I am using pycharm as my IDE, I found problem to install zipline to pycharm. I have tried the method by pip install zipline, but it is not working.
Are there any parts I missed or any guide to deal with it?
To start, in PyCharm open Settings -> Project(XXX) -> Project Interpreter
. Then click on the +
icon in the top right of the screen, type Zipline
in the search bar, then click on Install Package
to install Zipline.
You'll need to download the sample Quandl data, by running this on the command line:
zipline ingest -b quantopian-quandl
To test if Zipline was installed successfully, create 'dual_moving_average.py' and paste in this sample application:
from zipline.api import (
history,
order_target,
record,
symbol,
)
def initialize(context):
context.i = 0
def handle_data(context, data):
# Skip first 300 days to get full windows
context.i += 1
if context.i < 300:
return
# Compute averages
# history() has to be called with the same params
# from above and returns a pandas dataframe.
short_mavg = history(100, '1d', 'price').mean()
long_mavg = history(300, '1d', 'price').mean()
sym = symbol('AAPL')
# Trading logic
if short_mavg[sym] > long_mavg[sym]:
# order_target orders as many shares as needed to
# achieve the desired number of shares.
order_target(sym, 100)
elif short_mavg[sym] < long_mavg[sym]:
order_target(sym, 0)
# Save values for later inspection
record(AAPL=data[sym].price,
short_mavg=short_mavg[sym],
long_mavg=long_mavg[sym])
To run the algo using Zipline, execute the following on the command line (you can change the dates to a time-frame more to your liking of course):
zipline run -f dual_moving_average.py --start 2011-1-1 --end 2012-1-1 -o dma.pickle
If all this works without error, do a little happy dance! :-) Because, Zipline is now installed, and you've run your first algo.
不幸的是,MikeyE建议的解决方案对我不起作用,因为我没有在那里列出滑索——对我有用的是
conda install -c Quantopian zipline
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