Quantopian, is a Boston-based algorithmic trading platform and Zipline is a Pythonic algorithmic trading library(Open Source). Quantiopian Zipline is currently used in production as the backtesting engine powering Quantopian.
Zipline comes “batteries included” as many common statistics like moving average and linear regression can be readily accessed from within a user-written algorithm. Zipline supports data import from Yahoo Finance too. You can get more info about Zipline here
Installation Guidelines for Setting up Python for the First time
How to Install PIP and Guidelines for Setting up Quantopian Zipline and its Dependencies
List of Required Dependencies
1)NumPy is a fundamental package needed for scientific computing with Python
2)SciPy is software for mathematics, science, and engineering.
3)Pandas is a cross-section and time series data analysis toolkit.
4)IPython is an interactive computing environment.
5)TA-Lib is a wrapper for the TA-LIB Technical Analysis Library.
6)Scikit-learn integrates classic machine learning algorithms.
7)Statsmodels provides classes and functions for the estimation of statistical models.
8)Zipline is a pythonic algotrading library.
Installation of TA-Lib, Scikit-learn, Statsmodels are not shown in the video for time constratint and you can download all the above Python Library Windows binaries here. And Zipline installation can be done using direct pip command.
pip install zipline
Other Dependencies which comes with Zipline Installation
1)Logbook
2)pytz
3)requests
4)six
5)python-dateutil
Dependenices for IPython and Matplotlib Installation
pyzmp, jinja2, tornado,pyparsing are some of the dependencies which are required for running IPython and you can use the pip command to install it.
pip install pyzmq
pip install jinja2
pip install tornado
pip install pyparsing
One the dependencies are installed go to Windows Powershell and enter to start IPython Notebook
ipython notebook –pylab inline
In the next video will try to come up with few more concepts on how to use quantiopian zipline in IPython Notebook Interactive computing environment.
Related Readings and Observations
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hi
can we have same type of vedio in perl ?
i was a bit familiar with perl.python / jython never tried.
this python can have a quandle package for data.can you extend this demo upto that level also?
thx
sayantan
[NB:- i used to scare with its name as it is name of some reptile ]
There are no much of open source libraries for a Backtesting Engine in Perl. Most of the Quant based development works happened with Python/R and there is one With .Net too (Quantconnect) where you can play around with quant algorithms.
hi
2ndly the komodo IDE is not free.we need a proper IDE.
I can not remember the support matrix of netbeans although.
but python/perl is very hectic with such stuff. tried before 2009.
thx
sayantan
Why you need to go with Komodo IDE when you are able to solve with Ipython? Moreoever the license is free for open source lovers when comes to Komodo IDE too.
Rajandran R