# # Copyright 2014 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. from datetime import datetime import logbook import pytz from zipline import TradingAlgorithm from zipline.utils.factory import load_from_yahoo from zipline.api import order, symbol def initialize(context): context.test = 10 context.aapl = symbol('AAPL') def handle_date(context, data): order(context.aapl, 10) print(context.test) if __name__ == '__main__': import pylab as pl logbook.StderrHandler().push_application() start = datetime(2008, 1, 1, 0, 0, 0, 0, pytz.utc) end = datetime(2010, 1, 1, 0, 0, 0, 0, pytz.utc) data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start, end=end) data = data.dropna() algo = TradingAlgorithm(initialize=initialize, handle_data=handle_date, identifiers=['AAPL']) results = algo.run(data) results.portfolio_value.plot() pl.show()