from zipline.lines import Zipline from zipline.optimize.algorithms import DMA import pandas as pd import matplotlib.pyplot as plt import cProfile def run(): myalgo = DMA(sid=0, amount=100) zp = Zipline(algorithm=myalgo, sources='S&P') stats = zp.run() print stats return stats #cProfile.run('run()') stats = run() stats.returns.plot() plt.show()