ppublicgit/Finance
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This is a git repo to store finance algorithms, backtest setups and more. The python version and package versions are highly specific and difficult to setup. I use python 3.6 as my python version and virtualenv to create a virtual environment that allows all the various packages to run properly without complaining. Here is a list of the packages returned via pip freeze while inside the virtual environment: alembic==1.0.11 alpaca-backtrader-api==0.3 alpaca-trade-api==0.37 astor==0.8.0 asyncio-nats-client==0.9.2 backcall==0.1.0 backtrader==1.9.74.123 bcolz==0.12.1 Bottleneck==1.0.0 certifi==2019.6.16 chardet==3.0.4 Click==7.0 cloudpickle==1.2.1 contextlib2==0.5.5 cycler==0.10.0 cyordereddict==1.0.0 Cython==0.29.13 DateTime==4.3 decorator==4.4.0 empyrical==0.5.2 idna==2.8 iexfinance==0.4.2 intervaltree==3.0.2 ipykernel==5.1.2 ipython==7.7.0 ipython-genutils==0.2.0 jedi==0.15.1 jupyter-client==5.3.1 jupyter-core==4.5.0 kiwisolver==1.1.0 Logbook==1.4.3 lru-dict==1.1.6 lxml==4.4.1 Mako==1.1.0 MarkupSafe==1.1.1 matplotlib==3.1.1 mock==3.0.5 multipledispatch==0.6.0 networkx==1.11 numexpr==2.7.0 numpy==1.17.0 pandas==0.22.0 pandas-datareader==0.7.4 parso==0.5.1 patsy==0.5.1 pexpect==4.7.0 pickleshare==0.7.5 pipeline-live==0.1.9 prompt-toolkit==2.0.9 ptyprocess==0.6.0 pycairo==1.18.1 Pygments==2.4.2 pylivetrader==0.1.0 pyparsing==2.4.2 PyQt5==5.13.0 PyQt5-sip==4.19.18 python-dateutil==2.8.0 python-editor==1.0.4 pytz==2019.2 PyYAML==5.1.2 pyzmq==18.1.0 requests==2.22.0 requests-file==1.4.3 scipy==1.3.1 six==1.12.0 sortedcontainers==2.1.0 spyder-kernels==0.5.1 SQLAlchemy==1.3.7 statsmodels==0.10.1 tables==3.5.2 toolz==0.10.0 tornado==6.0.3 trading-calendars==1.8.1 traitlets==4.3.2 urllib3==1.24.3 wcwidth==0.1.7 websocket-client==0.56.0 websockets==8.0.2 wrapt==1.11.2 wurlitzer==1.0.3 zipline==1.3.0 zope.interface==4.6.0 The python version used is Python 3.6.9 [GCC 9.1.0] on Linux (manjaro) Note, I remember zipline having problems in its package in its call to a get_benchmark_returns function as the process used at the time was with IEX finance who deprecated there api. Consider changing get_benchmark_returns python file in the package to use pandas_datareader with yahoo. This is all working as August 22, 2019.
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collection of modules, example scripts, backtests, etc. for building financial algorithm trading robots
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