Hands-On Machine Learning for Algorithmic Trading

Zipline

Zipline is the algorithmic trading library that powers the Quantopian backtesting and live-trading platform. It is also available offline to develop a strategy using a limited number of free data bundles that can be ingested and used to test the performance of trading ideas before porting the result to the online Quantopian platform for paper and live trading.

The following code illustrates how zipline permits us to access daily stock data for a range of companies. You can run zipline scripts in the Jupyter Notebook using the magic function of the same name.

First, you need to initialize the context with the desired security symbols. We'll also use a counter variable. Then zipline calls handle_data, where we use the data.history() ...