zipline/utils/ tradingcalendar.py tradingcalendar_bmf.py 巴西商品期货交易所 tradingcalendar_lse.py 伦敦证券交易所 tradingcalendar_tse.py 东京证券交易所 25号美股非交易日…

比安装zipline更让人蛋疼的是,网上的教程没有一个是TM对的,真的是忍不住要吐血. 真的是一步一坑,一步一坑 安装环境: Windows7旗舰版,64位系统 python 版本3.5.3 我没有用cona 注意:我修改了pip.exe为pip3.exe因为和python2.7冲突,如果你没有改以下命令直接pip pip3 install zipline 不出意外都是报这个错:Microsoft Visual C++ 14.0 is required 根据提示去这个网址找 :http://la…

Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for…

D - Zip-line #include<bits/stdc++.h> #define LL long long #define fi first #define se second #define mk make_pair #define PII pair<int, int> using namespace std; ; const int inf = 0x3f3f3f3f; const LL INF = 0x3f3f3f3f3f3f3f3f; ; ][N], stk[N],…

$ >Codeforces \space 650 D. Zip-line<$ 题目大意 : 有一个长度为 \(n\) 的序列 \(h\) ,\(m\) 次询问,每一次询问求如果把序列中第 \(x\) 元素变成 \(y\) 后的 \(lis\) 长度 \(1 \leq n, m \leq 4 \times 10^5\) 解题思路 : 考虑答案的形态由两部分组成,一部分是包含 \(x\) 的 \(lis\) ,一部分是不包含 \(x\) 的 \(lis\) 前者显然可以维护左右两个 \(dp\)…

Development Guidelines This page is intended for developers of Zipline, people who want to contribute to the Zipline codebase or documentation, or people who want to install from source and make local changes to their copy of Zipline. 本页面适用于Zipline的开…

Risk and Performance Metrics 风险和性能指标 The risk and performance metrics are summarizing values calculated by Zipline when running a simulation. These metrics can be about the performance of an algorithm, like returns or cash flow, or the riskiness of a…

Trading Calendars What is a Trading Calendar? 什么是交易日历? A trading calendar represents the timing information of a single market exchange. The timing information is made up of two parts: sessions, and opens/closes. This is represented by the Zipline Tr…

Data Bundles A data bundle is a collection of pricing data, adjustment data, and an asset database. Bundles allow us to preload all of the data we will need to run backtests and store the data for future runs. 数据包是定价数据,调整数据和资产数据库的集合. Bundles允许我们预先加载所…

Zipline Beginner Tutorial Basics Zipline is an open-source algorithmic trading simulator written in Python .Zipline是一个用Python编写的开源算法交易模拟器. The source can be found at: https://github.com/quantopian/zipline 源码地址在 Some benefits include: 一些优势包括: Realisti…