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请问以后会考虑国内期货和期权吗? #3

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cyzwwszw opened this issue Feb 10, 2017 · 5 comments
Open

请问以后会考虑国内期货和期权吗? #3

cyzwwszw opened this issue Feb 10, 2017 · 5 comments

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@cyzwwszw
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请问以后会考虑国内期货和期权吗?

@rainx
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rainx commented Feb 10, 2017

期货在zipline的平台已经逐步开始支持了,国内版本的暂时还没有研究,以后有对应的数据之后回考虑。先回把股票相关的内容完成,目前正在做的是机遇zipline框架的一套GUI环境,也就是类似可以在本地搭建一套类似quantopian的网页版本的环境,如果有合适的时机也考虑开源出来.. .

@Nonomeme
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@rainx 目前想做的事情跟您一样,也想基于zipline框架开发GUI环境,不知道现在有没有意向开源出来,或者有什么参考资料可以分享下? 或者能否更新一下深入了解zipline 的那个blog,读了后感觉收获很多。谢谢大大。

祝好。

@rainx
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rainx commented Oct 10, 2017

@Nonomeme 基于zipline的回测程序现在已经开发了,不过现在主要是面向学校的,数据源也是用的私有的数据源,所以暂时无法开放... 后续如果可能的话可能会考虑开源吧,这个还不确定, 那个文章后续有时间的时候会进行更新

@Nonomeme
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@rainx 我遇到个问题能请教下么?
下了zipline的源码,把zipline的路径添加到了sys.path中了,import zipline的时候报如下错误:

import sys
sys.path.append("/Users/apple/pinganProject/zipline")
import zipline
Traceback (most recent call last):
File "", line 1, in
File "/Users/apple/pinganProject/zipline/zipline/init.py", line 20, in
from . import data
File "/Users/apple/pinganProject/zipline/zipline/data/init.py", line 1, in
from . import loader
File "/Users/apple/pinganProject/zipline/zipline/data/loader.py", line 31, in
from zipline.utils.calendars import get_calendar
File "/Users/apple/pinganProject/zipline/zipline/utils/calendars/init.py", line 16, in
from .trading_calendar import TradingCalendar
File "/Users/apple/pinganProject/zipline/zipline/utils/calendars/trading_calendar.py", line 30, in
from zipline.utils.calendars._calendar_helpers import (
ImportError: No module named 'zipline.utils.calendars._calendar_helpers'

是因为_calendar_helpers类是私有类的原因么?该如何解决?

@rainx
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rainx commented Oct 11, 2017

zipline有些模块用到了cython ,那部分需要使用c编译器单独编译之后才能运行..

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