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  1. {
  2. "cells": [
  3. {
  4. "cell_type": "code",
  5. "execution_count": 4,
  6. "metadata": {
  7. "scrolled": true
  8. },
  9. "outputs": [
  10. {
  11. "name": "stdout",
  12. "output_type": "stream",
  13. "text": [
  14. "1.2.0\n"
  15. ]
  16. }
  17. ],
  18. "source": [
  19. "import zipline\n",
  20. "print(zipline.__version__)"
  21. ]
  22. },
  23. {
  24. "cell_type": "code",
  25. "execution_count": 5,
  26. "metadata": {},
  27. "outputs": [
  28. {
  29. "name": "stdout",
  30. "output_type": "stream",
  31. "text": [
  32. "The zipline extension is already loaded. To reload it, use:\n",
  33. " %reload_ext zipline\n"
  34. ]
  35. }
  36. ],
  37. "source": [
  38. "%load_ext zipline"
  39. ]
  40. },
  41. {
  42. "cell_type": "code",
  43. "execution_count": 6,
  44. "metadata": {},
  45. "outputs": [
  46. {
  47. "name": "stderr",
  48. "output_type": "stream",
  49. "text": [
  50. "/Users/ludeksk/anaconda3/lib/python3.6/site-packages/zipline/__init__.py:40: UserWarning: Found TradingCalendar instances after zipline import.\n",
  51. "Zipline startup will be much slower until this is fixed!\n",
  52. " \"Found TradingCalendar instances after zipline import.\\n\"\n"
  53. ]
  54. }
  55. ],
  56. "source": [
  57. "%reload_ext zipline"
  58. ]
  59. },
  60. {
  61. "cell_type": "code",
  62. "execution_count": 7,
  63. "metadata": {},
  64. "outputs": [
  65. {
  66. "ename": "ValueError",
  67. "evalue": "no data for bundle 'quandl' on or before 2018-04-11 20:07:10.416147+00:00\nmaybe you need to run: $ zipline ingest -b quandl",
  68. "output_type": "error",
  69. "traceback": [
  70. "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
  71. "\u001b[0;31mFileNotFoundError\u001b[0m Traceback (most recent call last)",
  72. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/zipline/data/bundles/core.py\u001b[0m in \u001b[0;36mmost_recent_data\u001b[0;34m(bundle_name, timestamp, environ)\u001b[0m\n\u001b[1;32m 479\u001b[0m candidates = os.listdir(\n\u001b[0;32m--> 480\u001b[0;31m \u001b[0mpth\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdata_path\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0mbundle_name\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0menviron\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0menviron\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 481\u001b[0m )\n",
  73. "\u001b[0;31mFileNotFoundError\u001b[0m: [Errno 2] No such file or directory: '/Users/ludeksk/.zipline/data/quandl'",
  74. "\nDuring handling of the above exception, another exception occurred:\n",
  75. "\u001b[0;31mValueError\u001b[0m Traceback (most recent call last)",
  76. "\u001b[0;32m<ipython-input-7-46f9e499a809>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 1\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 2\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 3\u001b[0;31m \u001b[0mget_ipython\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mrun_cell_magic\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m'zipline'\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m'--start 2016-1-1 --end 2018-1-1'\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m\"from zipline.api import symbol, order, record\\n\\ndef initialize(context):\\n pass\\n\\ndef handle_data(context, data):\\n order(symbol('AAPL'), 10)\\n record(AAPL=data[symbol('AAPL')].price)\\n\"\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
  77. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/IPython/core/interactiveshell.py\u001b[0m in \u001b[0;36mrun_cell_magic\u001b[0;34m(self, magic_name, line, cell)\u001b[0m\n\u001b[1;32m 2101\u001b[0m \u001b[0mmagic_arg_s\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mvar_expand\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mline\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mstack_depth\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 2102\u001b[0m \u001b[0;32mwith\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mbuiltin_trap\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 2103\u001b[0;31m \u001b[0mresult\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mfn\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mmagic_arg_s\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mcell\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 2104\u001b[0m \u001b[0;32mreturn\u001b[0m \u001b[0mresult\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 2105\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
  78. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/zipline/__main__.py\u001b[0m in \u001b[0;36mzipline_magic\u001b[0;34m(line, cell)\u001b[0m\n\u001b[1;32m 292\u001b[0m \u001b[0;34m'%s%%zipline'\u001b[0m \u001b[0;34m%\u001b[0m \u001b[0;34m(\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mcell\u001b[0m \u001b[0;32mor\u001b[0m \u001b[0;34m''\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;32mand\u001b[0m \u001b[0;34m'%'\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 293\u001b[0m \u001b[0;31m# don't use system exit and propogate errors to the caller\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 294\u001b[0;31m \u001b[0mstandalone_mode\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mFalse\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 295\u001b[0m )\n\u001b[1;32m 296\u001b[0m \u001b[0;32mexcept\u001b[0m \u001b[0mSystemExit\u001b[0m \u001b[0;32mas\u001b[0m \u001b[0me\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
  79. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/click/core.py\u001b[0m in \u001b[0;36mmain\u001b[0;34m(self, args, prog_name, complete_var, standalone_mode, **extra)\u001b[0m\n\u001b[1;32m 695\u001b[0m \u001b[0;32mtry\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 696\u001b[0m \u001b[0;32mwith\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mmake_context\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mprog_name\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mextra\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;32mas\u001b[0m \u001b[0mctx\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 697\u001b[0;31m \u001b[0mrv\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0minvoke\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mctx\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 698\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0;32mnot\u001b[0m \u001b[0mstandalone_mode\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 699\u001b[0m \u001b[0;32mreturn\u001b[0m \u001b[0mrv\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
