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Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more. Installing Zipline is slightly more involved than the average Python package. For a development installation (used to develop Zipline itself), create and activate a virtualenv, then run the etc/dev-install script. Please note that Zipline is not a community-led project. Zipline is maintained by the Quantopian engineering team, and we are quite small and often busy.
Features
- Zipline tries to get out of your way so that you can focus on algorithm development
- Many common statistics like moving average and linear regression can be readily accessed from within a user-written algorithm
- Input of historical data and output of performance statistics are based on Pandas DataFrames to integrate nicely into the existing PyData ecosystem
- You can use libraries like matplotlib, scipy, statsmodels, and sklearn
- Use libraries to upport development, analysis, and visualization of state-of-the-art trading systems
- Zipline currently supports Python 2.7, 3.5, and 3.6, and may be installed via either pip or conda
Project Samples
