zipline | Zipline , a Pythonic Algorithmic Trading Library | Cryptocurrency library

by quantopian Python Version: 1.4.1 License: Apache-2.0

X-Ray Key Features Code Snippets(3)Community Discussions(7)Vulnerabilities Install Support

kandi X-RAY | zipline Summary

zipline is a Python library typically used in Blockchain, Cryptocurrency applications. zipline has no bugs, it has no vulnerabilities, it has build file available, it has a Permissive License and it has high support. You can download it from GitHub.

Zipline, a Pythonic Algorithmic Trading Library

Support

Quality

Security

License

Reuse

Support

zipline has a highly active ecosystem.

It has 16213 star(s) with 4601 fork(s). There are 1003 watchers for this library.

It had no major release in the last 12 months.

There are 320 open issues and 658 have been closed. On average issues are closed in 392 days. There are 35 open pull requests and 0 closed requests.

It has a negative sentiment in the developer community.

The latest version of zipline is 1.4.1

Quality

zipline has 0 bugs and 0 code smells.

Security

zipline has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

zipline code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

zipline is licensed under the Apache-2.0 License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

zipline releases are available to install and integrate.

Build file is available. You can build the component from source.

zipline saves you 63048 person hours of effort in developing the same functionality from scratch.

It has 71532 lines of code, 4440 functions and 288 files.

It has medium code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed zipline and discovered the below as its top functions. This is intended to give you an instant insight into zipline implemented functionality, and help decide if they suit your requirements.

Create a data bundle .
Returns a list of nontrading days for the given date range .
Deserialize a binary quadratic model .
Downgrade assets db .
Run benchmark .
Writes a dataframe to a SQLite database .
Compute a single chunk .
Transform the simulation .
Lookup an asset based on a symbol .
Return a Grouped RowTransform .

Get all kandi verified functions for this library.

zipline Key Features

No Key Features are available at this moment for zipline.

zipline Examples and Code Snippets

Combined Alpha Factor

Jupyter Notebook

Lines of Code : 21

License : No License

Copy

universe = AverageDollarVolume(window_length=120).top(500)
sector = project_helper.Sector()

pipeline = Pipeline(screen=universe)
pipeline.add(
    momentum_1yr(252, universe, sector),
    'Momentum_1YR')
pipeline.add(
    mean_reversion_5day_sector_

Zipline Docker Image for Alpaca API,Usage,CLI environment

Python

Lines of Code : 14

License : No License

Copy

# some data directory to download the bundle data
$ DATADIR=/data
# the directory where your algorithm file is located
$ ALGODIR=/algorithm
$ docker run -it --rm -e APCA_API_KEY_ID -e APCA_API_SECRET_KEY \
    -v $DATADIR:/root/.zipline/data \
    -v

CONTEXT,USAGE

Python

Lines of Code : 9

License : Non-SPDX (NOASSERTION)

Copy

{
"z2q_conf":{
	"output_file": "strategy_quantopian.py", 
	"dir_strategy": "strategy/", 
	"dir_quantopian_import": "global_import/", 
	"dir_generic_func": ["generic_modules/", "...add more.../"],
	"exlude_modules":["custom_data.py", "...add more....p

Community Discussions

Trending Discussions on zipline

Jupyter Notebook Cannot Connect to Kernel, Likely due to Zipline / AssertionError

Can an axios request be used to get a zip file from a Rails endpoint?

CSV not being loaded into pandas for zipline project

Can't change Anaconda env default python version

Does Zipline Support Renko Chart?

run_algorithm() fails because it cannot fetch data from the internet source (403 Forbidden)

Convert a csv to panel pandas for zipline

QUESTION

Jupyter Notebook Cannot Connect to Kernel, Likely due to Zipline / AssertionError

Asked 2021-Apr-12 at 04:17

All of my virtual environments work fine, except for one in which the jupyter notebook won't connect for kernel. This environment has Zipline in it, so I expect there is some dependency that is a problem there, even though I installed all packages with Conda.

I've read the question and answers here, and unfortunately downgrading tornado to 5.1.1 didn't work nor do I get ValueErrors. I am, however, getting an AssertionError that appears related to the Class NSProcessInfo.

I'm on an M1 Mac. Log from terminal showing the error below, and my environment file is below that. Can someone help me get this kernel working? Thank you!

