capital - base FLOAT The starting capital for the simulation. data - frequency The data frequency of the simulation. These are evaluated in order so they may refer to previously defined names. D, - define TEXT Define a name to be bound in the namespace before executing the algotext. t, - algotext TEXT The algorithm script to run. Options : - f, - algofile FILENAME The file that contains the algorithm to run. Usage : zipline run Run a backtest for the given algorithm. You also see how we can access the current price data of theĪAPL stock in the data event frame (for more information see With record() under the name you provided (we will see thisįurther below). After the algorithmįinished running you will have access to each variable value you tracked Together with the variable itself: varname=var. You provide it with a name for the variable More documentation on order(), see the Quantopian docs.įinally, the record() function allows you to save the value In this case we want to order 10 shares of Apple at each iteration. Like to order (if negative, order() will sell/short Here we are using order() which takes twoĪrguments: a security object, and a number specifying how many stocks you would All functions commonly used in your algorithm can be found in current ( symbol ( 'AAPL' ), 'price' ))Īs you can see, we first have to import some functions we would like to More information on these functions, see the relevant part of theįrom zipline.api import order, record, symbol def initialize ( context ): pass def handle_data ( context, data ): order ( symbol ( 'AAPL' ), 10 ) record ( AAPL = data. (OHLC) prices as well as volume for each stock in your universe. The same context variable and an event-frame called dataĬontaining the current trading bar with open, high, low, and close Handle_data() function once for each event. Need to access from one algorithm iteration to the next.Īfter the algorithm has been initialized, zipline calls the Initialize() function and passes in a context variable.Ĭontext is a persistent namespace for you to store variables you This tutorial assumes that you have zipline correctly installed, see theĮvery zipline algorithm consists of two functions you have toīefore the start of the algorithm, zipline calls the If you instead want to get started on Quantopian, see Tutorial is directed at users wishing to use Zipline without using Historical US stock data, and live-trading capabilities. Stream-based: Process each event individually, avoids look-aheadīatteries included: Common transforms (moving average) as well asĮasy-to-use web-interface to Zipline, 10 years of minute-resolution Realistic: slippage, transaction costs, order delays. Zipline is an open-source algorithmic trading simulator written in
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