Currently I'm generating a DateTimeIndex using a certain function, zipline.utils.tradingcalendar.get_trading_days. The time series is roughly daily but with some gaps. My goal is to get the last ...

I'm working through the book Trading Evolved by Andreas Clenow and am running into an AssertionError when trying to run the code for the first backtest on zipilne. I am new to python and zipline an...

I am not able to import the zipline.transforms module >>> from zipline.transforms import batch_transform Traceback (most recent call last): File "<stdin>", line 1, in <module>...

I'm playing around with Enigma Catalyst. Unfortunately, the documentation is rather limited. So I'm trying to run their example "hello world" type algo which looks as follows: from catalyst impor...

I have the following code in my viacsv.py file that aims to allow a custom bundle to be ingested: # # Ingest stock csv files to create a zipline data bundle import os import numpy as np import p...

I wrote a python program using the quantopian zipline package http://www.zipline.io/beginner-tutorial.html. I recently updated the package and have encountered that the zipline.transforms package i...

PLEASE NOTE: This question was successfully answered ptrj below. I have also written a blog post on my blog about my experiences with zipline which you can find here: https://financialzipline.wordp...

Using pip install zipline on Windows 8 with Python 2.7 gives me the error: Downloading/unpacking six (from python-dateutil==2.1->delorean->zipline[all]) Running setup.py egg_info for packag...

I have an unstable/weird result with Zipline trading calendar. On one machine with Python 3.4.2x64 and Zipline 0.7.42 I can run the following code: trading.environment = TradingEnvironment(bm_symb...

I'm trying to get zipline working with non-US, intraday data, that I've loaded into a pandas DataFrame: BARC HSBA LLOY STAN Date 2014-07-01 08:30:00 321.250 894.55 112.105 1777.25 2014-07-01 08:...

I'm working in zipline and pandas and have converted a pandas.Panel to a pandas.DataFrame using the to_frame() method. This is the resulting pandas.DataFrame which as you can see is multi-indexed: ...

I'm new to Pandas and Zipline, and I'm trying to learn how to use them (and use them with this data that I have). Any sorts of tips, even if no full solution, would be much appreciated. I have trie...