DOC: Add simple buy and hold example.

This commit is contained in:
Scott Sanderson
2015-12-13 15:06:15 -05:00
parent 323695f959
commit 84d8cc4d41
+45
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#!/usr/bin/env python
#
# Copyright 2015 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# 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
algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
results = algo.run(input_data)