pip install zipline
zipline ingest
python
from zipline import run_algorithm
from zipline.api import order, record, symbol
def initialize(context):
context.asset = symbol('AAPL')
def handle_data(context, data):
order(context.asset, 10)
record(AAPL=data.current(context.asset, 'close'))
run_algorithm(
start='2010-01-01',
end='2020-01-01',
initialize=initialize,
handle_data=handle_data,
capital_base=10000,
)
zipline run -f my_strategy.py --start 2010-01-01 --end 2020-01-01 --capital-base 10000 --output my_strategy_results.pickle