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Adds a CLI and IPython magic for zipline.
Grabs the data from yahoo finance, runs the file dual_moving_avg.py (and looks for dual_moving_avg_analyze.py which, if found, will be executed after the algorithm has been run), and outputs the perf dataframe to dma.pickle.
IPython magic command (at the top of an IPython notebook cell):
Does the same as above except instead of executing the file looks for the algorithm in the cell and instead of outputting the perf df to a file, creates a variable in the namespace called
Awesome. Looking forward to digging into it!
@twiecki can you provide me with an example invocation of the script?
From the zipline root directory I tried both
Does the invocation require
For my setup, which is using the root directory of the repo, adding an
Though I could be missing a setup step in my dev environment to get the paths aligned correctly.