access token secret" +msgstr "Access token secret" + +#: ../../twitter_example.rst:15 +msgid "" +"Go to http://dev.twitter.com and create an app. The consumer key and " +"secret will be generated for you after that. Then you'll need to create " +"an access token under the \"Your access token\" section." +msgstr "访问 http://dev.twitter.com 并创建一个应用，完成之后会创建 consumer key 和 " +"Consumer secret 。然后你需要在 \"Your access token\" 下面创建一个 access token 。" + +#: ../../twitter_example.rst:18 +msgid "The key things to highlight are:" +msgstr "如下几点需要特别注意：" + +#: ../../twitter_example.rst:20 +msgid "" +"We're using :class:`pyalgotrade.strategy.BaseStrategy` instead of " +":class:`pyalgotrade.strategy.BacktestingStrategy` as the base class. This" +" is not a backtest." +msgstr "我们需要使用 :class:`pyalgotrade.strategy.BaseStrategy` 作为基类，" +"注意不能使用 :class:`pyalgotrade.strategy.BacktestingStrategy` ，推特不适用于回测策略。" + +#: ../../twitter_example.rst:22 +msgid "" +"The :class:`pyalgotrade.twitter.feed.TwitterFeed` instance has to be " +"included in the strategy event dispatch loop before running the strategy." +msgstr "在运行策略之前需要在策略事件循环中创建 :class:`pyalgotrade.twitter.feed.TwitterFeed` 实例。" + +#: ../../twitter_example.rst:27 +msgid "The output should look like this:" +msgstr "输出如下所示：" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po b/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po new file mode 100644 index 000000000..f23f01823 --- /dev/null +++ b/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po @@ -0,0 +1,100 @@ +# PyAlgoTrade 文档中文翻译 +# Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz +# This file is distributed under the same license as the PyAlgoTrade +# package. +# qytz , 2016. +# +#, fuzzy +msgid "" +msgstr "" +"Project-Id-Version: PyAlgoTrade 0.18\n" +"Report-Msgid-Bugs-To: \n" +"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"PO-Revision-Date: 2016-09-17 15:35+0800\n" +"Last-Translator: qytz \n" +"Language-Team: msgroup \n" +"MIME-Version: 1.0\n" +"Content-Type: text/plain; charset=utf-8\n" +"Content-Transfer-Encoding: 8bit\n" +"Generated-By: Babel 2.3.4\n" + +#: ../../twitter_ref.rst:2 +msgid "twitter -- Twitter feed reference" +msgstr "twitter—— 推特数据源参考手册" + +#: ../../twitter_ref.rst:5 +msgid "Feed" +msgstr "数据源" + +#: of pyalgotrade.twitter.feed.TwitterFeed:1 +msgid "基类：:class:`pyalgotrade.observer.Subject`" +msgstr "基类：:class:`pyalgotrade.observer.Subject`" + +#: of pyalgotrade.twitter.feed.TwitterFeed:1 +msgid "" +"Class responsible for connecting to Twitter's public stream API and " +"dispatching events. Check https://dev.twitter.com/docs/streaming-" +"apis/streams/public for more information." +msgstr "此类负责连接推特的开放流 API （public stream API）并分发事件。访问 " +"https://dev.twitter.com/docs/streaming-apis/streams/public " +"获取更多信息。" + +#: of pyalgotrade.twitter.feed.TwitterFeed:4 +msgid "Consumer key." +msgstr "Consumer key." + +#: of pyalgotrade.twitter.feed.TwitterFeed:6 +msgid "Consumer secret." +msgstr "Consumer secret." + +#: of pyalgotrade.twitter.feed.TwitterFeed:8 +msgid "Access token." +msgstr "Access token." + +#: of pyalgotrade.twitter.feed.TwitterFeed:10 +msgid "Access token secret." +msgstr "Access token secret." + +#: of pyalgotrade.twitter.feed.TwitterFeed:12 +msgid "" +"A list of phrases which will be used to determine what Tweets will be " +"delivered on the stream. A phrase may be one or more terms separated by " +"spaces, and a phrase will match if all of the terms in the phrase are " +"present in the Tweet, regardless of order and ignoring case." +msgstr "用于决定推送哪些推特事件的条件（phrase）列表。一个条件可以是空格分割的一或多个条款，" +"如果该条件中所有的条款（忽略大小写及顺序）在该条推特上都有呈现，则符合此条件。" + +#: of pyalgotrade.twitter.feed.TwitterFeed:16 +msgid "" +"A list of user IDs, indicating the users whose Tweets should be delivered" +" on the stream. Following protected users is not supported." +msgstr "用户ID 列表，用于监控推特上哪些用户的消息流，Following protected users is not supported." + +#: of pyalgotrade.twitter.feed.TwitterFeed:19 +msgid "A list of language IDs a defined in http://tools.ietf.org/html/bcp47." +msgstr "http://tools.ietf.org/html/bcp47 所定义的语言ID列表。" + +#: of pyalgotrade.twitter.feed.TwitterFeed:23 +msgid "" +"Go to http://dev.twitter.com and create an app. The consumer key and " +"secret will be generated for you after that." +msgstr "访问 http://dev.twitter.com 并创建一个应用会创建需要的 consumer key 和 consumer secret。" + +#: of pyalgotrade.twitter.feed.TwitterFeed:24 +msgid "Create an access token under the \"Your access token\" section." +msgstr "在 \"Your access token\" 菜单创建access token。" + +#: of pyalgotrade.twitter.feed.TwitterFeed:25 +msgid "At least **track** or **follow** have to be set." +msgstr "必须传递 **track** 或 **follow** 。" + +#: of pyalgotrade.twitter.feed.TwitterFeed.subscribe:1 +msgid "" +"Subscribe to Twitter events. The event handler will receive a dictionary " +"with the data as defined in: https://dev.twitter.com/docs/streaming-" +"apis/messages#Public_stream_messages." +msgstr "订阅推特事件，事件处理器会收到 " +"https://dev.twitter.com/docs/streaming-apis/messages#Public_stream_messages " +"中所定义数据格式的字典。" + + diff --git a/requirements.txt b/requirements.txt new file mode 100644 index 000000000..b86433ce8 --- /dev/null +++ b/requirements.txt @@ -0,0 +1,13 @@ +matplotlib==1.5.3 +numpy==1.11.1 +numpydoc==0.6.0 +retrying==1.3.3 +pytz==2016.6.1 +requests==2.11.1 +requests-oauthlib==0.6.2 +scipy==0.18.0 +Sphinx==1.4.6 +sphinx-intl==0.9.9 +tornado==4.4.1 +tweepy==3.5.0 +ws4py==0.3.5 From d01a673292d2a8161e14db8409dddcd702ddb1c4 Mon Sep 17 00:00:00 2001 From: huanghuafeng Date: Fri, 16 Jun 2017 10:08:26 +0800 Subject: [PATCH 2/2] new version translate added --- doc/locale/zh_CN/LC_MESSAGES/bar.po | 44 +- doc/locale/zh_CN/LC_MESSAGES/barfeed.po | 51 +- .../zh_CN/LC_MESSAGES/bitcoincharts_ref.po | 34 +- doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po | 41 +- doc/locale/zh_CN/LC_MESSAGES/broker.po | 63 +- doc/locale/zh_CN/LC_MESSAGES/dataseries.po | 34 +- doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po | 35 +- doc/locale/zh_CN/LC_MESSAGES/feed.po | 24 +- doc/locale/zh_CN/LC_MESSAGES/index.po | 84 +-- doc/locale/zh_CN/LC_MESSAGES/marketsession.po | 16 +- doc/locale/zh_CN/LC_MESSAGES/optimizer.po | 20 +- doc/locale/zh_CN/LC_MESSAGES/plotter.po | 33 +- doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po | 26 +- doc/locale/zh_CN/LC_MESSAGES/strategy.po | 63 +- doc/locale/zh_CN/LC_MESSAGES/talib.po | 584 +++++++++++++++++- doc/locale/zh_CN/LC_MESSAGES/technical.po | 41 +- doc/locale/zh_CN/LC_MESSAGES/tools.po | 46 +- doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po | 27 +- 18 files changed, 1035 insertions(+), 231 deletions(-) diff --git a/doc/locale/zh_CN/LC_MESSAGES/bar.po b/doc/locale/zh_CN/LC_MESSAGES/bar.po index 9f518992d..2169746cb 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/bar.po +++ b/doc/locale/zh_CN/LC_MESSAGES/bar.po @@ -9,70 +9,70 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../bar.rst:2 msgid "bar -- Instrument prices" -msgstr "" +msgstr "bar -- 股票交易价格序列" #: of pyalgotrade.bar.Bar:1 pyalgotrade.bar.Bars:1 pyalgotrade.bar.Frequency:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.bar.Frequency:1 msgid "Enum like class for bar frequencies. Valid values are:" -msgstr "" +msgstr "bar数据频率的枚举类，合法的类型有：" #: of pyalgotrade.bar.Frequency:3 msgid "**Frequency.TRADE**: The bar represents a single trade." -msgstr "" +msgstr "**Frequency.TRADE**: 一个bar代表单次交易。" #: of pyalgotrade.bar.Frequency:4 msgid "" "**Frequency.SECOND**: The bar summarizes the trading activity during 1 " "second." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表1秒内发生的交易的统计。" #: of pyalgotrade.bar.Frequency:5 msgid "" "**Frequency.MINUTE**: The bar summarizes the trading activity during 1 " "minute." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表1分钟内发生的交易的统计。" #: of pyalgotrade.bar.Frequency:6 msgid "**Frequency.HOUR**: The bar summarizes the trading activity during 1 hour." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表1小时内发生的交易的统计。" #: of pyalgotrade.bar.Frequency:7 msgid "**Frequency.DAY**: The bar summarizes the trading activity during 1 day." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表1天内发生的交易的统计。" #: of pyalgotrade.bar.Frequency:8 msgid "**Frequency.WEEK**: The bar summarizes the trading activity during 1 week." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表1周内发生的交易的统计。" #: of pyalgotrade.bar.Frequency:9 msgid "" "**Frequency.MONTH**: The bar summarizes the trading activity during 1 " "month." