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Thiago Cândido
@tgcandido
im having a issue with running an algorithm with a csv bundle
Mingzhou ZHUANG
@mingzhou
image.png
Hi, I'm trying to define a custom TradingCalendar for Chinese market. I'm new to zipline. I'm confused about the sessions and open_times/close_times.
There's a lunch break in Chinese market. The opening time for the market is 9:30-11:30am and 13:00-15:00pm.
According to A session represents a contiguous set of minutes, do we need two sessions in one day?
What does open_times/close_times mean here? If multi-session in one day, then there will be multi-open/close time in one day.
cryptid11
@cryptid11
hi all!
I have a fast and easy question, is there any article - anybody have already done that?
where you can use the library simply as a class to operate on my data? it has simply to keep track of orders and compute balance accordingly to buy/sell
maybe even something external, I'd like to find a class that I can feed with data that is no more than 40 lines long, is this already out there? did you know of it? thanks
Leon Hill
@leonhillmann
Hello. I just opened a new issue . I have one quick question. Which pandas to use for zipline 1.3.0 ?
LucCADORET
@LucCADORET
Hi guys. I am new to algo trading, and I'm looking to setup my project with the right libraries. Looking into zipline, I noticed 2 things: Python 3.5 is the oldest python version supported => does it mean that development for zipline with python 3.6, 3.7 is stopped and will never come out ?
I also heard that zipline stopped supporting "live trading". I don't really understand what it implies, if someone could enlighten me on that.
soulshell
@soulshell
Hi guys, is there any extra info about the option trading in zipline, I've searched in google and community but found limited, anyone have tried that before? or any posts about this topic?
Kolmar Kafran
@kafran
Fellows, should I work with Decimal or Integers for Algo Trading?
KimDani
@comboy99
did you guys know how to optimize run_algo using panel?
It is slow when i test BTC minutes data
pyz4
@pyz4
Hey all, I’m looking to modify zipline to keep track of post-tax returns as well. This will require tracking individual position transaction dates. What I think is currently being done is that Positions are aggregated on asset id and values like cost_basis are taken as a weighted average and last_transaction_date is updated after additional transactions. Anyone know if there is a version of Zipline that is tax-conscious?
Ayoub ENNASSIRI
@samatix
@LucCADORET, nothing clear yet about when these two versions will be supported. For live trading, you can check http://www.zipline-live.io/
@luizmauricio000 zipline is supported only on python 3.5 version :)
kovkev
@kovkev
Hi zipline! I was wondering the idea of allocating a budget to an Algorithm is part of the Blotter's reponsiblity?
Yuze Ma
@bobmayuze
I ran into an issue for importing zipline with the Dockerfile in the github repo. it says No module named 'zipline.data._adjustments'. I'm looking at the souces code and found the _adjustment.pyx file. Am I supposed to change it into .py file? or there is an issue with the installation guidance?
Yuze Ma
@bobmayuze
I managed to install it by using conda env
cemal95
@cemal95
I have a quandle data set in csv format, columns [symbol, time, OHCLV] but for all stocks since 1996. How do i read this in the csvdir.py
?
vbandaru
@vbandaru
What's a good data source to get minute data (free or paid) for back testing with zipline?
entry $niper
@sniper__trader_twitter
quantopian
@vbandaru
vbandaru
@vbandaru
@sniper__trader_twitter quantopian is daily data is n’t it?
entry $niper
@sniper__trader_twitter
ohh
x777
@x777
What template for column date for minute data should be?
stylesaler
@stylesaler
hello, may I use quantopian in my anaconda spyder environment?
Rushi Chaudhari
@rushic24
@stylesaler yes I'm using in spyder it works
Hello everyone, nice place I was searching for this since weeks
Does anyone know how to import multiple csv into panel for zipline ?
This message was deleted
def get_from_pdr_to_panel(symbol="NVDA", datefrom="2016-01-01", dateto="2018-01-01"):
    nvidia=pdr.get_data_yahoo(symbol, datefrom, dateto)
    nvidia.head()
    data = OrderedDict()
    data[symbol] = nvidia
    data[symbol] = data[symbol][["Open","High","Low","Close","Volume"]]
    panel = pd.Panel(data)
    panel.minor_axis = ["open","high","low","close","volume"]
    panel.major_axis = panel.major_axis.tz_localize(pytz.utc)
    print(panel)
    return panel
This works for a single stock
ryar001
@ryar001
hi guys
ImportError: No module named 'pandas.util._decorators'
having this import error , anyone know how to solve it?
dar-tau
@dar-tau
hi, im using the jupyter magic '%%zipline' and it outputs the entire dataframe in the end. is there a way to prevent this?
Chao
@c3qian
Hi everyone , since the platform was shutdown, taking all instructions away. May I ask, can I still import Quantopian locally? If yes, could you please point me the reference ? Thanks
thomas2004ch
@thomas2004ch
Any body here ever uses the zipline-trader? I have problem to install it.
E-diddy
@E-diddy
Hi, I'm a noob and I don't know how to ingest custom data into zipline. Can anyone point me in the right direction?
Vonpupp
@vonpupp
Hello, I wonder why zipline doesn't support cryptocurrencies out of the box? Wouldn't it be a nice feature that people would love? I know there was a fork (enigma-catalyst) with that proposal but the project seems to be dead and broken and there are many users that are interested in keep working with zipline for crypto on the github issues comments.
二蛋
@guoqianghao9
i use python=3.6 zipline=1.4.1 , i can't found extension.py in /.zipline and how can i ingest local csv data
jeheran
@jeheran
Hey everyone, order_target_percent(stock, weigh) returns some None and don't take the position ...
Does anyone have an idea why ?
Current date : 2019-04-01
--
Can trade Equity(1743 [NEM]) passed thru order_target_percent
weight: (Equity(1743 [NEM]), 0.00926491970342054)
return: a0a1e6334ba2468b8941a2988c34c764
--
Can trade Equity(1754 [NFLX]) passed thru order_target_percent
weight: (Equity(1754 [NFLX]), 0.009905585237473044)
return: None
kevinfang1028
@kevinfang1028
IMG_0629.PNG
Hi Zipline developers and users,
I am trying to use Zipline to backtest our strategy. However, I found out that all of the official documentations are unavailable except the github repo.
I am trying to access www.quantopian.com/help, which I found when I was looking for tutorials on youtube.
Such API documentation is exactly what I am looking for, but it cannot be accessed now. The lack of API documentation creates huge challenge to my development process. I am wondering if some of you have saved its pdf or html version and can share with me? Thank you very much!