| name | zipline-reloaded |
| description | Zipline Reloaded — event-driven backtesting engine. Minute and daily data, custom factors, pipeline API, risk and performance analytics. Forked from Quantopian's Zipline for continued development. |
| tags | ["backtesting","quant-finance","event-driven","factor-models","pipeline","trading","zorai"] |
Overview
Zipline Reloaded is an event-driven backtesting engine (forked from Quantopian). Supports minute and daily data, custom factors, pipeline API, and built-in risk/performance analytics.
Installation
uv pip install zipline-reloaded
Strategy
from zipline.api import order_target, symbol
from zipline import run_algorithm
def initialize(context):
context.asset = symbol("AAPL")
def handle_data(context, data):
price = data.current(context.asset, "price")
sma20 = data.history(context.asset, "price", 20, "1d").mean()
sma50 = data.history(context.asset, "price", 50, "1d").mean()
order_target(context.asset, 100 if sma20 > sma50 else 0)
results = run_algorithm(start=pd.Timestamp("2022-01-01"), end=pd.Timestamp("2023-01-01"),
initialize=initialize, handle_data=handle_data, capital_base=10000)
References
