Context API

context is the persistent algorithm object passed into every lifecycle function. Store your strategy state on it and call its methods to look up assets, trade, schedule work, inspect portfolio state and configure controls.

from ziplime.finance.execution import MarketOrder

asset = await context.symbol("AAPL")
await context.order_target_percent(asset, 0.25, style=MarketOrder())

Ziplime also exposes Zipline-style functions through ziplime.api, but context calls are clearer in async code.

Asset lookup

`await context.symbol(symbol, mic=None, asset_type=AssetType.EQUITY)`

Look up an exchange listing by ticker. Raises SymbolNotFound if there is none.

context.aapl = await context.symbol("AAPL")
context.nflx = await context.symbol("NFLX@XNGS")
context.msft = await context.symbol("MSFT", mic="XNGS")

A plain ticker is the normal form. TICKER@MIC is for when you actually know the venue — an invented MIC is the usual cause of “no asset found”. When a ticker exists on more than one venue, name the MIC.

`await context.symbols(*symbols)`

Several lookups at once. Returns a list of listings.

context.assets = await context.symbols("AAPL", "MSFT", "NVDA")

`await context.universe_symbols(name, dt=None, mic=None, tradeable=True)`

The members of a named universe as tradeable listings, ordered by symbol.

universe = await context.universe_symbols("Q500US")
moex = await context.universe_symbols("IMOEX@MISX")

dt defaults to the current session, so calling it at every rebalance follows the composition as it changes rather than freezing the one you read in initialize.
Only members the run’s market data actually holds are returned. Pass tradeable=False for the full reference list.
NAME@MIC or mic= pins one venue — useful when an issuer is listed on several markets.

await context.symbols_universe(name, dt=None) returns the memberships themselves (issuers, not listings). Use universe_symbols for anything you want to price or order.

`await context.sid(sid)`

Look up an asset by numeric SID.

Futures, options and bonds

Method	Returns
`await context.futures_chain(root, mic=None)`	The chain as tradeable listings, ordered by expiration (element 0 is the front)
`await context.front_contract(root, roll_before_days=0, mic=None)`	The nearest contract still alive `roll_before_days` from now
`await context.futures_symbol(symbol, mic=None)`	One futures listing by ticker — what you order
`await context.future_symbol(symbol, mic=None)`	The `FuturesContract` behind a listing — the specification, not tradeable
`await context.continuous_future(root, offset=0, roll="volume", adjustment="mul")`	A continuous-future data specifier
`await context.option_chain(underlying, expiration_date=None, mic=None)`	An option chain; defaults to today’s expiry (0DTE)
`await context.option_symbol(symbol, mic=None)`	One option listing by OCC symbol
`await context.bond_symbol(symbol, mic=None)`	One bond listing

See Futures, Options & Bonds for the full set, including sizing, Greeks and bond analytics.

Time and calendar

Method	Returns
`context.get_datetime()`	Current simulation datetime. `context.simulation_dt` holds the same
`context.is_week_start()`	`True` on the week’s first trading session
`context.is_month_start()`	`True` on the month’s first trading session

is_week_start() and is_month_start() read the simulation’s calendar, so holidays are handled. They are plain calls, not awaited:

async def handle_data(context, data):
    if not context.is_month_start():
        return
    ...

Datasets

`await context.huggingface_dataset(repo_id, config=None, revision=None, fields=None, start_date=None, end_date=None, name=None)`

Mount a point-in-time dataset from the Hugging Face Hub, then read it with data.history(..., data_source=...). Requires ziplime[huggingface]. See Point-in-Time Datasets.

Configuration

context.algorithm.config holds the typed config loaded from JSON. See Algorithm File.

