mirror of
https://github.com/wassname/catalyst.git
synced 2026-08-07 11:20:19 +08:00
47 lines
1.3 KiB
Markdown
47 lines
1.3 KiB
Markdown
# 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](https://github.com/quantopian/zipline/pull/325)
|
|
|
|
> 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](https://github.com/quantopian/zipline/pull/325)
|
|
|
|
> ```
|
|
%%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](https://github.com/quantopian/zipline/pull/331)
|
|
|
|
## Performance (PERF)
|
|
|
|
## Maintenance and Refactorings (MAINT)
|
|
|
|
## Build (BLD)
|
|
|
|
# Contributors
|