catalyst/docs/release-notes/zipline-0.6.2.md

Zipline 0.6.2 Release Notes

Highlights

• Command line interface to run algorithms directly.

• IPython Magic %%zipline that runs algorithm defined in an IPython notebook cell.

Enhancements (ENH)

• CLI: Adds a CLI and IPython magic for zipline. PR325

  Example:

  python run_algo.py -f dual_moving_avg.py --symbols AAPL --start 2011-1-1 --end 2012-1-1 -o dma.pickle
  

  Grabs the data from yahoo finance, runs the file dual_moving_avg.py (and looks for dual_moving_avg_analyze.py which, if found, will be executed after the algorithm has been run), and outputs the perf DataFrame to dma.pickle.

• IPython magic command (at the top of an IPython notebook cell). PR325

  %%zipline --symbols AAPL --start 2011-1-1 --end 2012-1-1 -o perf

  
  > Does the same as above except instead of executing the file looks
  for the algorithm in the cell and instead of outputting the perf df
  to a file, creates a variable in the namespace called perf.
  
  

Bug Fixes (BUG)

• Fix alignment of trading days and open and closes in trading environment. PR331

Performance (PERF)

Maintenance and Refactorings (MAINT)

Build (BLD)

Contributors