zipeline/data/treasuries.py, but as a relative newcomer I'm not sure how to actually access them in an algorithm from within the context of a
zipline.api.symbol. Is it possible to point to a public quantopian algorithm or even a few lines here in gitter to grab, say, the current price of a 10year treasury, e.g. from
~/.zipline/data/treasury_curves.csv? Thanks! If I get a good example I can create a PR for the doc.
hi @/all. We've just released version 1.3.0 of Zipline. Highlights of this release include:
This is likely last minor release in the Zipline 1.x series. The next Zipline release will include preliminary support for international markets, which we expect to require a small number of breaking changes. As such, the next release will most likely be Zipline 2.0.
You can find the full release notes for this release at http://www.zipline.io/releases.html#release-1-3-0.
order_target_percentin terms of the end results? Say, no matter which function I use, and no matter what how may APPL stocks I have already have (
order_target_percentwill adjust the difference between the percentages), after running
order_target_percent(APPLE, 0.30), I will always have my 30 percent of my current position invested in APPL, right? In this way, there is no difference between this two?
Hello.. I've installed zipline, but when I try to execute some script with run_algorithm it takes me a warning and the result of backtest is a zero dataframe (i mean, every column is filled with zeros).
The warning is:
C:\Python36\lib\site-packages\empyrical\stats.py:704: RuntimeWarning: invalid value encountered in true_divide
C:\Python36\lib\site-packages\empyrical\stats.py:790: RuntimeWarning: invalid value encountered in true_divide
np.divide(average_annual_return, annualized_downside_risk, out=out)
I'm using python 3.6, numpy 1.15.4 and pandas 0.22 (current versions).
SO is windows 64bits.