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46 lines
1.5 KiB
Python
Executable File
46 lines
1.5 KiB
Python
Executable File
#!/usr/bin/python
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#
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# Copyright 2012 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import matplotlib.pyplot as plt
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from datetime import datetime
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import pytz
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from zipline.algorithm import TradingAlgorithm
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from zipline.utils.factory import load_from_yahoo
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class BuyApple(TradingAlgorithm): # inherit from TradingAlgorithm
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"""This is the simplest possible algorithm that does nothing but
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buy 1 apple share on each event.
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"""
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def handle_data(self, data): # overload handle_data() method
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self.order('AAPL', 1) # order SID (=0) and amount (=1 shares)
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if __name__ == '__main__':
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start = datetime(2008, 1, 1, 0, 0, 0, 0, pytz.utc)
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end = datetime(2010, 1, 1, 0, 0, 0, 0, pytz.utc)
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data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,
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end=end)
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simple_algo = BuyApple()
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results = simple_algo.run(data)
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ax1 = plt.subplot(211)
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results.portfolio_value.plot(ax=ax1)
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ax2 = plt.subplot(212, sharex=ax1)
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data.AAPL.plot(ax=ax2)
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plt.show()
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