python from zipline.api import order, record, symbol def initialize(context): context.asset = symbol('AAPL') def handle_data(context, data): ma1 = data.history(context.asset, 'price', bar_count=50, frequency='1d').mean() ma2 = data.history(context.asset, 'price', bar_count=200, frequency='1d').mean() if ma1 > ma2: order(context.asset, 1) else: order(context.asset, -1) record(AAPL=data.current(context.asset, 'price')) from zipline import run_algorithm from datetime import datetime import pytz start = datetime(2010, 1, 1, tzinfo=pytz.UTC) end = datetime(2020, 1, 1, tzinfo=pytz.UTC) results = run_algorithm(start=start, end=end, initialize=initialize, handle_data=handle_data)