Chapter 8: Introduction to Zipline and PyFolio
In this chapter, you will learn about the Python libraries known as Zipline and PyFolio, which abstract away the complexities of the backtesting and performance/risk analysis aspects of algorithmic trading strategies. They allow you to completely focus on the trading logic.
For this, we are going to cover the following main topics:
- Introduction to Zipline and PyFolio
- Installing Zipline and PyFolio
- Importing market data into a Zipline/PyFolio backtesting system
- Structuring Zipline/PyFolio backtesting modules
- Reviewing the key Zipline API reference
- Running Zipline backtesting from the command line
- Introduction to the key risk management figures provided by PyFolio
Technical requirements
The Python ...
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