A session represents a contiguous set of minutes, do we need two sessions in one day?
multi-session in one day, then there will be
multi-open/close time in one day.
Positionsare aggregated on
assetid and values like
cost_basisare taken as a weighted average and
last_transaction_dateis updated after additional transactions. Anyone know if there is a version of Zipline that is tax-conscious?
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?
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
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