pip install zipline
python
from zipline.api import order, symbol
def initialize(context):
pass
def handle_data(context, data):
ma1 = data.history(symbol('AAPL'), 'close', bar_count=50, frequency="1d").mean()
ma2 = data.history(symbol('AAPL'), 'close', bar_count=200, frequency="1d").mean()
if ma1 > ma2:
elif ma1 < ma2:
python
import pandas as pd
from datetime import datetime
from zipline import run_algorithm
def initialize(context):
pass
def handle_data(context, data):
pass
start = pd.Timestamp('2010-01-01', tz='utc')
end = pd.Timestamp('2020-12-31', tz='utc')
run_algorithm(start=start,
end=end,
initialize=initialize,
capital_base=100000,
handle_data=handle_data,
data_frequency='daily')