...

ANSWER

Answered 2021-Apr-04 at 18:14

Figured it out.

What works:

Source https://stackoverflow.com/questions/66907180

QUESTION

Can an axios request be used to get a zip file from a Rails endpoint?

Asked 2020-Dec-24 at 10:00

I'm trying to make a request to a Rails controller method that responds with a zipped file. How to I make the frontend Axios request?

Controller method:

...

ANSWER

Answered 2020-Dec-24 at 10:00

So I found this worked for me:

Download all

Instead of using a button with an onClick axios request that would stream a zipped file to it - which makes no sense - simply creating an anchor tag that has a link to the zip path will download it.

As max pointed out headers: { 'Accept': 'application/zip' } would be the correct format to access it, but it doesn't make sense doing this.

EDIT:

Checkout this answer. The browser will throw an error Resource interpreted as Document but transferred with MIME type application/zip.

Source https://stackoverflow.com/questions/65412073

QUESTION

CSV not being loaded into pandas for zipline project

Asked 2020-Jul-15 at 20:38

I am trying to use zipline for backtesting and I am getting this error:

...

ANSWER

Answered 2020-Jul-15 at 20:38

Apparently you have to change something in the configuration of Zipline I found someone with the same problem in the comments sections of the tutorial and this is what he said to do:

In User/Anaconda3/envs/[environment]/Lib/site-packages/zipline/data/benchmark.py

Source https://stackoverflow.com/questions/62866803

QUESTION

Can't change Anaconda env default python version

Asked 2020-Mar-26 at 10:27

I'm setting up my Anaconda enviroment recently,I have two enviroments:

python3.7.6(which is same as Anaconda's python version).
python3.5.6 which is suited for Zipline

I checked the zipline eviroment's python version,it shows python3.5.6,BUT when I input "zipline" it showed this,I've added both python35 & python37 to my enviroment PATH.

...

ANSWER

Answered 2020-Mar-26 at 10:27

You have messed up your set up with this:

I've added both python35 & python37 to my enviroment PATH

Which results in a weird mix between your anaconda env and the version you have at C:\Python37

From your question, I gather the following:

You have anaconda installed with python 3.7
You have created an environment zip35 which uses python version 3.5
You have installed a seperate python 3.7 at C:\Python37
You have manually added stuff to PATH

To fix, do the following:

Uninstall the C:\Python37, there is no valid reason to have that next to your anaconda installation. It just creates confusion
Remove all custom modifications of PATH
If you want to use python 3.5 and zipline, then use the zip35 environment, if you want python 3.7 then use the base env of anaconda or create a seperate one.

Source https://stackoverflow.com/questions/60859679

QUESTION

Does Zipline Support Renko Chart?

Asked 2020-Jan-20 at 19:53

Quantopian which is powered by zipline does not support renko charts. All charts on quantopian is smooth line. I was wondering if zipline supports renko charts?

...

ANSWER

Answered 2020-Jan-20 at 19:53

Zipline does not support renko charts yet !

Source https://stackoverflow.com/questions/59696168

QUESTION

run_algorithm() fails because it cannot fetch data from the internet source (403 Forbidden)

Asked 2020-Jan-09 at 16:56

I tried to follow zipline's Quickstart:

...

ANSWER

Answered 2020-Jan-09 at 16:56

This issue is due to a change in IEX trading api which now requires an API key (account) to query it. I hope that it will be corrected and clarified in the documentation in the future and that retrieving data from external APIs would be much more easier.

For now, you have two options:

1. Change the benchmark code:

Source https://stackoverflow.com/questions/59654388

QUESTION

Convert a csv to panel pandas for zipline

Asked 2020-Jan-07 at 10:59

I'm trying to convert a csv to a panel in pandas as follow, but jupyter keep alert "ValueError: Panel constructor not properly called!", although I've done as the guide in https://blog.quantinsti.com/importing-csv-data-zipline-backtesting/:

My csv file have structure:

...

ANSWER

Answered 2020-Jan-07 at 10:59

You can use the panel for ndarray or dict of dataframes. You can try this,

Source https://stackoverflow.com/questions/59625903

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install zipline

You can download it from GitHub.
You can use zipline like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

Find more information at: