Reputation:
I am a beginner with Python and would like to understand whether zipline is the right backtesting framework for me.
I can understand other peoples code best while debugging and looking in variable contents at certain points. For doing this, I like Pycharms debugging possibilities most.
From the zipline manual I understood, that zipline can either be executed from the OS command line:
zipline run -f ../../zipline/examples/buyapple.py --start 2000-1-1 --end 2014-1-1 -o buyapple_out.pickle
or via IPython:
The IPython Notebook is a very powerful browser-based interface to a Python interpreter (this tutorial was written in it). As it is already the de-facto interface for most quantitative researchers zipline provides an easy way to run your algorithm inside the Notebook without requiring you to use the CLI.
Is there any way that I could work with zipline and Pycharm, so that I can also debug the zipline code itself (or at least my own code)?
After installing it with pip, I find the following entry point in my file system:
file /home/user/anaconda3/bin/zipline
#!/home/user/anaconda3/bin/python
# -*- coding: utf-8 -*-
import re
import sys
from zipline.__main__ import main
if __name__ == '__main__':
sys.argv[0] = re.sub(r'(-script\.pyw?|\.exe)?$', '', sys.argv[0])
sys.exit(main())
But is it wise to try to access zipline this way? Or is it better to clone the git repository and call zipline that way? And how should a wrapper look like that passes the parameter to zipline?
Upvotes: 1
Views: 779
Reputation: 73
you can run zipline inside pycharm or any IDE by using the run_algorithm
method.
something like this:
from datetime import datetime
import pandas as pd
from zipline import run_algorithm
start = pd.Timestamp(datetime(2018, 1, 1, tzinfo=pytz.UTC))
end = pd.Timestamp(datetime(2018, 7, 25, tzinfo=pytz.UTC))
run_algorithm(start=start,
end=end,
initialize=initialize,
capital_base=100000,
handle_data=handle_data,
before_trading_start=before_trading_start,
data_frequency='daily')
I am using these packages:
pandas==0.18.1
pandas-datareader==0.6.0
zipline-live==1.1.0.5
numpy==1.15.0
matplotlib==2.2.2
and python27
Upvotes: 2