Environment

CentOS 7

Install Anaconda3

Download package from https://www.anaconda.com/download/

./Anaconda3-5.2.0-Linux-x86_64.sh

Install zipline

conda create -n env_zipline python=3.5

source activate env_zipline

(env_zipline) $ conda install -c Quantopian zipline

(env_zipline) $ source deactivate

Integrate with Jupyter notebook

conda env list

source activate env_zipline

(env_zipline) $:~user$ conda install ipykernel

Change jupyternotebook_config.py ( in /home/[user]/.jupyter/ )

c.NotebookApp.allow_root = True

c.NotebookApp.ip = '*'

#c.NotebookApp.certfile = u'/root/.jupyter/mycert.pem'

c.NotebookApp.port= 8098

c.NotebookApp.notebook_dir = "/home/[user]/ipython"

(env_zipline) $: python -m ipykernel install --user --name env_zipline --display-name "conda env_zipline"

Run Jupyter notebook

jupyter notebook

Copy the token in the log message

In web browser access: http://xxx.xxx.xxx.xxx:8098

Add your password after input the token you copied.

In the web UI menu 'New' to select 'conda env_zipline' to create a Python 3 IPython file

Download default data bundle

Register account in https://www.quandl.com/account/api if haven't, and get the API Key.

(env_zipline) $:QUANDL_API_KEY=[your_api_key] zipline ingest -b quand

Create IPython file

In the web UI menu 'New' to select 'conda env_zipline' to create a Python 3 IPython file

Add the following code as dual_moving_average IPython file:

%load_ext zipline

%%zipline --start 2016-1-1 --end 2018-1-1

from zipline.api import symbol, order, record

def initialize(context):

    pass

def handle_data(context, data):

    order(symbol('AAPL'), 10)

    record(AAPL=data[symbol('AAPL')].price)

You can run the IPython file

You can also create the similar Python file , and execute it in command line.

zipline run -f dual_moving_average.py --start 2014-1-1 --end 2018-1-1 -o dma.pickle