/zipline-algotrade

personal repo to experiment with zipline and other things...

Primary LanguageJupyter Notebook

Zipline-algotrade

Environment Setup Memo

  1. Create a specific Python virtual envirnoment for it conda create -n zipline python=3.5 jupyter

Note: ensure python is < 3.5.0, and remember to install jupyter together

  1. Activate the environment source activate zipline
  2. Install zipline conda install -c Quantopian zipline
  3. Install matplotlib conda install matplotlib

Ingest Data Bundles

To run any zipline strategies, we need to ingest a data bundle first. To use Quandl data bundle, you need to apply an account to acquire an API. Then,

QUANDL_API_KEY=<yourkey> 
zipline ingest -b quantopian-quandl