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README

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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