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Yi Li
Thanks @aking1012 !
Yi Li
It looks like when I ingest the data with csv file, zipline can only read 3 digits after the decimal point? Could I change this if my data looks like 0.007239, 0.007321, etc. (currently, my csv data has round 17 digits after the decimal point(even though it is not that necessary for such a long accuracy), but when printing data.current, everything is 0.007, which looks like constant.)
Yi Li
Finally, I found this line of code https://github.com/quantopian/zipline/blob/v1.3.0/zipline/data/us_equity_pricing.py#L418 Is this the reason I can only get 0.001 accuracy in zipline? I tried ingesting several data, it looks like zipline can only stores up to 0.001 accuracy. Can we customize this?
Yi Li
Is there any tutorial or doc on how to ingest our own future (a financial product) data (like, from csv files)? Thanks!

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.

Any idea?

Andy Chen
Is there any grin Chinese Grin official member?
Fabian Orccon
Jack Ouyang
Thiago Cândido
im having a issue with running an algorithm with a csv bundle
Mingzhou ZHUANG
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.
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
Hello. I just opened a new issue . I have one quick question. Which pandas to use for zipline 1.3.0 ?
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.
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
Fellows, should I work with Decimal or Integers for Algo Trading?
did you guys know how to optimize run_algo using panel?
It is slow when i test BTC minutes data
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?
@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 :)
Hi zipline! I was wondering the idea of allocating a budget to an Algorithm is part of the Blotter's reponsiblity?
Yuze Ma
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
I managed to install it by using conda env
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
What's a good data source to get minute data (free or paid) for back testing with zipline?
entry $niper
@sniper__trader_twitter quantopian is daily data is n’t it?
entry $niper
What template for column date for minute data should be?
hello, may I use quantopian in my anaconda spyder environment?
Rushi Chaudhari
@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)
    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)
    return panel
This works for a single stock
hi guys
ImportError: No module named 'pandas.util._decorators'
having this import error , anyone know how to solve it?
hi, im using the jupyter magic '%%zipline' and it outputs the entire dataframe in the end. is there a way to prevent this?