pip install zipline
python
import zipline
from zipline.api import order, record, symbol
from datetime import datetime
import pytz
import pandas as pd
python
def zipline_strategy(context, data):
if data[symbol('AAPL')].price > 200:
order(symbol('AAPL'), -1)
if data[symbol('AAPL')].price < 100:
order(symbol('AAPL'), 1)
python
def initialize(context):
context.security = symbol('AAPL')
def handle_data(context, data):
zipline_strategy(context, data)
python
start = datetime(2022, 1, 1, tzinfo=pytz.utc)
end = datetime(2022, 12, 31, tzinfo=pytz.utc)
results = zipline.run_algorithm(
start=start,
end=end,
initialize=initialize,
capital_base=100000,
handle_data=handle_data
)
