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How to Install Quantopian Zipline in Windows

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Quantopian logo Quantopian, is a Boston-based algorithmic trading platform and Zipline is a Pythonic algorithmic trading library(Open Source). Quantiopian Zipline is currently used in production as the backtesting engine powering Quantopian.

Zipline comes “batteries included” as many common statistics like moving average and linear regression can be readily accessed from within a user-written algorithm. Zipline supports data import from Yahoo Finance too. You can get more info about Zipline here

Installation Guidelines for Setting up Python for the First time

//www.youtube.com/watch?v=xVy6WYtq5go

How to Install PIP and Guidelines for Setting up Quantopian Zipline and its Dependencies

//www.youtube.com/watch?v=GNyWM-alzoo

List of Required Dependencies

1)NumPy is a fundamental package needed for scientific computing with Python
2)SciPy is software for mathematics, science, and engineering.
3)Pandas is a cross-section and time series data analysis toolkit.
4)IPython is an interactive computing environment.
5)TA-Lib is a wrapper for the TA-LIB Technical Analysis Library.
6)Scikit-learn integrates classic machine learning algorithms.
7)Statsmodels provides classes and functions for the estimation of statistical models.
8)Zipline is a pythonic algotrading library.

Installation of TA-Lib, Scikit-learn, Statsmodels are not shown in the video for time constratint and you can download all the above Python Library Windows binaries here. And Zipline installation can be done using direct pip command.

pip install zipline

Other Dependencies which comes with Zipline Installation

1)Logbook
2)pytz
3)requests
4)six
5)python-dateutil

Dependenices for IPython and Matplotlib Installation

pyzmp, jinja2, tornado,pyparsing are some of the dependencies which are required for running IPython and you can use the pip command to install it.

pip install pyzmq
pip install jinja2
pip install tornado
pip install pyparsing

One the dependencies are installed go to Windows Powershell and enter to start IPython Notebook

ipython notebook –pylab inline

In the next video will try to come up with few more concepts on how to use quantiopian zipline in IPython Notebook Interactive computing environment.

Related Readings and Observations

The post How to Install Quantopian Zipline in Windows appeared first on Marketcalls.


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