pip install zipline zipline ingest -b quantopian-quandl python from zipline.api import order_target_percent, symbol def initialize(context): context.asset = symbol('AAPL') def handle_data(context, data): ma5 = data.history(context.asset, 'price', bar_count=5, frequency='1d').mean() ma20 = data.history(context.asset, 'price', bar_count=20, frequency='1d').mean() if ma5 > ma20: order_target_percent(context.asset, 1.0) elif ma5 < ma20: order_target_percent(context.asset, 0.0) python from zipline import run_algorithm from datetime import datetime def initialize(context): ... def handle_data(context, data): ... if __name__ == '__main__': start_date = datetime(2020, 1, 1) end_date = datetime(2020, 12, 31) capital_base = 100000 run_algorithm(start=start_date, end=end_date, initialize=initialize, capital_base=capital_base, handle_data=handle_data) python your_script.py