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@@ -30,6 +30,8 @@ Discussion of the project is held at the Google Group, | |
<[email protected]>, | ||
<https://groups.google.com/forum/#!forum/zipline>. | ||
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For other questions, please contact <[email protected]>. | ||
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Features | ||
======== | ||
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``` | ||
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Currently supported platforms include: | ||
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* Windows 32-bit (can be 64-bit Windows but has to be 32-bit Anaconda) | ||
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* OSX 64-bit | ||
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* Linux 64-bit | ||
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PIP | ||
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============ | ||
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If you would like to contribute, please see our Contribution Requests: https://github.com/quantopian/zipline/wiki/Contribution-Requests | ||
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Credits | ||
-------- | ||
Thank you for all the help so far! | ||
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- @rday for sortino ratio, information ratio, and exponential moving average transform | ||
- @snth | ||
- @yinhm for integrating zipline with @yinhm/datafeed | ||
- [Jeremiah Lowin](http://www.lowindata.com) for teaching us the nuances of Sharpe and Sortino Ratios, | ||
and for implementing new order methods. | ||
- Brian Cappello | ||
- @verdverm (Tony Worm), Order types (stop, limit) | ||
- @benmccann for benchmarking contributions | ||
- @jkp and @bencpeters for bugfixes to benchmark. | ||
- @dstephens for adding Canadian treasury curves. | ||
- @mtrovo for adding BMF&Bovespa calendars. | ||
- @sdrdis for bugfixes. | ||
- @humdings for refactoring the order methods. | ||
- Quantopian Team | ||
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(alert us if we've inadvertantly missed listing you here!) | ||
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Development Environment | ||
----------------------- | ||
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The following guide assumes your system has [virtualenvwrapper](https://bitbucket.org/dhellmann/virtualenvwrapper) | ||
and [pip](http://www.pip-installer.org/en/latest/) already installed. | ||
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You'll need to install some C library dependencies: | ||
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``` | ||
sudo apt-get install libopenblas-dev liblapack-dev gfortran | ||
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | ||
tar -xvzf ta-lib-0.4.0-src.tar.gz | ||
cd ta-lib/ | ||
./configure --prefix=/usr | ||
make | ||
sudo make install | ||
``` | ||
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Suggested installation of Python library dependencies used for development: | ||
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``` | ||
mkvirtualenv zipline | ||
./etc/ordered_pip.sh ./etc/requirements.txt | ||
pip install -r ./etc/requirements_dev.txt | ||
``` | ||
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Finally, install zipline in develop mode (from the zipline source root dir): | ||
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``` | ||
python setup.py develop | ||
``` | ||
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Style Guide | ||
------------ | ||
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To ensure that changes and patches are focused on behavior changes, | ||
the zipline codebase adheres to both PEP-8, | ||
<http://www.python.org/dev/peps/pep-0008/>, and pyflakes, | ||
<https://launchpad.net/pyflakes/>. | ||
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The maintainers check the code using the flake8 script, | ||
<https://bitbucket.org/tarek/flake8/wiki/Home>, which is included in the | ||
requirements_dev.txt. | ||
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Before submitting patches or pull requests, please ensure that your | ||
changes pass ```flake8 zipline tests``` and ```nosetests``` | ||
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Source | ||
====== | ||
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The source for Zipline is hosted at | ||
<https://github.com/quantopian/zipline>. | ||
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Documentation | ||
------------ | ||
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You can compile the documentation using Sphinx: | ||
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``` | ||
sudo apt-get install python-sphinx | ||
make html | ||
``` | ||
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Contact | ||
======= | ||
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For other questions, please contact <[email protected]>. |
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_build | ||
notebooks/test.nc | ||
log |
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www.zipline.io |
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