  80. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/click/core.py\u001b[0m in \u001b[0;36minvoke\u001b[0;34m(self, ctx)\u001b[0m\n\u001b[1;32m 893\u001b[0m \"\"\"\n\u001b[1;32m 894\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mcallback\u001b[0m \u001b[0;32mis\u001b[0m \u001b[0;32mnot\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 895\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0mctx\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0minvoke\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mcallback\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mctx\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mparams\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 896\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 897\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
  81. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/click/core.py\u001b[0m in \u001b[0;36minvoke\u001b[0;34m(*args, **kwargs)\u001b[0m\n\u001b[1;32m 533\u001b[0m \u001b[0;32mwith\u001b[0m \u001b[0maugment_usage_errors\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 534\u001b[0m \u001b[0;32mwith\u001b[0m \u001b[0mctx\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 535\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0mcallback\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 536\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 537\u001b[0m \u001b[0;32mdef\u001b[0m \u001b[0mforward\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
  82. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/click/decorators.py\u001b[0m in \u001b[0;36mnew_func\u001b[0;34m(*args, **kwargs)\u001b[0m\n\u001b[1;32m 15\u001b[0m \"\"\"\n\u001b[1;32m 16\u001b[0m \u001b[0;32mdef\u001b[0m \u001b[0mnew_func\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 17\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0mf\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mget_current_context\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 18\u001b[0m \u001b[0;32mreturn\u001b[0m \u001b[0mupdate_wrapper\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mnew_func\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mf\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 19\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
  83. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/zipline/__main__.py\u001b[0m in \u001b[0;36mrun\u001b[0;34m(ctx, algofile, algotext, define, data_frequency, capital_base, bundle, bundle_timestamp, start, end, output, trading_calendar, print_algo, metrics_set, local_namespace)\u001b[0m\n\u001b[1;32m 257\u001b[0m \u001b[0mmetrics_set\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mmetrics_set\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 258\u001b[0m \u001b[0mlocal_namespace\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mlocal_namespace\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 259\u001b[0;31m \u001b[0menviron\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mos\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0menviron\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 260\u001b[0m )\n\u001b[1;32m 261\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
  84. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/zipline/utils/run_algo.py\u001b[0m in \u001b[0;36m_run\u001b[0;34m(handle_data, initialize, before_trading_start, analyze, algofile, algotext, defines, data_frequency, capital_base, data, bundle, bundle_timestamp, start, end, output, trading_calendar, print_algo, metrics_set, local_namespace, environ)\u001b[0m\n\u001b[1;32m 136\u001b[0m \u001b[0mbundle\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 137\u001b[0m \u001b[0menviron\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 138\u001b[0;31m \u001b[0mbundle_timestamp\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 139\u001b[0m )\n\u001b[1;32m 140\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
  85. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/zipline/data/bundles/core.py\u001b[0m in \u001b[0;36mload\u001b[0;34m(name, environ, timestamp)\u001b[0m\n\u001b[1;32m 519\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mtimestamp\u001b[0m \u001b[0;32mis\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 520\u001b[0m \u001b[0mtimestamp\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mpd\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mTimestamp\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mutcnow\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 521\u001b[0;31m \u001b[0mtimestr\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mmost_recent_data\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mname\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mtimestamp\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0menviron\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0menviron\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 522\u001b[0m return BundleData(\n\u001b[1;32m 523\u001b[0m asset_finder=AssetFinder(\n",
  86. "\u001b[0;32m~/anaconda3/lib/python3.6/site-packages/zipline/data/bundles/core.py\u001b[0m in \u001b[0;36mmost_recent_data\u001b[0;34m(bundle_name, timestamp, environ)\u001b[0m\n\u001b[1;32m 495\u001b[0m 'maybe you need to run: $ zipline ingest -b {bundle}'.format(\n\u001b[1;32m 496\u001b[0m \u001b[0mbundle\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mbundle_name\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 497\u001b[0;31m \u001b[0mtimestamp\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mtimestamp\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 498\u001b[0m ),\n\u001b[1;32m 499\u001b[0m )\n",
  87. "\u001b[0;31mValueError\u001b[0m: no data for bundle 'quandl' on or before 2018-04-11 20:07:10.416147+00:00\nmaybe you need to run: $ zipline ingest -b quandl"
  88. ]
  89. }
  90. ],
  91. "source": [
  92. "\n",
  93. "\n",
  94. "%%zipline --start 2016-1-1 --end 2018-1-1\n",
  95. "from zipline.api import symbol, order, record\n",
  96. "\n",
  97. "def initialize(context):\n",
  98. " pass\n",
  99. "\n",
  100. "def handle_data(context, data):\n",
  101. " order(symbol('AAPL'), 10)\n",
  102. " record(AAPL=data[symbol('AAPL')].price)\n",
  103. "\n"
  104. ]
  105. },
  106. {
  107. "cell_type": "code",
  108. "execution_count": null,
  109. "metadata": {
  110. "collapsed": true
  111. },
  112. "outputs": [],
  113. "source": []
  114. }
  115. ],
  116. "metadata": {
  117. "kernelspec": {
  118. "display_name": "Python 3",
  119. "language": "python",
  120. "name": "python3"
  121. },
  122. "language_info": {
  123. "codemirror_mode": {
  124. "name": "ipython",
  125. "version": 3
  126. },
  127. "file_extension": ".py",
  128. "mimetype": "text/x-python",
  129. "name": "python",
  130. "nbconvert_exporter": "python",
  131. "pygments_lexer": "ipython3",
  132. "version": "3.6.3"
  133. }
  134. },
  135. "nbformat": 4,
  136. "nbformat_minor": 2
  137. }
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