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
Zipline是一个用Python编写的开源算法交易模拟器,提供真实的市场模拟,包括滑点、交易成本和订单延迟。它包括实时处理事件、内置常见变换和风险计算功能。本教程介绍了如何定义initialize()和handle_data()函数来创建算法,以及如何通过命令行界面或IPython Notebook运行算法。教程以双移动平均线交叉策略为例,展示了如何使用历史价格数据进行交易决策。
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