Zipline Reloaded is a maintained Python library for event-driven backtesting of algorithmic trading strategies. It continues the original Zipline project after Quantopian ended operations. Developers write trading algorithms while the engine simulates orders, market events, portfolio changes, and strategy performance over historical data. Common statistics such as moving averages and linear regression are available within algorithm workflows. Pandas-based input and output integrate naturally with the broader Python data-science ecosystem. Strategies can also use libraries such as SciPy, Matplotlib, statsmodels, and scikit-learn for analysis and modeling. The maintained fork updates dependencies and compatibility so the established Zipline workflow remains usable on modern Python environments.
Features
- Event-driven trading strategy backtesting
- Historical market data processing
- Order and portfolio simulation
- Built-in statistical calculations
- Pandas and PyData ecosystem integration
- Modernized Python dependency compatibility