DOC: final cleanup

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2015-11-06 15:04:13 -05:00
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@@ -8,14 +8,13 @@ Zipline
|Coverage Status|
|Code quality|
Zipline is a Pythonic algorithmic trading library. The system is
fundamentally event-driven and a close approximation of how live-trading
systems operate.
Zipline is a Pythonic algorithmic trading library. It is an event-driven
system that supports both backtesting and live-trading.
Zipline is currently used in production as the backtesting engine
powering `Quantopian Inc. <https://www.quantopian.com>`__ -- a free,
community-centered platform that allows development and real-time
backtesting of trading algorithms in the web browser.
Zipline is currently used in production as the backtesting and live-trading
engine powering `Quantopian <https://www.quantopian.com>`__ -- a free,
community-centered, hosted platform for building and executing trading
strategies.
`Join our
community! <https://groups.google.com/forum/#!forum/zipline>`__
@@ -29,29 +28,38 @@ below.
Features
========
- Ease of use: Zipline tries to get out of your way so that you can
focus on algorithm development. See below for a code example.
- Zipline comes "batteries included" as many common statistics like
moving average and linear regression can be readily accessed from
within a user-written algorithm.
- Input of historical data and output of performance statistics is
based on Pandas DataFrames to integrate nicely into the existing
Python eco-system.
- Statistic and machine learning libraries like matplotlib, scipy,
statsmodels, and sklearn support development, analysis and
visualization of state-of-the-art trading systems.
- Ease of use: Zipline tries to get out of your way so that you can
focus on algorithm development. See below for a code example.
- Zipline comes "batteries included" as many common statistics like
moving average and linear regression can be readily accessed from
within a user-written algorithm.
- Input of historical data and output of performance statistics are
based on Pandas DataFrames to integrate nicely into the existing
PyData eco-system.
- Statistic and machine learning libraries like matplotlib, scipy,
statsmodels, and sklearn support development, analysis, and
visualization of state-of-the-art trading systems.
Installation
============
The easiest way to install Zipline is via ``conda`` which comes as part
pip
---
You can install Zipline via the ``pip`` command:
::
$ pip install zipline
conda
-----
Another way to install Zipline is via ``conda`` which comes as part
of `Anaconda <http://continuum.io/downloads>`__ or can be installed via
``pip install conda``.
Once set up, you can install Zipline from our Quantopian channel:
Once set up, you can install Zipline from our ``Quantopian`` channel:
::
@@ -59,44 +67,18 @@ Once set up, you can install Zipline from our Quantopian channel:
Currently supported platforms include:
- Windows 32-bit (can be 64-bit Windows but has to be 32-bit Anaconda)
- GNU/Linux 64-bit
- OSX 64-bit
- Linux 64-bit
.. note::
PIP
---
Alternatively you can install Zipline via the more traditional ``pip``
command. Since zipline is pure-python code it should be very easy to
install and set up:
::
pip install numpy # Pre-install numpy to handle dependency chain quirk
pip install zipline
If there are problems installing the dependencies or zipline we
recommend installing these packages via some other means. For Windows,
the `Enthought Python
Distribution <http://www.enthought.com/products/epd.php>`__ includes
most of the necessary dependencies. On OSX, the `Scipy
Superpack <http://fonnesbeck.github.com/ScipySuperpack/>`__ works very
well.
Windows may work; however, it is currently untested.
Dependencies
------------
- Python (2.7 or 3.3)
- numpy (>= 1.6.0)
- pandas (>= 0.9.0)
- pytz
- Logbook
- requests
- `python-dateutil <https://pypi.python.org/pypi/python-dateutil>`__
(>= 2.1)
- ta-lib
See our `requirements file
<https://github.com/quantopian/zipline/blob/master/etc/requirements.txt>`__
Quickstart
==========
@@ -108,7 +90,13 @@ The following code implements a simple dual moving average algorithm.
.. code:: python
from zipline.api import order_target, record, symbol, history, add_history
from zipline.api import (
add_history,
history,
order_target,
record,
symbol,
)
def initialize(context):
@@ -116,7 +104,6 @@ The following code implements a simple dual moving average algorithm.
# one with a 100 window and one with a 300 day window
add_history(100, '1d', 'price')
add_history(300, '1d', 'price')
context.i = 0
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@@ -2,7 +2,7 @@ Release 0.8.0
-------------
:Release: 0.8.0
:Date: TBD
:Date: November 6, 2015
Highlights
~~~~~~~~~~
@@ -148,7 +148,7 @@ Experimental Features
Experimental features are subject to change.
* Adds new Pipeline API. The pipeline API is a high-level declarative API for
representing trailing window computaions on large datasets (:issue:`630`).
representing trailing window computations on large datasets (:issue:`630`).
* Adds support for futures trading (:issue:`637`).
* Adds Pipeline loader for blaze expressions. This allows users to pull data
from any format blaze understands and use it in the Pipeline
@@ -187,6 +187,3 @@ Documentation
~~~~~~~~~~~~~
* Switched to sphinx for the documentation (:issue:`816`).
Contributors
~~~~~~~~~~~~