mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-08 01:52:47 +08:00
+41
-19
@@ -12,17 +12,19 @@ Zipline is a Pythonic algorithmic trading library. It is an event-driven
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system that supports both backtesting and live-trading.
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Zipline is currently used in production as the backtesting and live-trading
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engine powering `Quantopian <https://www.quantopian.com>`__ -- a free,
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engine powering `Quantopian <https://www.quantopian.com>`_ -- a free,
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community-centered, hosted platform for building and executing trading
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strategies.
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`Join our
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community! <https://groups.google.com/forum/#!forum/zipline>`__
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community! <https://groups.google.com/forum/#!forum/zipline>`_
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`Documentation <http://www.zipline.io>`_
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Want to contribute? See our `open
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requests <https://github.com/quantopian/zipline/wiki/Contribution-Requests>`__
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requests <https://github.com/quantopian/zipline/wiki/Contribution-Requests>`_
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and our `general
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guidelines <https://github.com/quantopian/zipline#contributions>`__
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guidelines <https://github.com/quantopian/zipline#contributions>`_
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below.
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Features
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@@ -43,25 +45,49 @@ Features
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Installation
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============
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pip
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---
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Installing With ``pip``
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-----------------------
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You can install Zipline via the ``pip`` command:
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::
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Assuming you have all required (see note below) non-Python dependencies, you
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can install Zipline with ``pip`` via:
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.. code-block:: bash
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$ pip install zipline
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**Note:** Installing Zipline via ``pip`` is slightly more involved than the
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average Python package. Simply running ``pip install zipline`` will likely
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fail if you've never installed any scientific Python packages before.
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There are two reasons for the additional complexity:
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1. Zipline ships several C extensions that require access to the CPython C API.
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In order to build the C extensions, ``pip`` needs access to the CPython
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header files for your Python installation.
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2. Zipline depends on `numpy <http://www.numpy.org/>`_, the core library for
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numerical array computing in Python. Numpy depends on having the `LAPACK
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<http://www.netlib.org/lapack>`_ linear algebra routines available.
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Because LAPACK and the CPython headers are binary dependencies, the correct way
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to install them varies from platform to platform. On Linux, users generally
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acquire these dependencies via a package manager like ``apt``, ``yum``, or
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``pacman``. On OSX, `Homebrew <http://www.brew.sh>`_ is a popular choice
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providing similar functionality.
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See the full `Zipline Install Documentation`_ for more information on acquiring
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binary dependencies for your specific platform.
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conda
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-----
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Another way to install Zipline is via ``conda`` which comes as part
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of `Anaconda <http://continuum.io/downloads>`__ or can be installed via
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``pip install conda``.
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Another way to install Zipline is via the ``conda`` package manager, which
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comes as part of `Anaconda <http://continuum.io/downloads>`_ or can be
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installed via ``pip install conda``.
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Once set up, you can install Zipline from our ``Quantopian`` channel:
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::
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.. code-block:: bash
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conda install -c Quantopian zipline
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@@ -74,17 +100,11 @@ Currently supported platforms include:
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Windows may work; however, it is currently untested.
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Dependencies
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------------
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See our `requirements file
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<https://github.com/quantopian/zipline/blob/master/etc/requirements.txt>`__
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Quickstart
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==========
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See our `getting started
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tutorial <http://www.zipline.io/#quickstart>`__.
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tutorial <http://www.zipline.io/#quickstart>`_.
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The following code implements a simple dual moving average algorithm.
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@@ -166,3 +186,5 @@ https://github.com/quantopian/zipline/wiki/Contribution-Requests
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:target: https://coveralls.io/r/quantopian/zipline
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.. |Code quality| image:: https://scrutinizer-ci.com/g/quantopian/zipline/badges/quality-score.png?b=master
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:target: https://scrutinizer-ci.com/g/quantopian/zipline/
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.. _`Zipline Install Documentation` : http://www.zipline.io/install.html
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@@ -16,6 +16,7 @@ extensions = [
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'sphinx.ext.extlinks',
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'sphinx.ext.autosummary',
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'sphinx.ext.viewcode',
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'sphinx.ext.todo',
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]
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@@ -90,3 +91,5 @@ intersphinx_mapping = {
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}
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doctest_global_setup = "import zipline"
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todo_include_todos = True
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@@ -1,11 +1,9 @@
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.. include:: ../../README.rst
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Index
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-----
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.. toctree::
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:maxdepth: 1
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install
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beginner-tutorial
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releases
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appendix
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@@ -0,0 +1,130 @@
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Install
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=======
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Installing with ``pip``
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-----------------------
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Installing Zipline via ``pip`` is slightly more involved than the average
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Python package.
|
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|
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There are two reasons for the additional complexity:
|
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|
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1. Zipline ships several C extensions that require access to the CPython C API.
|
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In order to build the C extensions, ``pip`` needs access to the CPython
|
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header files for your Python installation.
|
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|
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2. Zipline depends on `numpy <http://www.numpy.org/>`_, the core library for
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numerical array computing in Python. Numpy depends on having the `LAPACK
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<http://www.netlib.org/lapack>`_ linear algebra routines available.
