def algoRunNext(self):
if(self.hasNext()):
currentSeriesValue = self.timeDF.iloc[self.index];
self.index += 1;
start, end = self._getStartEndTimeFromCurrentSeries(currentSeriesValue);
algo = TradingAlgorithm(initialize=self.initialize,
handle_data=self.handle_data, identifiers=self.stockName)
data = loader.load_bars_from_yahoo(stocks=self.stockName,
start=start, end=end);
return algo.run(data);
else:
raise ValueError;
import pandas as pd
from zipline import TradingAlgorithm
from zipline.api import order, sid
from zipline.data.loader import load_bars_from_yahoo
# creating time interval
start = pd.Timestamp('2008-01-01', tz='UTC')
end = pd.Timestamp('2013-01-01', tz='UTC')
# loading the data
input_data = load_bars_from_yahoo(
stocks=['AAPL', 'MSFT'],
start=start,
end=end,
)
#checking if I can merge this
def initialize(context):
context.has_ordered = False
def handle_data(context, data):
if not context.has_ordered:
for stock in data:
order(sid(stock), 100)
context.has_ordered = True
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
ax2 = plt.subplot(212, sharex=ax1)
results.AAPL.plot(ax=ax2)
ax2.set_ylabel('AAPL price (USD)')
# Show the plot.
plt.gcf().set_size_inches(18, 8)
plt.show()
# Note: this if-block should be removed if running
# this algorithm on quantopian.com
if __name__ == '__main__':
from datetime import datetime
import pytz
from zipline.algorithm import TradingAlgorithm
from zipline.data.loader import load_bars_from_yahoo
import pandas as pd
# Set the simulation start and end dates
start = pd.Timestamp('2008-01-01', tz='UTC')
end = pd.Timestamp('2013-01-01', tz='UTC')
# Load price data from yahoo.
data = load_bars_from_yahoo(stocks=['AAPL'], indexes={}, start=start,
end=end)
# Create and run the algorithm.
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
results = algo.run(data)
analyze(results=results)
stocks = ['AAPL', 'MSFT']
def initialize(context):
context.has_ordered = False
context.stocks = stocks
def handle_data(context, data):
if not context.has_ordered:
for stock in context.stocks:
order(symbol(stock), 100)
context.has_ordered = True
if __name__ == '__main__':
# creating time interval
start = pd.Timestamp('2008-01-01', tz='UTC')
end = pd.Timestamp('2013-01-01', tz='UTC')
# loading the data
input_data = load_bars_from_yahoo(
stocks=stocks,
start=start,
end=end,
)
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
results = algo.run(input_data)
import pytz
from datetime import datetime
from zipline.api import order, symbol, record, order_target
from zipline.algorithm import TradingAlgorithm
from zipline.data.loader import load_bars_from_yahoo
import pyexcel
# Load data manually from Yahoo! finance
start = datetime(2011, 1, 1, 0, 0, 0, 0, pytz.utc).date()
end = datetime(2012, 1, 1, 0, 0, 0, 0, pytz.utc).date()
data = load_bars_from_yahoo(stocks=['SPY'], start=start, end=end)
#code
def initialize(context):
context.security = symbol('SPY')
#code
def handle_data(context, data):
MA1 = data[context.security].mavg(50)
MA2 = data[context.security].mavg(100)
date = str(data[context.security].datetime)[:10]
current_price = data[context.security].price
current_positions = context.portfolio.positions[symbol('SPY')].amount
cash = context.portfolio.cash
value = context.portfolio.portfolio_value
current_pnl = context.portfolio.pnl
if (MA1 > MA2) and current_positions == 0:
def initialize(context):
context.has_ordered = False
context.stocks = stocks
def handle_data(context, data):
if not context.has_ordered:
for stock in context.stocks:
order(symbol(stock), 100)
context.has_ordered = True
if __name__ == '__main__':
# creating time interval
start = pd.Timestamp('2008-01-01', tz='UTC')
end = pd.Timestamp('2013-01-01', tz='UTC')
# loading the data
input_data = load_bars_from_yahoo(
stocks=stocks,
start=start,
end=end,
)
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data,
identifiers=stocks)
results = algo.run(input_data)
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import pandas as pd
from zipline import TradingAlgorithm
from zipline.api import order, sid
from zipline.data.loader import load_bars_from_yahoo
# creating time interval
start = pd.Timestamp('2008-01-01', tz='UTC')
end = pd.Timestamp('2013-01-01', tz='UTC')
# loading the data
input_data = load_bars_from_yahoo(
stocks=['AAPL', 'MSFT'],
start=start,
end=end,
)
def initialize(context):
context.has_ordered = False
def handle_data(context, data):
if not context.has_ordered:
for stock in data:
order(sid(stock), 100)
context.has_ordered = True
