from zipline.data import load_from_yahoo d = load_from_yahoo(stocks=['AAPL'], start="2015/09/01", end="2015/10/10") print(d)
plt.show()
if __name__ == '__main__':
from datetime import datetime
import pytz
from zipline.algorithm import TradingAlgorithm
from zipline.utils.factory import load_from_yahoo
# Set the simulation start and end dates.
start = datetime(2005, 11, 14, 0, 0, 0, 0, pytz.utc)
end = datetime(2013, 10, 14, 0, 0, 0, 0, pytz.utc)
# Load price data from yahoo.
data = load_from_yahoo(stocks=['AAPL', 'AXP', 'BA', 'CAT', 'CSCO', 'CVX', 'DD', 'DIS', 'GE', 'GS', 'HD', 'IBM', 'INTC', 'JNJ', 'JPM', 'KO', 'MCD', 'MMM', 'MRK', 'MSFT', 'NKE', 'PFE', 'PG', 'TRV', 'UNH', 'UTX', 'V', 'VZ', 'WMT', 'XOM'], indexes={}, start=start,
end=end)
benchmarks = get_benchmark_returns("^DJI", start, end)
data.bench = benchmarks
end2 = datetime(2013, 10, 14, 0, 0, 0, 0, pytz.utc)
start2 = datetime(2007, 5, 07, 0, 0, 0, 0, pytz.utc)
dw= web.DataReader("^GSPC", "yahoo", start=start2, end = end2)
data.dowJones = dw
# Create and run the algorithm.
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data,
identifiers=['AAPL', 'AXP', 'BA', 'CAT', 'CSCO', 'CVX', 'DD', 'DIS', 'GE', 'GS', 'HD', 'IBM', 'INTC', 'JNJ', 'JPM', 'KO', 'MCD', 'MMM', 'MRK', 'MSFT', 'NKE', 'PFE', 'PG', 'TRV', 'UNH', 'UTX', 'V', 'VZ', 'WMT', 'XOM'])
