Zipline Beginner Tutorial
Basics 基础
Zipline is an open-source algorithmic trading simulator written in Python. Zipline是开源的算法交易模拟器,使用python编写。
The source can be found at: https://github.com/quantopian/zipline
Some benefits include:
- Realistic: slippage, transaction costs, order delays.
- Stream-based: Process each event individually, avoids look-ahead bias.
- Batteries included: Common transforms (moving average) as well as common risk calculations (Sharpe).
- Developed and continuously updated by