Installation - Zipline Tutorial local backtesting and finance with Python p.1

TL;DR

Learn how to install and run Zipline, the best open-source back tester, on your local machine for custom backtesting.

Transcript

what's going on everybody and welcome to a miniseries of the ins and outs of getting zip line to run locally on your own machine if you don't know what zip line is it's just arguably the best back tester in any programming language at least that's open source and available to you so zip line is the backend that runs on quanto peein for example and ... Read More

Key Insights

• 🤗 Zipline is a powerful open-source back tester that allows for custom backtesting on various markets and assets.
• 🫦 Installing and running Zipline locally can be a bit challenging, but it is possible on both Ubuntu and Windows systems.
• 🏃 In order to run Zipline locally, you need to install the necessary dependencies, including C libraries, and then install and test the Zipline package.
• 😒 It is recommended to use Python 3.5 or 2.7 for Zipline installation, as it requires pandas 0.18, which is not available for Python 3.6 or 3.7.
• 🏃 The tutorial provides detailed step-by-step instructions for installing and running Zipline on both Ubuntu and Windows systems.
• 😒 Ingesting data into Zipline can be done using the "zipline ingest -b <bundle>" command, where <bundle> refers to the data bundle you want to use.
• 📔 The tutorial mentions that in the next tutorial, the author will cover how to visualize the results of a Zipline backtest.

Questions & Answers

Q: What is Zipline?

Zipline is an open-source back tester that is considered one of the best in any programming language. It allows for custom backtesting on various markets and supports a range of assets.

Q: Why would I want to run Zipline locally?

Running Zipline locally allows for more customization in backtesting, such as testing different markets or assets. It also allows for easier testing and debugging.

Q: What are the requirements for running Zipline locally?

To run Zipline locally, you need to have Python 3.5 or 2.7 installed and the necessary C libraries, including NumPy, SciPy, and Setuptools. Additionally, Zipline requires pandas 0.18, which is not available for Python 3.6 or 3.7.

Q: How do I install and run Zipline on Ubuntu?

On Ubuntu, the installation process involves installing the necessary C libraries, such as NumPy and SciPy, and then using pip to install Zipline. Once installed, you can test the installation by importing Zipline in Python.

Q: What is the process for installing and running Zipline on Windows?

On Windows, the installation process is slightly more complicated but still manageable. You need to download the required C libraries manually and then use pip to install Zipline. Make sure to specify the appropriate Python version and architecture during installation.

Q: Can I use Conda to install Zipline?

Yes, if you already have Conda installed, you can try using the "conda install quantecon zip-line" command to install Zipline. However, the tutorial focuses on installing Zipline without Conda.

Q: How do I ingest data into Zipline?

To ingest data into Zipline, you can use the "zipline ingest -b <bundle>" command, where <bundle> refers to the bundle you want to ingest. The tutorial suggests using the Quandl bundle, but you can also use your custom data bundles.

Q: How can I visualize the results of a Zipline backtest?

The tutorial mentions that in the next tutorial, the author will show how to visualize the results of a Zipline backtest. Stay tuned for that!

Summary & Key Takeaways

• Zipline is a powerful open-source back tester that allows for custom backtesting on various markets and assets.

• Installing Zipline locally can be a bit tricky, but it is possible on both Ubuntu and Windows systems.

• To run Zipline, you need to install the necessary dependencies, including C libraries, and then install and test the Zipline package.