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