DOC Update README to add call to action to join mailing list.

This commit is contained in:
Thomas Wiecki
2015-01-02 18:10:29 +01:00
parent 37032eee62
commit 7812cbb55f
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Zipline
=======
[![Gitter](https://badges.gitter.im/Join Chat.svg)](https://gitter.im/quantopian/zipline?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge)
[![version status](https://pypip.in/v/zipline/badge.png)](https://pypi.python.org/pypi/zipline)
[![downloads](https://pypip.in/d/zipline/badge.png)](https://pypi.python.org/pypi/zipline)
[![build status](https://travis-ci.org/quantopian/zipline.png?branch=master)](https://travis-ci.org/quantopian/zipline)
@@ -10,28 +9,18 @@ Zipline
Zipline is a Pythonic algorithmic trading library. The system is
fundamentally event-driven and a close approximation of how
live-trading systems operate. Currently, backtesting is well
supported, but the intent is to develop the library for both paper and
live trading, so that the same logic used for backtesting can be
applied to the market.
live-trading systems operate.
Zipline is currently used in production as the backtesting engine
powering Quantopian (https://www.quantopian.com) -- a free,
community-centered platform that allows development and real-time
backtesting of trading algorithms in the web browser.
[*Join our community!*](https://groups.google.com/forum/#!forum/zipline)
Want to contribute? See our [open requests](https://github.com/quantopian/zipline/wiki/Contribution-Requests)
and our [general guidelines](https://github.com/quantopian/zipline#contributions) below.
Discussion and Help
===================
Discussion of the project is held at the Google Group,
<zipline@googlegroups.com>,
<https://groups.google.com/forum/#!forum/zipline>.
For other questions, please contact <opensource@quantopian.com>.
Features
========
@@ -104,7 +93,7 @@ Dependencies
Quickstart
==========
See our [tutorial](http://nbviewer.ipython.org/github/quantopian/zipline/blob/master/docs/tutorial.ipynb) to get started.
See our [getting started tutorial](tutorial.md).
The following code implements a simple dual moving average algorithm.