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表1个月内发生的交易的统计。" #: of pyalgotrade.bar.Bar:1 msgid "" "A Bar is a summary of the trading activity for a security in a given " "period." -msgstr "" +msgstr "**Frequency.SECOND**: 一个bar代表一只股票在给定周期内的交易的统计。" #: of pyalgotrade.bar.Bar:4 msgid "This is a base class and should not be used directly." -msgstr "" +msgstr "基类，不能直接使用。" #: of pyalgotrade.bar.Bar.getDateTime:1 msgid "Returns the :class:`datetime.datetime`." @@ -80,23 +80,23 @@ msgstr "" #: of pyalgotrade.bar.Bar.getOpen:1 msgid "Returns the opening price." -msgstr "" +msgstr "返回bar开价。" #: of pyalgotrade.bar.Bar.getHigh:1 msgid "Returns the highest price." -msgstr "" +msgstr "返回最高价。" #: of pyalgotrade.bar.Bar.getLow:1 msgid "Returns the lowest price." -msgstr "" +msgstr "返回最低价。" #: of pyalgotrade.bar.Bar.getClose:1 msgid "Returns the closing price." -msgstr "" +msgstr "返回bar收价。" #: of pyalgotrade.bar.Bar.getVolume:1 msgid "Returns the volume." -msgstr "" +msgstr "返回成交量。" #: of pyalgotrade.bar.Bar.getAdjClose:1 msgid "Returns the adjusted closing price." @@ -104,7 +104,7 @@ msgstr "" #: of pyalgotrade.bar.Bar.getFrequency:1 msgid "The bar's period." -msgstr "" +msgstr "bar的周期" #: of pyalgotrade.bar.Bar.getTypicalPrice:1 msgid "Returns the typical price." @@ -118,6 +118,10 @@ msgstr "" msgid "A group of :class:`Bar` objects." msgstr "" +#: of pyalgotrade.bar.Bars +msgid "Parameters" +msgstr "" + #: of pyalgotrade.bar.Bars:3 msgid "A map of instrument to :class:`Bar` objects." msgstr "" diff --git a/doc/locale/zh_CN/LC_MESSAGES/barfeed.po b/doc/locale/zh_CN/LC_MESSAGES/barfeed.po index 8663479a3..ab1a1ba9f 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/barfeed.po +++ b/doc/locale/zh_CN/LC_MESSAGES/barfeed.po @@ -9,32 +9,45 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../barfeed.rst:4 msgid "barfeed -- Bar providers" -msgstr "" +msgstr "barfeed -- Bar 数据源" #: of pyalgotrade.barfeed.BaseBarFeed:1 -msgid "基类：:class:`pyalgotrade.feed.BaseFeed`" +msgid "Bases: :class:`pyalgotrade.feed.BaseFeed`" msgstr "" #: of pyalgotrade.barfeed.BaseBarFeed:1 msgid "Base class for :class:`pyalgotrade.bar.Bar` providing feeds." -msgstr "" +msgstr ":class:`pyalgotrade.bar.Bar` 的基类，提供数据源(feeds)" + +#: of pyalgotrade.barfeed.BaseBarFeed +#: pyalgotrade.barfeed.BaseBarFeed.getDataSeries +#: pyalgotrade.barfeed.csvfeed.GenericBarFeed +#: pyalgotrade.barfeed.csvfeed.GenericBarFeed.addBarsFromCSV +#: pyalgotrade.barfeed.googlefeed.Feed +#: pyalgotrade.barfeed.googlefeed.Feed.addBarsFromCSV +#: pyalgotrade.barfeed.ninjatraderfeed.Feed +#: pyalgotrade.barfeed.ninjatraderfeed.Feed.addBarsFromCSV +#: pyalgotrade.barfeed.quandlfeed.Feed pyalgotrade.barfeed.yahoofeed.Feed +#: pyalgotrade.barfeed.yahoofeed.Feed.addBarsFromCSV +msgid "Parameters" +msgstr "参数" #: of pyalgotrade.barfeed.BaseBarFeed:3 msgid "" "The bars frequency. Valid values defined in " ":class:`pyalgotrade.bar.Frequency`." -msgstr "" +msgstr "bars 频率，合法的频率参 :class:`pyalgotrade.bar.Frequency`." #: of pyalgotrade.barfeed.BaseBarFeed:4 #: pyalgotrade.barfeed.csvfeed.GenericBarFeed:10 @@ -48,10 +61,13 @@ msgid "" "of items are discarded from the opposite end. If None then " "dataseries.DEFAULT_MAX_LEN is used." msgstr "" +":class:`pyalgotrade.dataseries.bards.BarDataSeries` 保存的最大条目数。一旦" +"达到最大条目数，添加新的条目后，同等数量的最旧的条目将会被删除。如果为 None " +"则使用 dataseries.DEFAULT_MAX_LEN is used." #: of pyalgotrade.barfeed.BaseBarFeed:10 pyalgotrade.barfeed.csvfeed.BarFeed:4 msgid "This is a base class and should not be used directly." -msgstr "" +msgstr "基类，不能直接使用" #: of pyalgotrade.barfeed.BaseBarFeed.getNextBars:1 msgid "" @@ -91,6 +107,10 @@ msgstr "" msgid "Instrument identifier. If None, the default instrument is returned." msgstr "" +#: of pyalgotrade.barfeed.BaseBarFeed.getDataSeries +msgid "Return type" +msgstr "" + #: of pyalgotrade.barfeed.BaseBarFeed.getDataSeries:5 msgid ":class:`pyalgotrade.dataseries.bards.BarDataSeries`." msgstr "" @@ -100,7 +120,7 @@ msgid "CSV" msgstr "" #: of pyalgotrade.barfeed.csvfeed.BarFeed:1 -msgid "基类：:class:`pyalgotrade.barfeed.membf.BarFeed`" +msgid "Bases: :class:`pyalgotrade.barfeed.membf.BarFeed`" msgstr "" #: of pyalgotrade.barfeed.csvfeed.BarFeed:1 @@ -111,7 +131,7 @@ msgstr "" #: pyalgotrade.barfeed.googlefeed.Feed:1 #: pyalgotrade.barfeed.ninjatraderfeed.Feed:1 #: pyalgotrade.barfeed.yahoofeed.Feed:1 -msgid "基类：:class:`pyalgotrade.barfeed.csvfeed.BarFeed`" +msgid "Bases: :class:`pyalgotrade.barfeed.csvfeed.BarFeed`" msgstr "" #: of pyalgotrade.barfeed.csvfeed.GenericBarFeed:1 @@ -248,14 +268,15 @@ msgid "Quandl" msgstr "" #: of pyalgotrade.barfeed.quandlfeed.Feed:1 -msgid "基类：:class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed`" +msgid "Bases: :class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed`" msgstr "" #: of pyalgotrade.barfeed.quandlfeed.Feed:1 msgid "" "A :class:`pyalgotrade.barfeed.csvfeed.BarFeed` that loads bars from CSV " "files downloaded from Quandl." -msgstr "" +msgstr ":class:`pyalgotrade.barfeed.csvfeed.BarFeed` 从 Quandl 下载的 CSV " +"文件中加载 bars 数据。" #: ../../barfeed.rst:38 msgid "Ninja Trader" @@ -265,15 +286,17 @@ msgstr "" msgid "" "A :class:`pyalgotrade.barfeed.csvfeed.BarFeed` that loads bars from CSV " "files exported from NinjaTrader." -msgstr "" +msgstr ":class:`pyalgotrade.barfeed.csvfeed.BarFeed` ，从 NinjaTrade " +"导出的 CSV 文件中加载 bars 数据。" #: of pyalgotrade.barfeed.ninjatraderfeed.Feed:3 msgid "" "The frequency of the bars. Only **pyalgotrade.bar.Frequency.MINUTE** or " "**pyalgotrade.bar.Frequency.DAY** are supported." -msgstr "" +msgstr "bars 的频率，只支持 **pyalgotrade.bar.Frequency.MINUTE** 或 " +"**pyalgotrade.bar.Frequency.DAY**" #: of pyalgotrade.barfeed.ninjatraderfeed.Feed.addBarsFromCSV:6 msgid "The path to the file." -msgstr "" +msgstr "文件的路径" diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po index 2c9203fcc..a105da427 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po +++ b/doc/locale/zh_CN/LC_MESSAGES/bitcoincharts_ref.po @@ -2,21 +2,20 @@ # Copyright (C) 2011-2014, Gabriel Martín Becedillas Ruiz # This file is distributed under the same license as the PyAlgoTrade # package. -# PyAlgoTrade 文档中文翻译 # #, fuzzy msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: 2016-09-17 20:35+0800\n" "Last-Translator: qytz \n" "Language-Team: msgroup \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../bitcoincharts_ref.rst:2 msgid "bitcoincharts -- Bitcoin Charts reference" @@ -27,7 +26,8 @@ msgid "Feeds" msgstr "数据源" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:1 -msgid "基类：:class:`pyalgotrade.barfeed.csvfeed.BarFeed`" +#, fuzzy +msgid "Bases: :class:`pyalgotrade.barfeed.csvfeed.BarFeed`" msgstr "基类：:class:`pyalgotrade.barfeed.csvfeed.BarFeed`" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:1 @@ -35,8 +35,14 @@ msgid "" "A BarFeed that builds bars from a Historic Trade Data CSV file as " "described in http://www.bitcoincharts.com/about/markets-api/. Files can " "be downloaded from http://api.bitcoincharts.com/v1/csv/." -msgstr "基于 http://www.bitcoincharts.com/about/markets-api/ 所描述的 CSV 历史交易数据格式" -"构建的 bar 数据源。CSV 文件可从 http://api.bitcoincharts.com/v1/csv/ 下载。" +msgstr "" +"基于 http://www.bitcoincharts.com/about/markets-api/ 所描述的 CSV 历史交易数据格式构建的 " +"bar 数据源。CSV 文件可从 http://api.bitcoincharts.com/v1/csv/ 下载。" + +#: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed +#: pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV +msgid "Parameters" +msgstr "" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:4 msgid "" @@ -51,16 +57,16 @@ msgid "" "None, it must be greater than 0. Once a bounded length is full, when new " "items are added, a corresponding number of items are discarded from the " "opposite end. If None then dataseries.DEFAULT_MAX_LEN is used." -msgstr ":class:`pyalgotrade.dataseries.bards.BarDataSeries` 存储的值的最大数量。如果不是 None，" -"则必须是大于0的整数。一旦达到最大值，新的数据添加时会丢弃掉同等数量的最老数据。若为 None， " -"则使用 dataseries.DEFAULT_MAX_LEN 。" +msgstr "" +":class:`pyalgotrade.dataseries.bards.BarDataSeries` 存储的值的最大数量。如果不是 " +"None，则必须是大于0的整数。一旦达到最大值，新的数据添加时会丢弃掉同等数量的最老数据。若为 None， 则使用 " +"dataseries.DEFAULT_MAX_LEN 。" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:13 msgid "" "A :class:`pyalgotrade.bar.Bar` instance will be created for every trade, " "so open, high, low and close values will all be the same." -msgstr "会创建一个 :class:`pyalgotrade.bar.Bar` 的实例用于每次交易，" -"因此他们的开盘价，最高价，最低价和收盘价都是一样的。" +msgstr "会创建一个 :class:`pyalgotrade.bar.Bar` 的实例用于每次交易，因此他们的开盘价，最高价，最低价和收盘价都是一样的。" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed:14 msgid "Files must be sorted with the **unixtime** column in ascending order." @@ -89,16 +95,14 @@ msgid "" "An optional datetime to use to filter bars to load. If supplied only " "those bars whose datetime is greater than or equal to fromDateTime are " "loaded." -msgstr "可选的 datetime 用于过滤要加载的 bar 数据，" -"如提供则只有时间大于等于 fromDateTime 的bar 数据会被加载。" +msgstr "可选的 datetime 用于过滤要加载的 bar 数据，如提供则只有时间大于等于 fromDateTime 的bar 数据会被加载。" