Welcome to zipline-broker! This platform is a fork of Quantopian's zipline, and has been modified to support both backtesting and live trading. The examples and usage focus on long-term investment strategies, though that is not a restriction on the zipline-broker platform.
zipline-broker is designed to be a component in the HotChiliAnalytics(HCA)_ support of a full algorithmic trading pipeline, including live trading. It supports data bundles from Quandl Sharadar, IEX, and Yahoo. It also supports Fundamentals from Quandl Sharadar, using slightly modified methods from Alphatools
For live trading, it currently supports Interactive Brokers and Alpaca. It is an open source component of HotChili Analytics(HCA)
- A Code channel of examples is is open sourced and available at: HCA_resources
- A Video channel with some tutorials on usage is at HCA_Videos.
- A Medium channel with articles and tutorials is at HCA_Medium.
[Current (2021-04-26) best known zipline repos that are available:
- zipline-broker is a fork of zipline-live2, which is a fork of zipline-live, which is a fork of zipline.
- zipline-trader is a fork of zipline-live2, which is a fork of zipline-live, which is a fork of zipline.
- zipline-reloaded is a fork of zipline, which supports a book with website ml4trading.io.
- quantrocket has a release of zipline inside it that supports live-trading.
zipline-broker has concentrated on interfacing with Interactive Broker(IB) for it's live trading. It also has some support for Alpaca, yet that support is more up-to-date in the zipline-trader fork.
- Clone this repository into your $HOME directory:
git clone https://github.com/hotchilianalytics/zipline-broker.git - The install scripts are located at the location:
zipline-broker/install. In an AWS Linux environment, without miniconda installed, execute the script:. $HOME/zipline-broker/install/install_conda_zipline-broker.sh - Logout and log back in. You should see an hca prompt, which means that you are in the proper conda environment. Install jupyterlab/jupyter so that you can run the notebooks. To do this, run:
. $HOME/zipline-broker/install/config_new_user.sh - Fire off jupyterlab and navigate to $HOME/hca/hca-resources. Choose one of the examples, click on it and pop up the enclosed .ipynb file(not the tearsheet one) to get started.
You can find the documentation for zipline-broker at Zipline-Broker-Docs