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Zipline入门教程

胡利
2023-12-01

Zipline Beginner Tutorial

Basics 基础

Zipline is an open-source algorithmic trading simulator written in Python. Zipline是开源的算法交易模拟器,使用python编写。

The source can be found at: https://github.com/quantopian/zipline

Some benefits include:

  • Realistic: slippage, transaction costs, order delays.
  • Stream-based: Process each event individually, avoids look-ahead bias.
  • Batteries included: Common transforms (moving average) as well as common risk calculations (Sharpe).
  • Developed and continuously updated by Quantopian which provides an easy-to-use web-interface to Zipline, 10 years of minute-resolution historical US stock data, and live-trading capabilities. This t
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