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:12 msgid "" "An optional datetime to use to filter bars to load. If supplied only " "those bars whose datetime is lower than or equal to toDateTime are " "loaded." -msgstr "可选的 datetime 用于过滤要加载的 bar 数据，" -"如提供则只有时间小于等于 toDateTime 的 bar 数据会被加载。" +msgstr "可选的 datetime 用于过滤要加载的 bar 数据，如提供则只有时间小于等于 toDateTime 的 bar 数据会被加载。" #: of pyalgotrade.bitcoincharts.barfeed.CSVTradeFeed.addBarsFromCSV:17 msgid "Every file that you load bars from must have trades in the same currency." diff --git a/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po b/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po index eda63c8b6..04d1647c3 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po +++ b/doc/locale/zh_CN/LC_MESSAGES/bitstamp_ref.po @@ -9,14 +9,14 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: 2016-09-17 15:35+0800\n" "Last-Translator: qytz \n" "Language-Team: msgroup \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../bitstamp_ref.rst:2 msgid "bitstamp -- Bitstamp reference" @@ -30,12 +30,14 @@ msgstr "WebSocket" msgid "" "This package has classes for the events emitted by Bitstamp's streaming " "service. Check https://www.bitstamp.net/websocket/ for more information." -msgstr "本模块包含用于处理 Bitstamp streaming 服务触发的事件的类，" -"可访问 https://www.bitstamp.net/websocket/ 获取更多信息。" +msgstr "" +"本模块包含用于处理 Bitstamp streaming 服务触发的事件的类，可访问 " +"https://www.bitstamp.net/websocket/ 获取更多信息。" #: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate:1 #: pyalgotrade.bitstamp.wsclient.Trade:1 -msgid "基类：:class:`pyalgotrade.websocket.pusher.Event`" +#, fuzzy +msgid "Bases: :class:`pyalgotrade.websocket.pusher.Event`" msgstr "基类：:class:`pyalgotrade.websocket.pusher.Event`" #: of pyalgotrade.bitstamp.wsclient.OrderBookUpdate:1 @@ -92,13 +94,20 @@ msgid "Feeds" msgstr "数据源" #: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:1 -msgid "基类：:class:`pyalgotrade.barfeed.BaseBarFeed`" +#, fuzzy +msgid "Bases: :class:`pyalgotrade.barfeed.BaseBarFeed`" msgstr "基类：:class:`pyalgotrade.barfeed.BaseBarFeed`" #: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:1 msgid "A real-time BarFeed that builds bars from live trades." msgstr "基于实盘交易的实时数据源。" +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed +#: pyalgotrade.bitstamp.broker.LiveBroker +#: pyalgotrade.bitstamp.broker.PaperTradingBroker +msgid "Parameters" +msgstr "" + #: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:3 msgid "" "The maximum number of values that the " @@ -106,16 +115,16 @@ msgid "" "bounded length is full, when new items are added, a corresponding number " "of items are discarded from the opposite end. If None then " "dataseries.DEFAULT_MAX_LEN is used." -msgstr ":class:`pyalgotrade.dataseries.bards.BarDataSeries` 存储的值的最大数量。如果不是 None，" -"则必须是大于0的整数。一旦达到最大值，新的数据添加时会丢弃掉同等数量的老数据。若为 None， " -"则使用 dataseries.DEFAULT_MAX_LEN 。" +msgstr "" +":class:`pyalgotrade.dataseries.bards.BarDataSeries` 存储的值的最大数量。如果不是 " +"None，则必须是大于0的整数。一旦达到最大值，新的数据添加时会丢弃掉同等数量的老数据。若为 None， 则使用 " +"dataseries.DEFAULT_MAX_LEN 。" #: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed:9 msgid "" "Note that a Bar will be created for every trade, so open, high, low and " "close values will all be the same." -msgstr ":class:`pyalgotrade.bar.Bar` 的实例会在每次交易时创建，" -"因此开盘价，最高价，最低价和收盘价都是一样的。" +msgstr ":class:`pyalgotrade.bar.Bar` 的实例会在每次交易时创建，因此开盘价，最高价，最低价和收盘价都是一样的。" #: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent:1 msgid "Returns the event that will be emitted when the orderbook gets updated." @@ -129,6 +138,10 @@ msgstr "事件处理器需要接受如下参数：" msgid "A :class:`pyalgotrade.bitstamp.wsclient.OrderBookUpdate` instance." msgstr ":class:`pyalgotrade.bitstamp.wsclient.OrderBookUpdate` 的实例。" +#: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent +msgid "Return type" +msgstr "" + #: of pyalgotrade.bitstamp.barfeed.LiveTradeFeed.getOrderBookUpdateEvent:6 msgid ":class:`pyalgotrade.observer.Event`." msgstr ":class:`pyalgotrade.observer.Event`." @@ -138,7 +151,8 @@ msgid "Brokers" msgstr "经纪商" #: of pyalgotrade.bitstamp.broker.PaperTradingBroker:1 -msgid "基类：:class:`pyalgotrade.bitstamp.broker.BacktestingBroker`" +#, fuzzy +msgid "Bases: :class:`pyalgotrade.bitstamp.broker.BacktestingBroker`" msgstr "基类：:class:`pyalgotrade.bitstamp.broker.BacktestingBroker`" #: of pyalgotrade.bitstamp.broker.PaperTradingBroker:1 @@ -182,7 +196,8 @@ msgid "SELL_SHORT orders are mapped to SELL orders." msgstr "SELL_SHORT orders are mapped to SELL orders." #: of pyalgotrade.bitstamp.broker.LiveBroker:1 -msgid "基类：:class:`pyalgotrade.broker.Broker`" +#, fuzzy +msgid "Bases: :class:`pyalgotrade.broker.Broker`" msgstr "基类：:class:`pyalgotrade.broker.Broker`" #: of pyalgotrade.bitstamp.broker.LiveBroker:1 diff --git a/doc/locale/zh_CN/LC_MESSAGES/broker.po b/doc/locale/zh_CN/LC_MESSAGES/broker.po index 5fdb762fd..0710f289b 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/broker.po +++ b/doc/locale/zh_CN/LC_MESSAGES/broker.po @@ -9,18 +9,18 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../broker.rst:2 msgid "broker -- Order management classes" -msgstr "" +msgstr "broker -- 订单管理类" #: ../../broker.rst:5 msgid "Base module and classes" @@ -30,13 +30,41 @@ msgstr "" #: pyalgotrade.broker.backtesting.Commission:1 #: pyalgotrade.broker.fillstrategy.FillStrategy:1 #: pyalgotrade.broker.slippage.SlippageModel:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.broker.Order:1 msgid "Base class for orders." msgstr "" +#: of pyalgotrade.broker.Broker.cancelOrder +#: pyalgotrade.broker.Broker.createLimitOrder +#: pyalgotrade.broker.Broker.createMarketOrder +#: pyalgotrade.broker.Broker.createStopLimitOrder +#: pyalgotrade.broker.Broker.createStopOrder +#: pyalgotrade.broker.Broker.getActiveOrders pyalgotrade.broker.Broker.getCash +#: pyalgotrade.broker.Broker.submitOrder pyalgotrade.broker.Order +#: pyalgotrade.broker.Order.setAllOrNone +#: pyalgotrade.broker.Order.setGoodTillCanceled +#: pyalgotrade.broker.backtesting.Broker +#: pyalgotrade.broker.backtesting.Broker.setCommission +#: pyalgotrade.broker.backtesting.Commission.calculate +#: pyalgotrade.broker.backtesting.FixedPerTrade +#: pyalgotrade.broker.backtesting.TradePercentage +#: pyalgotrade.broker.fillstrategy.DefaultStrategy +#: pyalgotrade.broker.fillstrategy.DefaultStrategy.setSlippageModel +#: pyalgotrade.broker.fillstrategy.DefaultStrategy.setVolumeLimit +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.onBars +#: pyalgotrade.broker.fillstrategy.FillStrategy.onOrderFilled +#: pyalgotrade.broker.slippage.SlippageModel.calculatePrice +#: pyalgotrade.broker.slippage.VolumeShareSlippage +msgid "Parameters" +msgstr "" + #: of pyalgotrade.broker.Order:3 msgid "The order type" msgstr "" @@ -248,13 +276,28 @@ msgid "" "part of it, gets filled." msgstr "" +#: of pyalgotrade.broker.Broker.createLimitOrder +#: pyalgotrade.broker.Broker.createMarketOrder +#: pyalgotrade.broker.Broker.createStopLimitOrder +#: pyalgotrade.broker.Broker.createStopOrder +#: pyalgotrade.broker.Order.getExecutionInfo +#: pyalgotrade.broker.backtesting.Broker.getCommission +#: pyalgotrade.broker.backtesting.Commission.calculate +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillLimitOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillMarketOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopLimitOrder +#: pyalgotrade.broker.fillstrategy.FillStrategy.fillStopOrder +#: pyalgotrade.broker.slippage.SlippageModel.calculatePrice +msgid "Return type" +msgstr "" + #: of pyalgotrade.broker.Order.getExecutionInfo:4 msgid ":class:`OrderExecutionInfo`." msgstr "" #: of pyalgotrade.broker.LimitOrder:1 pyalgotrade.broker.MarketOrder:1 #: pyalgotrade.broker.StopLimitOrder:1 pyalgotrade.broker.StopOrder:1 -msgid "基类：:class:`pyalgotrade.broker.Order`" +msgid "Bases: :class:`pyalgotrade.broker.Order`" msgstr "" #: of pyalgotrade.broker.MarketOrder:1 @@ -306,7 +349,7 @@ msgid "Returns the :class:`datatime.datetime` when the order was executed." msgstr "" #: of pyalgotrade.broker.Broker:1 -msgid "基类：:class:`pyalgotrade.observer.Subject`" +msgid "Bases: :class:`pyalgotrade.observer.Subject`" msgstr "" #: of pyalgotrade.broker.Broker:1 @@ -469,7 +512,7 @@ msgstr "" #: of pyalgotrade.broker.backtesting.FixedPerTrade:1 #: pyalgotrade.broker.backtesting.NoCommission:1 #: pyalgotrade.broker.backtesting.TradePercentage:1 -msgid "基类：:class:`pyalgotrade.broker.backtesting.Commission`" +msgid "Bases: :class:`pyalgotrade.broker.backtesting.Commission`" msgstr "" #: of pyalgotrade.broker.backtesting.NoCommission:1 @@ -497,7 +540,7 @@ msgid "" msgstr "" #: of pyalgotrade.broker.backtesting.Broker:1 -msgid "基类：:class:`pyalgotrade.broker.Broker`" +msgid "Bases: :class:`pyalgotrade.broker.Broker`" msgstr "" #: of pyalgotrade.broker.backtesting.Broker:1 @@ -577,7 +620,7 @@ msgstr "" #: of pyalgotrade.broker.slippage.NoSlippage:1 #: pyalgotrade.broker.slippage.VolumeShareSlippage:1 -msgid "基类：:class:`pyalgotrade.broker.slippage.SlippageModel`" +msgid "Bases: :class:`pyalgotrade.broker.slippage.SlippageModel`" msgstr "" #: of pyalgotrade.broker.slippage.NoSlippage:1 @@ -673,7 +716,7 @@ msgid "The order filled." msgstr "" #: of pyalgotrade.broker.fillstrategy.DefaultStrategy:1 -msgid "基类：:class:`pyalgotrade.broker.fillstrategy.FillStrategy`" +msgid "Bases: :class:`pyalgotrade.broker.fillstrategy.FillStrategy`" msgstr "" #: of pyalgotrade.broker.fillstrategy.DefaultStrategy:1 diff --git a/doc/locale/zh_CN/LC_MESSAGES/dataseries.po b/doc/locale/zh_CN/LC_MESSAGES/dataseries.po index 9ae3bd8b2..cdf3f89c5 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/dataseries.po +++ b/doc/locale/zh_CN/LC_MESSAGES/dataseries.po @@ -9,14 +9,14 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../dataseries.rst:2 msgid "dataseries -- Basic dataseries classes" @@ -27,7 +27,7 @@ msgid "Data series are abstractions used to manage time-series data." msgstr "" #: of