Available methods

Method	Await?	Main use
`symbol(symbol, mic=None, asset_type=...)`	Yes	Look up a listing
`symbols(*symbols)`	Yes	Look up several listings
`universe_symbols(name, dt=None, mic=None, tradeable=True)`	Yes	Tradeable members of a named universe
`symbols_universe(name, dt=None)`	Yes	Universe memberships (issuers)
`sid(sid)`	Yes	Look up by numeric id
`futures_chain`, `front_contract`, `futures_symbol`, `future_symbol`	Yes	Futures
`option_chain`, `option_symbol`, `option_greeks`	Yes	Options
`bond_symbol` and bond analytics	Yes	Bonds
`huggingface_dataset(...)`	Yes	Mount a point-in-time dataset
`get_datetime()`	No	Current simulation datetime
`is_week_start()`, `is_month_start()`	No	Calendar gates
`record(**kwargs)`	No	Add columns to the performance output
`schedule_function(func, date_rule=None, time_rule=None, half_days=True, calendar=None)`	No	Register a callback
`order(asset, amount, style, account_id=None, exchange_name=None)`	Yes	Fixed quantity
`order_value(asset, value, limit_price=None, stop_price=None, style=None, exchange_name=None)`	Yes	Fixed money amount
`order_percent(asset, percent, style, exchange_name=None)`	Yes	Incremental percent of portfolio value
`order_target(asset, target, style, exchange_name=None)`	Yes	Target quantity
`order_target_value(asset, target, style, exchange_name=None)`	Yes	Target notional
`order_target_percent(asset, target, style, exchange_name=None, reserved_percentage_for_fees=0.05)`	Yes	Target portfolio weight
`rebalance(weights, style=None, exchange_name=None)`	Yes	Hold exactly these weights; close everything else
`get_open_orders(asset=None)`	No	Working orders
`get_order(order_id, exchange_name)`	No	One order
`cancel_order(order_id, exchange_name, relay_status=True)`	Yes	Cancel an order
`set_long_only()`, `set_max_leverage(...)`, `set_max_position_size(...)`, `set_max_order_size(...)`, `set_max_order_count(...)`, `set_asset_restrictions(...)`	No	Trading controls
`set_cancel_policy(policy)`	No	Cancel policy for open orders
`attach_pipeline(pipeline, name, ...)`	No	Register a pipeline in `initialize`
`pipeline_output(name)`	No	Read pipeline results

Exchange names

Most order methods accept an optional exchange_name. If omitted, the engine uses the default exchange of the run, which is "LIME" unless you pass default_exchange_name to run_simulation. Use explicit exchange names when you run multiple exchanges, when you inspect or cancel an order with get_order or cancel_order, and when you query portfolio helper methods by exchange.

Introduction

Writing Strategies

Strategy Language

Migrating to Ziplime

Limitations

Asset lookup

`await context.symbol(symbol, mic=None, asset_type=AssetType.EQUITY)`

`await context.symbols(*symbols)`

`await context.universe_symbols(name, dt=None, mic=None, tradeable=True)`

`await context.sid(sid)`

Futures, options and bonds

Time and calendar

Datasets

`await context.huggingface_dataset(repo_id, config=None, revision=None, fields=None, start_date=None, end_date=None, name=None)`

Configuration

Available methods

Exchange names

​Asset lookup

​await context.symbol(symbol, mic=None, asset_type=AssetType.EQUITY)

​await context.symbols(*symbols)

​await context.universe_symbols(name, dt=None, mic=None, tradeable=True)

​await context.sid(sid)

​Futures, options and bonds

​Time and calendar

​Datasets

​await context.huggingface_dataset(repo_id, config=None, revision=None, fields=None, start_date=None, end_date=None, name=None)

​Configuration

​Available methods

​Exchange names

Asset lookup

`await context.symbol(symbol, mic=None, asset_type=AssetType.EQUITY)`

`await context.symbols(*symbols)`

`await context.universe_symbols(name, dt=None, mic=None, tradeable=True)`

`await context.sid(sid)`

Futures, options and bonds

Time and calendar

Datasets

`await context.huggingface_dataset(repo_id, config=None, revision=None, fields=None, start_date=None, end_date=None, name=None)`

Configuration

Available methods

Exchange names