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quantstart
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Quantopian Zipline Algo Trading Library (Python)

February 4th, 2013, 10:34 am

I saw this on Friday:https://github.com/quantopian/ziplineLooks interesting...
 
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quantstart
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Quantopian Zipline Algo Trading Library (Python)

February 5th, 2013, 7:17 pm

Has anybody made use of it yet?
 
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Joined: November 7th, 2006, 3:20 pm

Quantopian Zipline Algo Trading Library (Python)

February 6th, 2013, 8:09 am

I've taken a look - the code is quite dense in some areas, with lots of yields. Looks good though, but not sure how it will fit into a real-time system?? You any thoughts?
 
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quantstart
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Quantopian Zipline Algo Trading Library (Python)

February 6th, 2013, 3:21 pm

I'm really interested in the back-testing aspect. I don't see the need to reinvent the wheel over and over. Given that most reasonable APIs require some form of adapters between badly designed Java classes and Python, I would rather spend my time there and be happy using other software for the algo development.That's not to say it shouldn't be thoroughly tested, however! But, the usual benefits of open source apply - over a long enough period, with a large enough active community, the bugs will be ironed out. I couldn't possibly hope to achieve the same level of testing with my own software, for instance.
 
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Quantopian Zipline Algo Trading Library (Python)

February 6th, 2013, 4:04 pm

Looks OK for backtesting I would say. Like the way they apply decorators to functions to implement windowing etc. Downside is that it's kind of specific to the platform with the SIDs, but I guess you could change that in your own code. Another thing is that I would have thought that support for general input, not only marketdata, would be a necessary feature for a quantitative trading system? This looks more like purely algorithmic to me.That they support pandas and scikit-learn is brilliant.
 
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tags
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Joined: February 21st, 2010, 12:58 pm

Quantopian Zipline Algo Trading Library (Python)

April 18th, 2014, 10:02 pm

Hi, there. I just came across zipline.Have you guys been using it further?Are there rival/better python libraries?Thank you.
Last edited by tags on April 18th, 2014, 10:00 pm, edited 1 time in total.
 
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tags
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Quantopian Zipline Algo Trading Library (Python)

April 18th, 2014, 10:05 pm

QuoteOriginally posted by: tagomaHi, there. I just came across zipline.Have you guys been using it further?Are there rival/better python libraries?Thank you.Maybe there are some clues in QS' articles.