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Zipline outside of Quantopian

I'm trying to use Zipline outside of Quantopian because of some main reasons:

  • Tensorflow access;
  • Machine learning proper use, with ability of saving models (pickle) and reusing them later;
  • Brokerage integration.

But I'm pretty new to it, so I have some questions about it.

1 - Does it come with minute resolution data? I've installed 'quantopian-quandl' and 'quandl' bundles, but don't seem to see any minute resolution data.
2 - When I get other data, how should it be adjusted to account for splits and dividends? Is there any tutorial/source for me to understand it better?
3 - How to ingest data using the QUANDL_API_KEY on Windows? There doesn't seem to be a clear explanation on Zipline repository.

Thank's in advance.

3 responses

I posted the link of this thread to zipline-live.slack.com. Someone there should know the answer.

As far as data adjustments, you might find a write-up on the Q help page, or possibly on the forum.

Check https://www.backtrader.com/ for a better backtesting engine.
Zipline is tuned to Quantopian and it won't perform well with ML and it doesn't include a Brokerage integration.

Thank's @Lucas Silva. Zipline appears to include brokerage connection using zipline-live. Does BT include brokerage connection?