Zipline Beginner Tutorial
Basics
Zipline is an open-source algorithmic trading simulator written in Python .Zipline是一个用Python编写的开源算法交易模拟器。
The source can be found at: https://github.com/quantopian/zipline 源码地址在
Some benefits include: 一些优势包括:
- Realistic: slippage, transaction costs, order delays. 实时:滑点,交易成本,订单延迟。
- Stream-based: Process each event individually, avoids look-ahead bias. 基于流:分别处理每个事件,避免预见偏差。
- Batteries included: Common transforms (moving average) as well as common risk calculations (Sharpe). 电池包括:常见转换(移动平均值&