pip install zipline
python
from zipline.api import set_slippage, commission, symbol
def initialize(context):
set_slippage(slippage.FixedSlippage())
commission.set_commission(commission.PerShare(cost=0.001, min_trade_cost=1))
context.stock = symbol('AAPL')
def handle_data(context, data):
pass
start = pd.Timestamp('2010-01-01', tz='utc')
end = pd.Timestamp('2019-12-31', tz='utc')
python
def handle_data(context, data):
price = data.current(context.stock, 'price')
if price < data.history(context.stock, 'price', 30, '1d').mean():
order_target(context.stock, 100)
elif price > data.history(context.stock, 'price', 30, '1d').mean():
order_target(context.stock, 0)
zipline run -f config_file_name