pyalgotrade.dataseries.DataSeries:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.dataseries.DataSeries:1 @@ -53,13 +53,21 @@ msgid "Returns a list of :class:`datetime.datetime` associated with each value." msgstr "" #: of pyalgotrade.dataseries.SequenceDataSeries:1 -msgid "基类：:class:`pyalgotrade.dataseries.DataSeries`" +msgid "Bases: :class:`pyalgotrade.dataseries.DataSeries`" msgstr "" #: of pyalgotrade.dataseries.SequenceDataSeries:1 msgid "A DataSeries that holds values in a sequence in memory." msgstr "" +#: of pyalgotrade.dataseries.SequenceDataSeries +#: pyalgotrade.dataseries.aligned.datetime_aligned +#: pyalgotrade.dataseries.bards.BarDataSeries +#: pyalgotrade.dataseries.resampled.ResampledBarDataSeries +#: pyalgotrade.dataseries.resampled.ResampledBarDataSeries.checkNow +msgid "Parameters" +msgstr "" + #: of pyalgotrade.dataseries.SequenceDataSeries:3 #: pyalgotrade.dataseries.bards.BarDataSeries:3 msgid "" @@ -110,7 +118,7 @@ msgid "" msgstr "" #: of pyalgotrade.dataseries.bards.BarDataSeries:1 -msgid "基类：:class:`pyalgotrade.dataseries.SequenceDataSeries`" +msgid "Bases: :class:`pyalgotrade.dataseries.SequenceDataSeries`" msgstr "" #: of pyalgotrade.dataseries.bards.BarDataSeries:1 @@ -157,7 +165,7 @@ msgstr "" #: of pyalgotrade.dataseries.resampled.ResampledBarDataSeries:1 msgid "" -"基类：:class:`pyalgotrade.dataseries.bards.BarDataSeries`, " +"Bases: :class:`pyalgotrade.dataseries.bards.BarDataSeries`, " ":class:`pyalgotrade.dataseries.resampled.DSResampler`" msgstr "" @@ -213,3 +221,17 @@ msgstr "" msgid "The current datetime." msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.dataseries.DataSeries`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.dataseries.SequenceDataSeries`" +#~ msgstr "" + +#~ msgid "" +#~ "基类：:class:`pyalgotrade.dataseries.bards.BarDataSeries`, " +#~ ":class:`pyalgotrade.dataseries.resampled.DSResampler`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po b/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po index 715471366..8e9552496 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po +++ b/doc/locale/zh_CN/LC_MESSAGES/eventprofiler.po @@ -9,14 +9,14 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: 2016-09-17 20:35+0800\n" "Last-Translator: qytz \n" "Language-Team: msgroup \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../eventprofiler.rst:2 msgid "Event profiler" @@ -31,10 +31,10 @@ msgid "" "data for a specified event and then calculates the impact of that event " "on the equity prices in the past and the future over a certain lookback " "period." -msgstr "**eventprofiler** 模块的灵感来自于 " -"QSTK（http://wiki.quantsoftware.org/index.php?title=QSTK_Tutorial_9），" -"**eventprofiler** 模块用于分析、统计事件是如何影响未来股票价格的。事件分析器器通过" -"扫描某特定时间的历史行情数据来计算该事件对未来及过去一段时间该股票价格的影响。" +msgstr "" +"**eventprofiler** 模块的灵感来自于 " +"QSTK（http://wiki.quantsoftware.org/index.php?title=QSTK_Tutorial_9），**eventprofiler**" +" 模块用于分析、统计事件是如何影响未来股票价格的。事件分析器器通过扫描某特定时间的历史行情数据来计算该事件对未来及过去一段时间该股票价格的影响。" #: ../../eventprofiler.rst:9 msgid "" @@ -44,7 +44,8 @@ msgstr "**本工具的目的是使你在继续回测进程前快速的验证你 #: of pyalgotrade.eventprofiler.Predicate:1 #: pyalgotrade.eventprofiler.Profiler:1 pyalgotrade.eventprofiler.Results:1 -msgid "基类：:class:`object`" +#, fuzzy +msgid "Bases: :class:`object`" msgstr "基类：:class:`object`" #: of pyalgotrade.eventprofiler.Results:1 @@ -67,8 +68,13 @@ msgstr "事件基类，你需要实现本类的子类来标识事件。" msgid "" "Override (**mandatory**) to determine if an event took place in the last " "bar (bards[-1])." -msgstr "**强制重写** 上一个 bar （bards[-1]，译注：疑似原文有误，" -"可能为 bars[-1]）是否发生了某个事件。" +msgstr "**强制重写** 上一个 bar （bards[-1]，译注：疑似原文有误，可能为 bars[-1]）是否发生了某个事件。" + +#: of pyalgotrade.eventprofiler.Predicate.eventOccurred +#: pyalgotrade.eventprofiler.Profiler pyalgotrade.eventprofiler.Profiler.run +#: pyalgotrade.eventprofiler.plot +msgid "Parameters" +msgstr "" #: of pyalgotrade.eventprofiler.Predicate.eventOccurred:3 msgid "Instrument identifier." @@ -78,6 +84,11 @@ msgstr "股票代码。" msgid "The BarDataSeries for the given instrument." msgstr "该股票的 bar 数据序列。" +#: of pyalgotrade.eventprofiler.Predicate.eventOccurred +#: pyalgotrade.eventprofiler.Profiler.getResults +msgid "Return type" +msgstr "" + #: of pyalgotrade.eventprofiler.Profiler:1 msgid "" "This class is responsible for scanning over historical data and analyzing" @@ -133,7 +144,8 @@ msgid "" "The following example is inspired on the 'Buy-on-Gap Model' from Ernie " "Chan's book: 'Algorithmic Trading: Winning Strategies and Their " "Rationale':" -msgstr "下面的例子基于 Ernie Chan 的 《Algorithmic Trading: Winning Strategies and Their " +msgstr "" +"下面的例子基于 Ernie Chan 的 《Algorithmic Trading: Winning Strategies and Their " "Rationale》的 选择跳空股票模型（'Buy-on-Gap Model'）。" #: ../../eventprofiler.rst:22 @@ -143,8 +155,7 @@ msgid "" "deviation. The standard deviation is computed using the daily close-to-" "close returns of the last 90 days. These are the stocks that \"gapped " "down\"." -msgstr "想法是在开盘前选择昨天收盘价比今天开盘价低于某个标准，该标准通过最近90天的" -"日均收盘价进行计算。这些股票称为 \"gapped down\" 。" +msgstr "想法是在开盘前选择昨天收盘价比今天开盘价低于某个标准，该标准通过最近90天的日均收盘价进行计算。这些股票称为 \"gapped down\" 。" #: ../../eventprofiler.rst:25 msgid "" diff --git a/doc/locale/zh_CN/LC_MESSAGES/feed.po b/doc/locale/zh_CN/LC_MESSAGES/feed.po index 6b947e024..3be880f7f 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/feed.po +++ b/doc/locale/zh_CN/LC_MESSAGES/feed.po @@ -9,18 +9,18 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../feed.rst:2 msgid "feed -- Basic feeds" -msgstr "" +msgstr "feed -- 基本数据源" #: ../../feed.rst:4 msgid "" @@ -29,7 +29,8 @@ msgid "" "available. Feeds are also responsible for updating the " ":class:`pyalgotrade.dataseries.DataSeries` associated with each piece of " "data that the feed provides." -msgstr "" +msgstr "Feeds 是时序数据源的抽象。在 dispatch 的循环中，新数据到来时 Feeds 产生事件。" +"Feeds 也会基于 feed 新产生的数据更新 :class:`pyalgotrade.dataseries.DataSeries` " #: ../../feed.rst:9 msgid "" @@ -38,13 +39,18 @@ msgid "" msgstr "" #: of pyalgotrade.feed.BaseFeed:1 -msgid "基类：:class:`pyalgotrade.observer.Subject`" +msgid "Bases: :class:`pyalgotrade.observer.Subject`" msgstr "" #: of pyalgotrade.feed.BaseFeed:1 msgid "Base class for feeds." msgstr "" +#: of pyalgotrade.feed.BaseFeed pyalgotrade.feed.csvfeed.Feed +#: pyalgotrade.feed.csvfeed.Feed.addValuesFromCSV +msgid "Parameters" +msgstr "" + #: of pyalgotrade.feed.BaseFeed:3 msgid "" "The maximum number of values that each " @@ -87,7 +93,7 @@ msgid "CSV support" msgstr "" #: of pyalgotrade.feed.csvfeed.Feed:1 -msgid "基类：:class:`pyalgotrade.feed.csvfeed.BaseFeed`" +msgid "Bases: :class:`pyalgotrade.feed.csvfeed.BaseFeed`" msgstr "" #: of pyalgotrade.feed.csvfeed.Feed:1 @@ -155,3 +161,9 @@ msgstr "" msgid "and the output should look like this:" msgstr "" +#~ msgid "基类：:class:`pyalgotrade.observer.Subject`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.feed.csvfeed.BaseFeed`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/index.po b/doc/locale/zh_CN/LC_MESSAGES/index.po index c40a2fa4f..155276acf 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/index.po +++ b/doc/locale/zh_CN/LC_MESSAGES/index.po @@ -9,81 +9,35 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:32+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: qytz \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" -#: ../../intro.rst:2 -msgid "Introduction" -msgstr "介绍" +#: ../../index.rst:7 +msgid "PyAlgoTrade documentation" +msgstr "PyAlgoTrade 中文文档" -#: ../../intro.rst:7 -msgid "" -"PyAlgoTrade is an event driven algorithmic trading Python library with " -"support for:" -msgstr "PyAlgoTrade 是一个事件驱动的算法交易库，并且支持：" - -#: ../../intro.rst:5 -msgid "Backtesting with historical data from CSV files." -msgstr "使用CSV文件格式的历史数据回测；" - -#: ../../intro.rst:6 -msgid "Paper trading using :ref:`Bitstamp ` live feeds." -msgstr "使用 :ref:`Bitstamp ` 实时数据进行模拟交易" - -#: ../../intro.rst:7 -msgid "Real trading on Bitstamp." -msgstr "在Bitstamp平台实时交易" - -#: ../../intro.rst:9 -msgid "" -"It should also make it easy to optimize a strategy using multiple " -"computers." -msgstr "It should also make it easy to optimize a strategy using 多台 计算机." - -#: ../../intro.rst:17 -msgid "PyAlgoTrade is developed using Python 2.7 and depends on:" -msgstr "PyAlgoTrade is developed using Python 2.7 and 依赖:" - -#: ../../intro.rst:12 -msgid "NumPy and SciPy (http://numpy.scipy.org/)." -msgstr "NumPy and SciPy (http://numpy.scipy.org/)." +#: ../../index.rst:9 +msgid "Contents:" +msgstr "目录" -#: ../../intro.rst:13 -msgid "pytz (http://pytz.sourceforge.net/)." -msgstr "pytz (http://pytz.sourceforge.net/)." +#: ../../index.rst:26 +msgid "Indices and tables" +msgstr "Indices and tables" -#: ../../intro.rst:14 -msgid "matplotlib (http://matplotlib.sourceforge.net/) for plotting support." -msgstr "matplotlib (http://matplotlib.sourceforge.net/) for plotting support." - -#: ../../intro.rst:15 -#, fuzzy -msgid "" -"ws4py (https://github.com/Lawouach/WebSocket-for-Python) for Bitstamp " -"support." +#: ../../index.rst:28 +msgid ":ref:`genindex`" msgstr "" -"4py (https://github.com/Lawouach/WebSocket-for-Python) for Bitstamp " -"\"\"support." - -#: ../../intro.rst:16 -msgid "tornado (http://www.tornadoweb.org/en/stable/) for Bitstamp support." -msgstr "tornado (http://www.tornadoweb.org/en/stable/) for Bitstamp support." -#: ../../intro.rst:17 -msgid "tweepy (https://github.com/tweepy/tweepy) for Twitter support." -msgstr "tweepy (https://github.com/tweepy/tweepy) for Twitter support." - -#: ../../intro.rst:19 -msgid "so you need to have those installed in order to use this library." -msgstr "so you need to have those installed in order to use this library." - -#: ../../intro.rst:21 -msgid "You can install PyAlgoTrade using pip like this: ::" -msgstr "You can install PyAlgoTrade using pip like this: ::" +#: ../../index.rst:29 +msgid ":ref:`modindex`" +msgstr "" +#: ../../index.rst:30 +msgid ":ref:`search`" +msgstr "" diff --git a/doc/locale/zh_CN/LC_MESSAGES/marketsession.po b/doc/locale/zh_CN/LC_MESSAGES/marketsession.po index 7caf88278..1053e59b6 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/marketsession.po +++ b/doc/locale/zh_CN/LC_MESSAGES/marketsession.po @@ -9,21 +9,21 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../marketsession.rst:2 msgid "marketsession -- Market sessions" -msgstr "" +msgstr "marketsession -- Market sessions" #: of pyalgotrade.marketsession.MarketSession:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.marketsession.MarketSession:1 @@ -42,7 +42,7 @@ msgstr "" #: pyalgotrade.marketsession.MERVAL:1 pyalgotrade.marketsession.NASDAQ:1 #: pyalgotrade.marketsession.NYSE:1 pyalgotrade.marketsession.TSE:1 #: pyalgotrade.marketsession.USEquities:1 -msgid "基类：:class:`pyalgotrade.marketsession.MarketSession`" +msgid "Bases: :class:`pyalgotrade.marketsession.MarketSession`" msgstr "" #: of pyalgotrade.marketsession.NASDAQ:1 @@ -73,3 +73,9 @@ msgstr "" msgid "Tokyo Stock Exchange market session." msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.marketsession.MarketSession`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/optimizer.po b/doc/locale/zh_CN/LC_MESSAGES/optimizer.po index 2fa0ac047..258d17b58 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/optimizer.po +++ b/doc/locale/zh_CN/LC_MESSAGES/optimizer.po @@ -9,21 +9,21 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../optimizer.rst:2 msgid "optimizer -- Parallel optimizers" -msgstr "" +msgstr "optimizer -- 并行优化器" #: of pyalgotrade.optimizer.server.Results:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.optimizer.server.Results:1 @@ -44,6 +44,11 @@ msgid "" "workers to use." msgstr "" +#: of pyalgotrade.optimizer.local.run pyalgotrade.optimizer.server.serve +#: pyalgotrade.optimizer.worker.run +msgid "Parameters" +msgstr "" + #: of pyalgotrade.optimizer.server.serve:3 msgid "The bar feed that each worker will use to backtest the strategy." msgstr "" @@ -62,6 +67,10 @@ msgstr "" msgid "The port to listen for incoming worker connections." msgstr "" +#: of pyalgotrade.optimizer.local.run pyalgotrade.optimizer.server.serve +msgid "Return type" +msgstr "" + #: of pyalgotrade.optimizer.server.serve:10 msgid "" "A :class:`Results` instance with the best results found or None if no " @@ -137,3 +146,6 @@ msgid "" " executions using a different criteria." msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/plotter.po b/doc/locale/zh_CN/LC_MESSAGES/plotter.po index 4f1ec2d14..cbc588d01 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/plotter.po +++ b/doc/locale/zh_CN/LC_MESSAGES/plotter.po @@ -9,27 +9,37 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../plotter.rst:2 msgid "plotter -- Strategy plotter" -msgstr "" +msgstr "plotter -- 策略绘图器" #: of pyalgotrade.plotter.StrategyPlotter:1 pyalgotrade.plotter.Subplot:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.plotter.Subplot.addCallback:1 msgid "Add a callback that will be called on each bar." msgstr "" +#: of pyalgotrade.plotter.StrategyPlotter +#: pyalgotrade.plotter.StrategyPlotter.buildFigureAndSubplots +#: pyalgotrade.plotter.StrategyPlotter.getOrCreateSubplot +#: pyalgotrade.plotter.StrategyPlotter.plot +#: pyalgotrade.plotter.Subplot.addCallback +#: pyalgotrade.plotter.Subplot.addDataSeries +#: pyalgotrade.plotter.Subplot.addLine +msgid "Parameters" +msgstr "" + #: of pyalgotrade.plotter.Subplot.addCallback:3 msgid "A name for the series values." msgstr "" @@ -65,7 +75,7 @@ msgid "The position for the line." msgstr "" #: of pyalgotrade.plotter.InstrumentSubplot:1 -msgid "基类：:class:`pyalgotrade.plotter.Subplot`" +msgid "Bases: :class:`pyalgotrade.plotter.Subplot`" msgstr "" #: of pyalgotrade.plotter.InstrumentSubplot:1 @@ -114,6 +124,13 @@ msgid "" "plotted." msgstr "" +#: of pyalgotrade.plotter.StrategyPlotter.buildFigureAndSubplots +#: pyalgotrade.plotter.StrategyPlotter.getInstrumentSubplot +#: pyalgotrade.plotter.StrategyPlotter.getOrCreateSubplot +#: pyalgotrade.plotter.StrategyPlotter.getPortfolioSubplot +msgid "Return type" +msgstr "" + #: of pyalgotrade.plotter.StrategyPlotter.getInstrumentSubplot:1 msgid "Returns the InstrumentSubplot for a given instrument" msgstr "" @@ -143,3 +160,9 @@ msgstr "" msgid "Plots the strategy execution. Must be called after running the strategy." msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.plotter.Subplot`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po b/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po index c7060012c..f6c67fd68 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po +++ b/doc/locale/zh_CN/LC_MESSAGES/stratanalyzer.po @@ -9,18 +9,18 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../stratanalyzer.rst:2 msgid "stratanalyzer -- Strategy analyzers" -msgstr "" +msgstr "stratanalyzer -- 策略分析器" #: ../../stratanalyzer.rst:4 msgid "" @@ -29,7 +29,7 @@ msgid "" msgstr "" #: of pyalgotrade.stratanalyzer.StrategyAnalyzer:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.stratanalyzer.StrategyAnalyzer:1 @@ -48,7 +48,7 @@ msgstr "" #: pyalgotrade.stratanalyzer.returns.Returns:1 #: pyalgotrade.stratanalyzer.sharpe.SharpeRatio:1 #: pyalgotrade.stratanalyzer.trades.Trades:1 -msgid "基类：:class:`pyalgotrade.stratanalyzer.StrategyAnalyzer`" +msgid "Bases: :class:`pyalgotrade.stratanalyzer.StrategyAnalyzer`" msgstr "" #: of pyalgotrade.stratanalyzer.returns.Returns:1 @@ -57,6 +57,12 @@ msgid "" "time-weighted returns for the whole portfolio." msgstr "" +#: of pyalgotrade.stratanalyzer.returns.Returns +#: pyalgotrade.stratanalyzer.sharpe.SharpeRatio +#: pyalgotrade.stratanalyzer.sharpe.SharpeRatio.getSharpeRatio +msgid "Parameters" +msgstr "" + #: of pyalgotrade.stratanalyzer.returns.Returns:4 msgid "" "The maximum number of values to hold in net and cumulative returs " @@ -119,6 +125,10 @@ msgstr "" msgid "Returns the duration of the longest drawdown." msgstr "" +#: of pyalgotrade.stratanalyzer.drawdown.DrawDown.getLongestDrawDownDuration +msgid "Return type" +msgstr "" + #: of pyalgotrade.stratanalyzer.drawdown.DrawDown.getLongestDrawDownDuration:3 msgid ":class:`datetime.timedelta`." msgstr "" @@ -237,3 +247,9 @@ msgstr "" msgid "The output should look like this:" msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.stratanalyzer.StrategyAnalyzer`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/strategy.po b/doc/locale/zh_CN/LC_MESSAGES/strategy.po index 27ff5ca7f..32e9cf8e9 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/strategy.po +++ b/doc/locale/zh_CN/LC_MESSAGES/strategy.po @@ -9,18 +9,18 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../strategy.rst:2 msgid "strategy -- Basic strategy classes" -msgstr "" +msgstr "strategy -- 策略基类" #: ../../strategy.rst:4 msgid "" @@ -85,13 +85,43 @@ msgstr "" #: of pyalgotrade.strategy.BaseStrategy:1 #: pyalgotrade.strategy.position.Position:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.strategy.BaseStrategy:1 msgid "Base class for strategies." msgstr "" +#: of pyalgotrade.strategy.BacktestingStrategy +#: pyalgotrade.strategy.BaseStrategy +#: pyalgotrade.strategy.BaseStrategy.enterLong +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit +#: pyalgotrade.strategy.BaseStrategy.enterLongStop +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit +#: pyalgotrade.strategy.BaseStrategy.enterShort +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit +#: pyalgotrade.strategy.BaseStrategy.enterShortStop +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit +#: pyalgotrade.strategy.BaseStrategy.limitOrder +#: pyalgotrade.strategy.BaseStrategy.marketOrder +#: pyalgotrade.strategy.BaseStrategy.onBars +#: pyalgotrade.strategy.BaseStrategy.onEnterCanceled +#: pyalgotrade.strategy.BaseStrategy.onEnterOk +#: pyalgotrade.strategy.BaseStrategy.onExitCanceled +#: pyalgotrade.strategy.BaseStrategy.onExitOk +#: pyalgotrade.strategy.BaseStrategy.onFinish +#: pyalgotrade.strategy.BaseStrategy.onOrderUpdated +#: pyalgotrade.strategy.BaseStrategy.resampleBarFeed +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder +#: pyalgotrade.strategy.BaseStrategy.stopOrder +#: pyalgotrade.strategy.position.Position +#: pyalgotrade.strategy.position.Position.exitLimit +#: pyalgotrade.strategy.position.Position.exitMarket +#: pyalgotrade.strategy.position.Position.exitStop +#: pyalgotrade.strategy.position.Position.exitStopLimit +msgid "Parameters" +msgstr "" + #: of pyalgotrade.strategy.BaseStrategy:3 msgid "The bar feed that will supply the bars." msgstr "" @@ -172,6 +202,23 @@ msgstr "" msgid "True if the order should be completely filled or not at all." msgstr "" +#: of pyalgotrade.strategy.BaseStrategy.enterLong +#: pyalgotrade.strategy.BaseStrategy.enterLongLimit +#: pyalgotrade.strategy.BaseStrategy.enterLongStop +#: pyalgotrade.strategy.BaseStrategy.enterLongStopLimit +#: pyalgotrade.strategy.BaseStrategy.enterShort +#: pyalgotrade.strategy.BaseStrategy.enterShortLimit +#: pyalgotrade.strategy.BaseStrategy.enterShortStop +#: pyalgotrade.strategy.BaseStrategy.enterShortStopLimit +#: pyalgotrade.strategy.BaseStrategy.limitOrder +#: pyalgotrade.strategy.BaseStrategy.marketOrder +#: pyalgotrade.strategy.BaseStrategy.resampleBarFeed +#: pyalgotrade.strategy.BaseStrategy.stopLimitOrder +#: pyalgotrade.strategy.BaseStrategy.stopOrder +#: pyalgotrade.strategy.position.Position.getAge +msgid "Return type" +msgstr "" + #: of pyalgotrade.strategy.BaseStrategy.marketOrder:13 msgid "The :class:`pyalgotrade.broker.MarketOrder` submitted." msgstr "" @@ -446,7 +493,7 @@ msgid ":class:`pyalgotrade.barfeed.BaseBarFeed`." msgstr "" #: of pyalgotrade.strategy.BacktestingStrategy:1 -msgid "基类：:class:`pyalgotrade.strategy.BaseStrategy`" +msgid "Bases: :class:`pyalgotrade.strategy.BaseStrategy`" msgstr "" #: of pyalgotrade.strategy.BacktestingStrategy:1 @@ -637,3 +684,9 @@ msgid "" " and the exit datetime is returned." msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.strategy.BaseStrategy`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/talib.po b/doc/locale/zh_CN/LC_MESSAGES/talib.po index 446be2de7..1f0f4b887 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/talib.po +++ b/doc/locale/zh_CN/LC_MESSAGES/talib.po @@ -9,14 +9,14 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: 2016-09-17 20:35+0800\n" "Last-Translator: qytz \n" "Language-Team: msgroup \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../talib.rst:2 msgid "TA-Lib integration" @@ -30,18 +30,20 @@ msgid "" ":class:`pyalgotrade.dataseries.DataSeries` or " ":class:`pyalgotrade.dataseries.bards.BarDataSeries` instances instead of " "numpy arrays." -msgstr "**pyalgotrade.talibext.indicator** 模块提供了 TA-Lib（http://mrjbq7.github.com/ta-lib/） " -"的 Python 包装，我们不需要 numpy 的数组就可以通过 :class:`pyalgotrade.dataseries.DataSeries` 和 " -":class:`pyalgotrade.dataseries.bards.BarDataSeries` " -"直接调用 TA-Lib 的函数。" +msgstr "" +"**pyalgotrade.talibext.indicator** 模块提供了 TA-Lib（http://mrjbq7.github.com" +"/ta-lib/） 的 Python 包装，我们不需要 numpy 的数组就可以通过 " +":class:`pyalgotrade.dataseries.DataSeries` 和 " +":class:`pyalgotrade.dataseries.bards.BarDataSeries` 直接调用 TA-Lib 的函数。" #: ../../talib.rst:8 msgid "" "If you're familiar with the **talib** module, then using the " "**pyalgotrade.talibext.indicator** module should be straightforward. When" " using **talib** standalone you do something like this: ::" -msgstr "如果你对 **talib** 模块熟悉，那么使用 **pyalgotrade.talibext.indicator** 模块也很简单。" -"单独使用 **talib** 时你需要像下面这样::" +msgstr "" +"如果你对 **talib** 模块熟悉，那么使用 **pyalgotrade.talibext.indicator** 模块也很简单。单独使用 " +"**talib** 时你需要像下面这样::" #: ../../talib.rst:17 msgid "" @@ -55,24 +57,26 @@ msgid "" "one or more dataseries (most receive just one) and the number of values " "to use from the dataseries. In the example above, we're calculating " "Bollinger Bands over the last 100 closing prices." -msgstr "**pyalgotrade.talibext.indicator** 模块的每个函数接受一或多个（多数函数接受一个） " -"dataseries 参数和要用到 dataseries 中值的个数。" -"上面的例子中我们基于最近的一百条收盘价格计算了该股票的布林带。" +msgstr "" +"**pyalgotrade.talibext.indicator** 模块的每个函数接受一或多个（多数函数接受一个） dataseries " +"参数和要用到 dataseries 中值的个数。上面的例子中我们基于最近的一百条收盘价格计算了该股票的布林带。" #: ../../talib.rst:28 msgid "" "If the parameter name is **ds**, then you should pass a regular " ":class:`pyalgotrade.dataseries.DataSeries` instance, like the one shown " "in the example above." -msgstr "就像上面的例子，如果参数名是 **ds** ，" -"你需要传递一个 :class:`pyalgotrade.dataseries.DataSeries` 的实例，" +msgstr "" +"就像上面的例子，如果参数名是 **ds** ，你需要传递一个 :class:`pyalgotrade.dataseries.DataSeries`" +" 的实例，" #: ../../talib.rst:31 msgid "" "If the parameter name is **barDs**, then you should pass a " ":class:`pyalgotrade.dataseries.bards.BarDataSeries` instance, like in the" " next example: ::" -msgstr "如果参数名是 **barDs** ，那么你需要传递 " +msgstr "" +"如果参数名是 **barDs** ，那么你需要传递 " ":class:`pyalgotrade.dataseries.bards.BarDataSeries` 的实例，就像下面的例子这样。" #: ../../talib.rst:40 @@ -81,3 +85,555 @@ msgid "" "**pyalgotrade.talibext.indicator** module:" msgstr "下面的 TA-Lib 函数可以通过 **pyalgotrade.talibext.indicator** 模块访问：" +#: of pyalgotrade.talibext.indicator.AD:1 +msgid "Chaikin A/D Line" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ADOSC:1 +msgid "Chaikin A/D Oscillator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ADX:1 +msgid "Average Directional Movement Index" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ADXR:1 +msgid "Average Directional Movement Index Rating" +msgstr "" + +#: of pyalgotrade.talibext.indicator.APO:1 +msgid "Absolute Price Oscillator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.AROON:1 +msgid "Aroon" +msgstr "" + +#: of pyalgotrade.talibext.indicator.AROONOSC:1 +msgid "Aroon Oscillator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ATR:1 +msgid "Average True Range" +msgstr "" + +#: of pyalgotrade.talibext.indicator.AVGPRICE:1 +msgid "Average Price" +msgstr "" + +#: of pyalgotrade.talibext.indicator.BBANDS:1 +msgid "Bollinger Bands" +msgstr "" + +#: of pyalgotrade.talibext.indicator.BETA:1 +msgid "Beta" +msgstr "" + +#: of pyalgotrade.talibext.indicator.BOP:1 +msgid "Balance Of Power" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CCI:1 +msgid "Commodity Channel Index" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL2CROWS:1 +msgid "Two Crows" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL3BLACKCROWS:1 +msgid "Three Black Crows" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL3INSIDE:1 +msgid "Three Inside Up/Down" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL3LINESTRIKE:1 +msgid "Three-Line Strike" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL3OUTSIDE:1 +msgid "Three Outside Up/Down" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL3STARSINSOUTH:1 +msgid "Three Stars In The South" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDL3WHITESOLDIERS:1 +msgid "Three Advancing White Soldiers" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLABANDONEDBABY:1 +msgid "Abandoned Baby" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLADVANCEBLOCK:1 +msgid "Advance Block" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLBELTHOLD:1 +msgid "Belt-hold" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLBREAKAWAY:1 +msgid "Breakaway" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLCLOSINGMARUBOZU:1 +msgid "Closing Marubozu" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLCONCEALBABYSWALL:1 +msgid "Concealing Baby Swallow" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLCOUNTERATTACK:1 +msgid "Counterattack" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLDARKCLOUDCOVER:1 +msgid "Dark Cloud Cover" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLDOJI:1 +msgid "Doji" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLDOJISTAR:1 +msgid "Doji Star" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLDRAGONFLYDOJI:1 +msgid "Dragonfly Doji" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLENGULFING:1 +msgid "Engulfing Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLEVENINGDOJISTAR:1 +msgid "Evening Doji Star" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLEVENINGSTAR:1 +msgid "Evening Star" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLGAPSIDESIDEWHITE:1 +msgid "Up/Down-gap side-by-side white lines" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLGRAVESTONEDOJI:1 +msgid "Gravestone Doji" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHAMMER:1 +msgid "Hammer" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHANGINGMAN:1 +msgid "Hanging Man" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHARAMI:1 +msgid "Harami Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHARAMICROSS:1 +msgid "Harami Cross Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHIGHWAVE:1 +msgid "High-Wave Candle" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHIKKAKE:1 +msgid "Hikkake Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHIKKAKEMOD:1 +msgid "Modified Hikkake Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLHOMINGPIGEON:1 +msgid "Homing Pigeon" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLIDENTICAL3CROWS:1 +msgid "Identical Three Crows" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLINNECK:1 +msgid "In-Neck Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLINVERTEDHAMMER:1 +msgid "Inverted Hammer" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLKICKING:1 +msgid "Kicking" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLKICKINGBYLENGTH:1 +msgid "Kicking - bull/bear determined by the longer marubozu" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLLADDERBOTTOM:1 +msgid "Ladder Bottom" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLLONGLEGGEDDOJI:1 +msgid "Long Legged Doji" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLLONGLINE:1 +msgid "Long Line Candle" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLMARUBOZU:1 +msgid "Marubozu" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLMATCHINGLOW:1 +msgid "Matching Low" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLMATHOLD:1 +msgid "Mat Hold" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLMORNINGDOJISTAR:1 +msgid "Morning Doji Star" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLMORNINGSTAR:1 +msgid "Morning Star" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLONNECK:1 +msgid "On-Neck Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLPIERCING:1 +msgid "Piercing Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLRICKSHAWMAN:1 +msgid "Rickshaw Man" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLRISEFALL3METHODS:1 +msgid "Rising/Falling Three Methods" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLSEPARATINGLINES:1 +msgid "Separating Lines" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLSHOOTINGSTAR:1 +msgid "Shooting Star" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLSHORTLINE:1 +msgid "Short Line Candle" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLSPINNINGTOP:1 +msgid "Spinning Top" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLSTALLEDPATTERN:1 +msgid "Stalled Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLSTICKSANDWICH:1 +msgid "Stick Sandwich" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLTAKURI:1 +msgid "Takuri (Dragonfly Doji with very long lower shadow)" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLTASUKIGAP:1 +msgid "Tasuki Gap" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLTHRUSTING:1 +msgid "Thrusting Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLTRISTAR:1 +msgid "Tristar Pattern" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLUNIQUE3RIVER:1 +msgid "Unique 3 River" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLUPSIDEGAP2CROWS:1 +msgid "Upside Gap Two Crows" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CDLXSIDEGAP3METHODS:1 +msgid "Upside/Downside Gap Three Methods" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CMO:1 +msgid "Chande Momentum Oscillator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.CORREL:1 +msgid "Pearson's Correlation Coefficient (r)" +msgstr "" + +#: of pyalgotrade.talibext.indicator.DEMA:1 +msgid "Double Exponential Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.DX:1 +msgid "Directional Movement Index" +msgstr "" + +#: of pyalgotrade.talibext.indicator.EMA:1 +msgid "Exponential Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.HT_DCPERIOD:1 +msgid "Hilbert Transform - Dominant Cycle Period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.HT_DCPHASE:1 +msgid "Hilbert Transform - Dominant Cycle Phase" +msgstr "" + +#: of pyalgotrade.talibext.indicator.HT_PHASOR:1 +msgid "Hilbert Transform - Phasor Components" +msgstr "" + +#: of pyalgotrade.talibext.indicator.HT_SINE:1 +msgid "Hilbert Transform - SineWave" +msgstr "" + +#: of pyalgotrade.talibext.indicator.HT_TRENDLINE:1 +msgid "Hilbert Transform - Instantaneous Trendline" +msgstr "" + +#: of pyalgotrade.talibext.indicator.HT_TRENDMODE:1 +msgid "Hilbert Transform - Trend vs Cycle Mode" +msgstr "" + +#: of pyalgotrade.talibext.indicator.KAMA:1 +msgid "Kaufman Adaptive Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.LINEARREG:1 +msgid "Linear Regression" +msgstr "" + +#: of pyalgotrade.talibext.indicator.LINEARREG_ANGLE:1 +msgid "Linear Regression Angle" +msgstr "" + +#: of pyalgotrade.talibext.indicator.LINEARREG_INTERCEPT:1 +msgid "Linear Regression Intercept" +msgstr "" + +#: of pyalgotrade.talibext.indicator.LINEARREG_SLOPE:1 +msgid "Linear Regression Slope" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MA:1 +msgid "All Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MACD:1 +msgid "Moving Average Convergence/Divergence" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MACDEXT:1 +msgid "MACD with controllable MA type" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MACDFIX:1 +msgid "Moving Average Convergence/Divergence Fix 12/26" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MAMA:1 +msgid "MESA Adaptive Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MAX:1 +msgid "Highest value over a specified period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MAXINDEX:1 +msgid "Index of highest value over a specified period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MEDPRICE:1 +msgid "Median Price" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MFI:1 +msgid "Money Flow Index" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MIDPOINT:1 +msgid "MidPoint over period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MIDPRICE:1 +msgid "Midpoint Price over period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MIN:1 +msgid "Lowest value over a specified period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MININDEX:1 +msgid "Index of lowest value over a specified period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MINMAX:1 +msgid "Lowest and highest values over a specified period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MINMAXINDEX:1 +msgid "Indexes of lowest and highest values over a specified period" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MINUS_DI:1 +msgid "Minus Directional Indicator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MINUS_DM:1 +msgid "Minus Directional Movement" +msgstr "" + +#: of pyalgotrade.talibext.indicator.MOM:1 +msgid "Momentum" +msgstr "" + +#: of pyalgotrade.talibext.indicator.NATR:1 +msgid "Normalized Average True Range" +msgstr "" + +#: of pyalgotrade.talibext.indicator.OBV:1 +msgid "On Balance Volume" +msgstr "" + +#: of pyalgotrade.talibext.indicator.PLUS_DI:1 +msgid "Plus Directional Indicator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.PLUS_DM:1 +msgid "Plus Directional Movement" +msgstr "" + +#: of pyalgotrade.talibext.indicator.PPO:1 +msgid "Percentage Price Oscillator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ROC:1 +msgid "Rate of change : ((price/prevPrice)-1)*100" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ROCP:1 +msgid "Rate of change Percentage: (price-prevPrice)/prevPrice" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ROCR:1 +msgid "Rate of change ratio: (price/prevPrice)" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ROCR100:1 +msgid "Rate of change ratio 100 scale: (price/prevPrice)*100" +msgstr "" + +#: of pyalgotrade.talibext.indicator.RSI:1 +msgid "Relative Strength Index" +msgstr "" + +#: of pyalgotrade.talibext.indicator.SAR:1 +msgid "Parabolic SAR" +msgstr "" + +#: of pyalgotrade.talibext.indicator.SAREXT:1 +msgid "Parabolic SAR - Extended" +msgstr "" + +#: of pyalgotrade.talibext.indicator.SMA:1 +msgid "Simple Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.STDDEV:1 +msgid "Standard Deviation" +msgstr "" + +#: of pyalgotrade.talibext.indicator.STOCH:1 +msgid "Stochastic" +msgstr "" + +#: of pyalgotrade.talibext.indicator.STOCHF:1 +msgid "Stochastic Fast" +msgstr "" + +#: of pyalgotrade.talibext.indicator.STOCHRSI:1 +msgid "Stochastic Relative Strength Index" +msgstr "" + +#: of pyalgotrade.talibext.indicator.SUM:1 +msgid "Summation" +msgstr "" + +#: of pyalgotrade.talibext.indicator.T3:1 +msgid "Triple Exponential Moving Average (T3)" +msgstr "" + +#: of pyalgotrade.talibext.indicator.TEMA:1 +msgid "Triple Exponential Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.TRANGE:1 +msgid "True Range" +msgstr "" + +#: of pyalgotrade.talibext.indicator.TRIMA:1 +msgid "Triangular Moving Average" +msgstr "" + +#: of pyalgotrade.talibext.indicator.TRIX:1 +msgid "1-day Rate-Of-Change (ROC) of a Triple Smooth EMA" +msgstr "" + +#: of pyalgotrade.talibext.indicator.TSF:1 +msgid "Time Series Forecast" +msgstr "" + +#: of pyalgotrade.talibext.indicator.TYPPRICE:1 +msgid "Typical Price" +msgstr "" + +#: of pyalgotrade.talibext.indicator.ULTOSC:1 +msgid "Ultimate Oscillator" +msgstr "" + +#: of pyalgotrade.talibext.indicator.VAR:1 +msgid "Variance" +msgstr "" + +#: of pyalgotrade.talibext.indicator.WCLPRICE:1 +msgid "Weighted Close Price" +msgstr "" + +#: of pyalgotrade.talibext.indicator.WILLR:1 +msgid "Williams' %R" +msgstr "" + +#: of pyalgotrade.talibext.indicator.WMA:1 +msgid "Weighted Moving Average" +msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/technical.po b/doc/locale/zh_CN/LC_MESSAGES/technical.po index 37ffe4e46..b40b78a1b 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/technical.po +++ b/doc/locale/zh_CN/LC_MESSAGES/technical.po @@ -9,23 +9,23 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n" "Last-Translator: FULL NAME \n" "Language-Team: LANGUAGE \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../technical.rst:2 msgid "technical -- Technical indicators" -msgstr "" +msgstr "technical -- 技术指标" #: of pyalgotrade.technical.EventWindow:1 #: pyalgotrade.technical.bollinger.BollingerBands:1 #: pyalgotrade.technical.linebreak.Line:1 -msgid "基类：:class:`object`" +msgid "Bases: :class:`object`" msgstr "" #: of pyalgotrade.technical.EventWindow:1 @@ -34,6 +34,26 @@ msgid "" "window of values." msgstr "" +#: of pyalgotrade.technical.EventBasedFilter pyalgotrade.technical.EventWindow +#: pyalgotrade.technical.atr.ATR pyalgotrade.technical.bollinger.BollingerBands +#: pyalgotrade.technical.cross.cross_above +#: pyalgotrade.technical.cross.cross_below +#: pyalgotrade.technical.cumret.CumulativeReturn +#: pyalgotrade.technical.highlow.High pyalgotrade.technical.highlow.Low +#: pyalgotrade.technical.hurst.HurstExponent +#: pyalgotrade.technical.linebreak.LineBreak +#: pyalgotrade.technical.linreg.LeastSquaresRegression +#: pyalgotrade.technical.linreg.LeastSquaresRegression.getValueAt +#: pyalgotrade.technical.linreg.Slope pyalgotrade.technical.ma.EMA +#: pyalgotrade.technical.ma.SMA pyalgotrade.technical.ma.WMA +#: pyalgotrade.technical.macd.MACD pyalgotrade.technical.roc.RateOfChange +#: pyalgotrade.technical.rsi.RSI pyalgotrade.technical.stats.StdDev +#: pyalgotrade.technical.stats.ZScore +#: pyalgotrade.technical.stoch.StochasticOscillator +#: pyalgotrade.technical.vwap.VWAP +msgid "Parameters" +msgstr "" + #: of pyalgotrade.technical.EventWindow:3 msgid "The size of the window. Must be greater than 0." msgstr "" @@ -65,7 +85,7 @@ msgstr "" #: of pyalgotrade.technical.EventBasedFilter:1 #: pyalgotrade.technical.linebreak.LineBreak:1 #: pyalgotrade.technical.macd.MACD:1 -msgid "基类：:class:`pyalgotrade.dataseries.SequenceDataSeries`" +msgid "Bases: :class:`pyalgotrade.dataseries.SequenceDataSeries`" msgstr "" #: of pyalgotrade.technical.EventBasedFilter:1 @@ -142,7 +162,7 @@ msgstr "" #: pyalgotrade.technical.stats.StdDev:1 pyalgotrade.technical.stats.ZScore:1 #: pyalgotrade.technical.stoch.StochasticOscillator:1 #: pyalgotrade.technical.vwap.VWAP:1 -msgid "基类：:class:`pyalgotrade.technical.EventBasedFilter`" +msgid "Bases: :class:`pyalgotrade.technical.EventBasedFilter`" msgstr "" #: of pyalgotrade.technical.ma.SMA:1 @@ -504,3 +524,12 @@ msgstr "" msgid "Delta degrees of freedom to use for the standard deviation." msgstr "" +#~ msgid "基类：:class:`object`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.dataseries.SequenceDataSeries`" +#~ msgstr "" + +#~ msgid "基类：:class:`pyalgotrade.technical.EventBasedFilter`" +#~ msgstr "" + diff --git a/doc/locale/zh_CN/LC_MESSAGES/tools.po b/doc/locale/zh_CN/LC_MESSAGES/tools.po index 93cc9dfd6..007dc6b49 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/tools.po +++ b/doc/locale/zh_CN/LC_MESSAGES/tools.po @@ -9,14 +9,14 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: 2016-09-17 20:35+0800\n" "Last-Translator: qytz \n" "Language-Team: msgroup \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../tools.rst:2 msgid "Tools" @@ -31,8 +31,19 @@ msgid "" "Build and load a :class:`pyalgotrade.barfeed.yahoofeed.Feed` using CSV " "files downloaded from Yahoo! Finance. CSV files are downloaded if they " "haven't been downloaded before." -msgstr "基于从雅虎金融下载的 CSV 文件构造 :class:`pyalgotrade.barfeed.yahoofeed.Feed` 类。" -"如果之前未下载 CSV 文件，则会自动下载。" +msgstr "" +"基于从雅虎金融下载的 CSV 文件构造 :class:`pyalgotrade.barfeed.yahoofeed.Feed` 类。如果之前未下载" +" CSV 文件，则会自动下载。" + +#: of pyalgotrade.tools.quandl.build_feed +#: pyalgotrade.tools.quandl.download_daily_bars +#: pyalgotrade.tools.quandl.download_weekly_bars +#: pyalgotrade.tools.resample.resample_to_csv +#: pyalgotrade.tools.yahoofinance.build_feed +#: pyalgotrade.tools.yahoofinance.download_daily_bars +#: pyalgotrade.tools.yahoofinance.download_weekly_bars +msgid "Parameters" +msgstr "" #: of pyalgotrade.tools.yahoofinance.build_feed:4 msgid "Instrument identifiers." @@ -58,7 +69,9 @@ msgstr "要加载文件的路径/文件要保存的路径。" msgid "" "The frequency of the bars. Only **pyalgotrade.bar.Frequency.DAY** or " "**pyalgotrade.bar.Frequency.WEEK** are supported." -msgstr "bar 的周期，支持 **pyalgotrade.bar.Frequency.DAY** 和 **pyalgotrade.bar.Frequency.WEEK**　。" +msgstr "" +"bar 的周期，支持 **pyalgotrade.bar.Frequency.DAY** 和 " +"**pyalgotrade.bar.Frequency.WEEK**　。" #: of pyalgotrade.tools.quandl.build_feed:16 #: pyalgotrade.tools.yahoofinance.build_feed:14 @@ -72,6 +85,11 @@ msgstr "用于本地化 bar 的默认时区，参考 :mod:`pyalgotrade.marketses msgid "True to keep on loading/downloading files in case of errors." msgstr "如果要发生错误继续加载/下载文件，则设置为 True。" +#: of pyalgotrade.tools.quandl.build_feed +#: pyalgotrade.tools.yahoofinance.build_feed +msgid "Return type" +msgstr "" + #: of pyalgotrade.tools.yahoofinance.build_feed:18 msgid ":class:`pyalgotrade.barfeed.yahoofeed.Feed`." msgstr ":class:`pyalgotrade.barfeed.yahoofeed.Feed`." @@ -113,8 +131,9 @@ msgid "" "Build and load a :class:`pyalgotrade.barfeed.quandlfeed.Feed` using CSV " "files downloaded from Quandl. CSV files are downloaded if they haven't " "been downloaded before." -msgstr "基于 Quandl 下载的 CSV 文件构建 :class:`pyalgotrade.barfeed.quandlfeed.Feed` 的实例。" -"如果 CSV 文件已经下载过则不再下载。" +msgstr "" +"基于 Quandl 下载的 CSV 文件构建 :class:`pyalgotrade.barfeed.quandlfeed.Feed` " +"的实例。如果 CSV 文件已经下载过则不再下载。" #: of pyalgotrade.tools.quandl.build_feed:4 msgid "The dataset source code." @@ -140,8 +159,9 @@ msgstr "可选，每天调用50次以上时需要的授权密钥。" msgid "" "Optional. A dictionary to map column names. Valid key values are: * " "datetime * open * high * low * close * volume * adj_close" -msgstr "可选，映射列名的字典，合法的字典key包括：* " -"datetime * open * high * low * close * volume * adj_close" +msgstr "" +"可选，映射列名的字典，合法的字典key包括：* datetime * open * high * low * close * volume * " +"adj_close" #: of pyalgotrade.tools.quandl.build_feed:24 msgid "Optional. A dictionary to map column names. Valid key values are:" @@ -208,16 +228,14 @@ msgid "" ":class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed`. The CSV file will " "have the following format: ::" msgstr "" -"将一个 Bar 数据源以指定的时间间隔归类重采样到一个 CSV 文件。" -"结果 CSV 文件可以使用 :class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed` 加载。" -"结果 CSV 文件的格式如下：::" +"将一个 Bar 数据源以指定的时间间隔归类重采样到一个 CSV 文件。结果 CSV 文件可以使用 " +":class:`pyalgotrade.barfeed.csvfeed.GenericBarFeed` 加载。结果 CSV 文件的格式如下：::" #: of pyalgotrade.tools.resample.resample_to_csv:10 msgid "" "The bar feed that will provide the bars. It should only hold bars from a " "single instrument." -msgstr "" -"提供原始 bar 的数据源。必须只包含单只股票的 bar 数据。" +msgstr "提供原始 bar 的数据源。必须只包含单只股票的 bar 数据。" #: of pyalgotrade.tools.resample.resample_to_csv:12 msgid "The grouping frequency in seconds. Must be > 0." diff --git a/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po b/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po index f23f01823..9b8e379d7 100644 --- a/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po +++ b/doc/locale/zh_CN/LC_MESSAGES/twitter_ref.po @@ -9,14 +9,14 @@ msgid "" msgstr "" "Project-Id-Version: PyAlgoTrade 0.18\n" "Report-Msgid-Bugs-To: \n" -"POT-Creation-Date: 2016-09-13 15:35+0800\n" +"POT-Creation-Date: 2017-05-16 17:19+0800\n" "PO-Revision-Date: 2016-09-17 15:35+0800\n" "Last-Translator: qytz \n" "Language-Team: msgroup \n" "MIME-Version: 1.0\n" "Content-Type: text/plain; charset=utf-8\n" "Content-Transfer-Encoding: 8bit\n" -"Generated-By: Babel 2.3.4\n" +"Generated-By: Babel 2.4.0\n" #: ../../twitter_ref.rst:2 msgid "twitter -- Twitter feed reference" @@ -27,7 +27,8 @@ msgid "Feed" msgstr "数据源" #: of pyalgotrade.twitter.feed.TwitterFeed:1 -msgid "基类：:class:`pyalgotrade.observer.Subject`" +#, fuzzy +msgid "Bases: :class:`pyalgotrade.observer.Subject`" msgstr "基类：:class:`pyalgotrade.observer.Subject`" #: of pyalgotrade.twitter.feed.TwitterFeed:1 @@ -35,9 +36,13 @@ msgid "" "Class responsible for connecting to Twitter's public stream API and " "dispatching events. Check https://dev.twitter.com/docs/streaming-" "apis/streams/public for more information." -msgstr "此类负责连接推特的开放流 API （public stream API）并分发事件。访问 " -"https://dev.twitter.com/docs/streaming-apis/streams/public " -"获取更多信息。" +msgstr "" +"此类负责连接推特的开放流 API （public stream API）并分发事件。访问 https://dev.twitter.com/docs" +"/streaming-apis/streams/public 获取更多信息。" + +#: of pyalgotrade.twitter.feed.TwitterFeed +msgid "Parameters" +msgstr "" #: of pyalgotrade.twitter.feed.TwitterFeed:4 msgid "Consumer key." @@ -61,8 +66,7 @@ msgid "" "delivered on the stream. A phrase may be one or more terms separated by " "spaces, and a phrase will match if all of the terms in the phrase are " "present in the Tweet, regardless of order and ignoring case." -msgstr "用于决定推送哪些推特事件的条件（phrase）列表。一个条件可以是空格分割的一或多个条款，" -"如果该条件中所有的条款（忽略大小写及顺序）在该条推特上都有呈现，则符合此条件。" +msgstr "用于决定推送哪些推特事件的条件（phrase）列表。一个条件可以是空格分割的一或多个条款，如果该条件中所有的条款（忽略大小写及顺序）在该条推特上都有呈现，则符合此条件。" #: of pyalgotrade.twitter.feed.TwitterFeed:16 msgid "" @@ -93,8 +97,7 @@ msgid "" "Subscribe to Twitter events. The event handler will receive a dictionary " "with the data as defined in: https://dev.twitter.com/docs/streaming-" "apis/messages#Public_stream_messages." -msgstr "订阅推特事件，事件处理器会收到 " -"https://dev.twitter.com/docs/streaming-apis/messages#Public_stream_messages " -"中所定义数据格式的字典。" - +msgstr "" +"订阅推特事件，事件处理器会收到 https://dev.twitter.com/docs/streaming-" +"apis/messages#Public_stream_messages 中所定义数据格式的字典。"