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test.py
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/
test.py
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from zipline.api import order, record, symbol
from zipline.finance import commission
from zipline import run_algorithm
from toolz import merge
from importlib import import_module
import pandas as pd
import os
from zipline.data.bundles import register
from zipline.data.bundles.viadb import viadb
from zipline.utils.calendars import register_calendar, get_calendar
def initialize(context):
context.asset = symbol('HSDZ')
context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
def handle_data(context, data):
order(context.asset, 10)
record(AAPL=data.current(context.asset, 'price'))
def analyze(context=None, results=None):
import matplotlib.pyplot as plt
# Plot the portfolio and asset data.
ax1 = plt.subplot(211)
results.portfolio_value.plot(ax=ax1)
ax1.set_ylabel('Portfolio value (USD)')
ax2 = plt.subplot(212, sharex=ax1)
results.AAPL.plot(ax=ax2)
ax2.set_ylabel('HSDZ price (USD)')
# Show the plot.
plt.gcf().set_size_inches(18, 8)
plt.show()
equities1={}
register('sniper', # name this whatever you like
viadb(equities1)
)
register_calendar("HSDZ", get_calendar("SHSZ"), force=True)
run_algorithm( initialize=initialize, handle_data=handle_data, analyze=analyze,
bundle='sniper', environ=os.environ,
**merge({'capital_base': 1e7}, {
'start': pd.Timestamp('2014-01-01', tz='utc'),
'end': pd.Timestamp('2014-11-01', tz='utc'),
}))