zipline | 易学教程

Can't install TA-lib python issue with Microsoft Visual Studio

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问题 Trying to do a simple pip install TA-lib but am getting errors, in install Microsoft visual studios 14 but still the problem persists. error code http://pastebin.com/h4jHWd1m I tried to install it manually but get this: setup.py:77: UserWarning: Cannot find ta-lib library, installation may fail. warnings.warn('Cannot find ta-lib library, installation may fail.') running install running build running build_py running build_ext building 'talib.common' extension C:\Program Files (x86)\Microsoft

Can't install TA-lib python issue with Microsoft Visual Studio

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初学量化交易环境搭建和问题解决

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前言目前Python的版本已经到了3.8.5，但是在实际的开发中并木有太多的使用者，或者说很的多包和插件都还不支持。（我java猿一枚）目前自己属于一个量化的初学者，对python生态还不是很了解。全程靠着伸手党的本事，在搜索引擎的海洋里打怪升级，今天在这里记录下升级的心酸。基础 Python3.6 （不要选高了，我开始就用的3.8.5，基本上和用java14一个道理） PyCharm （编码工具） Anaconda3（包及其依赖项和环境的管理工具）安装Python 教程地址：传送门 PyCharm安装这个怪，你的自己打。也可选择别的怪，不强求。 Anaconda3 简介：包及其依赖项和环境的管理工具资料： anaconda官网：https://www.anaconda.com/ miniconda官网：https://docs.conda.io/en/latest/miniconda.html 外国语大学：https://mirrors.bfsu.edu.cn/help/anaconda/ 清华大学的：https://mirror.tuna.tsinghua.edu.cn/help/anaconda/ 创建配置量化的环境 Anaconda3创建环境打开Anaconda3 Prompt 创建pydev环境： conda create -n pydev python

Getting JSONDecodeError: Expecting value: line 1 column 1 (char 0) with Python + Zipline + Docker + Jupyter

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问题 I installed Zipline and Jupyter using Docker: https://github.com/quantopian/zipline/blob/master/Dockerfile I am now trying to run the following Zipline code under Jupyter %%zipline --bundle quantopian-quantl --start 2008-1-1 --end 2012-1-1 -o strat.pickle from zipline.api import symbol, order, record def initialize(context): pass def handle_data(context, data): order(symbol('AAPL'), 10) record(AAPL=data[symbol('AAPL')].price) The error message I am getting is: **JSONDecodeError: Expecting

Converting a pandas MultiIndex DataFrame from rows-wise to column-wise

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问题 I'm working in zipline and pandas and have converted a pandas.Panel to a pandas.DataFrame using the to_frame() method. This is the resulting pandas.DataFrame which as you can see is multi-indexed: price major minor 2008-01-03 00:00:00+00:00 SPY 129.93 KO 26.38 PEP 64.78 2008-01-04 00:00:00+00:00 SPY 126.74 KO 26.43 PEP 64.59 2008-01-07 00:00:00+00:00 SPY 126.63 KO 27.05 PEP 66.10 2008-01-08 00:00:00+00:00 SPY 124.59 KO 27.16 PEP 66.63 I need to convert this frame to look like this: SPY KO PEP

pip install gives error: Unable to find vcvarsall.bat

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问题 Using pip install zipline on Windows 8 with Python 2.7 gives me the error: Downloading/unpacking six (from python-dateutil==2.1->delorean->zipline[all]) Running setup.py egg_info for package six Installing collected packages: blist, pytz, requests, python-dateutil, six Running setup.py install for blist building '_blist' extension error: Unable to find vcvarsall.bat Complete output from command C:\Python27\python.exe -c "import setuptools;__ file__='c:\\users\\ThatsMe\\appdata\\local\\temp\

Zipline import error. No module named zipline.transforms

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问题 I am not able to import the zipline.transforms module >>> from zipline.transforms import batch_transform Traceback (most recent call last): File "<stdin>", line 1, in <module> ImportError: No module named 'zipline.transforms' 回答1: Disclaimer: I'm currently a maintainer of Zipline. I'm guessing the reason you're seeing this error is because that particular module was removed a while back (assuming you're using zipline 1.0.0 or later). If you want to do things similar to transforms you'll need

iPython magic for Zipline cannot find data bundle

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问题 I have a Python 2.7 script that runs Zipline fine on the command prompt, using --bundle=myBundle to load the custom data bundle myBundle which I have registered using extension.py . zipline run -f myAlgo.py --bundle=myBundle --start 2016-6-1 --end 2016-7-1 --data-frequency=minute Problem: However when I try to use the %zipline IPython magic to run the algorithm, the bundle argument --bundle seems to have difficulty finding myBundle . %zipline --bundle=myBundle--start 2016-6-1 --end 2016-7-1 -

Python: issue with zipline trading calendar/history

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问题 I have an unstable/weird result with Zipline trading calendar. On one machine with Python 3.4.2x64 and Zipline 0.7.42 I can run the following code: trading.environment = TradingEnvironment(bm_symbol='^FTSE', exchange_tz='Europe/London') Holidays = list(set(tradingcalendar_lse.non_trading_days)-set(data.index)) trading.environment.trading_days = pd.date_range(start=trading.environment.trading_days[0], end=trading.environment.trading_days[-1], freq=pd.tseries.offsets.CDay(holidays=Holidays))

How to use a custom calendar in a custom zipline bundle?

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问题 I have the following code in my viacsv.py file that aims to allow a custom bundle to be ingested: # # Ingest stock csv files to create a zipline data bundle import os import numpy as np import pandas as pd import datetime boDebug=True # Set True to get trace messages from zipline.utils.cli import maybe_show_progress def viacsv(symbols,start=None,end=None): # strict this in memory so that we can reiterate over it. # (Because it could be a generator and they live only once) tuSymbols = tuple