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|
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Because LAPACK and the CPython headers are non-Python dependencies, the correct
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way to install them varies from platform to platform. If you'd rather use a
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single tool to install Python and non-Python dependencies, or if you're already
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using `Anaconda <http://continuum.io/downloads>`_ as your Python distribution,
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you can skip to the :ref:`Installing with Conda <conda>` section.
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Once you've installed the necessary additional depdendencies (see below for
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your particular platform), you should be able to simply run
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.. code-block:: bash
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$ pip install zipline
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If you use Python for anything other than Zipline, we **strongly** recommend
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that you install in a `virtualenv
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<https://virtualenv.readthedocs.org/en/latest>`_. The `Hitchhiker's Guide to
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Python`_ provides an `excellent tutorial on virtualenv
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<http://docs.python-guide.org/en/latest/dev/virtualenvs/>`_.
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GNU/Linux
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~~~~~~~~~
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On `Debian-derived`_ Linux distributions, you can acquire all the necessary
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binary dependencies from ``apt`` by running:
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.. code-block:: bash
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$ sudo apt-get install libatlas-base-dev python-dev gfortran pkg-config
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On recent `RHEL-derived`_ derived Linux distributions (e.g. Fedora), the
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following should be sufficient to acquire the necessary additional
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dependencies:
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.. code-block:: bash
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$ sudo dnf install atlas-devel gcc-c++ gcc-gfortran libgfortran python-devel redhat-rep-config
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On `Arch Linux`_, you can acquire the additional dependencies via ``pacman``:
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.. code-block:: bash
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$ pacman -S lapack gcc gcc-fortran pkg-config
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There are also AUR packages available for installing `Python 3.4
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<https://aur.archlinux.org/packages/python34/>`_ (Arch's default python is now
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3.5, but Zipline only currently supports 3.4), and `ta-lib
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<https://aur.archlinux.org/packages/ta-lib/>`_, an optional Zipline dependency.
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Python 2 is also installable via:
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.. code-block:: bash
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$ pacman -S python2
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OSX
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~~~
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The version of Python shipped with OSX by default is generally out of date, and
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has a number of quirks because it's used directly by the operating system. For
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these reasons, many developers choose to install and use a separate Python
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installation. The `Hitchhiker's Guide to Python`_ provides an excellent guide
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to `Installing Python on OSX <http://docs.python-guide.org/en/latest/>`_, which
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explains how to install Python with the [Homebrew](http://brew.sh/) package
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manager.
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Assuming you've installed Python with Homebrew, you'll also likely need the
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following brew packages:
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.. code-block:: bash
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$ brew install freetype pkg-config gcc openssl
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Windows
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~~~~~~~
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.. todo::
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Add notes on installing with Anaconda, then point to ``Installing with Conda``.
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Installing with ``conda``
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-------------------------
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.. _conda:
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.. warning::
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The ``zipline`` packages for ``conda`` are currently out of date. We plan
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to provide a conda package for the upcoming ``0.8.4`` release.
|
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|
||||
Another way to install Zipline is via the ``conda`` package manager, which
|
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comes as part of Continuum Analytics' `Anaconda
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<http://continuum.io/downloads>`_ distribution.
|
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|
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The primary advantage of using Conda over ``pip`` is that conda natively
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understands the complex binary dependencies of packages like ``numpy`` and
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``scipy``. This means that ``conda`` can install Zipline and its dependencies
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without requiring the use of a second tool to acquire Zipline's non-Python
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dependencies.
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|
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For instructions on how to install ``conda``, see the `Conda Installation
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Documentation <http://conda.pydata.org/docs/download.html>`_
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|
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Once conda has been set up you can install Zipline from our ``Quantopian``
|
||||
channel:
|
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|
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.. code-block:: bash
|
||||
|
||||
conda install -c Quantopian zipline
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.. _`Debian-derived`: https://www.debian.org/misc/children-distros
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.. _`RHEL-derived`: https://en.wikipedia.org/wiki/Red_Hat_Enterprise_Linux_derivatives
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.. _`Arch Linux` : https://www.archlinux.org/
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.. _`Hitchhiker's Guide to Python` : http://docs.python-guide.org/en/latest/
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@@ -83,6 +83,8 @@ Documentation
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* Added reference docs for Asset Metadata APIs. (:issue:`864`).
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* Generated documentation now includes links to source code for many classes
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and functions. (:issue:`864`).
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* Added platform-specific documentation describing how to find binary
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dependencies. (:issue:`883`).
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|
||||
Miscellaneous
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||||
~~~~~~~~~~~~~
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||||
|
||||
@@ -0,0 +1,2 @@
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Sphinx>=1.3.2
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numpydoc>=0.5.0
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Reference in New Issue
Block a user