Skip to content

Latest commit

 

History

History
17 lines (15 loc) · 924 Bytes

README.md

File metadata and controls

17 lines (15 loc) · 924 Bytes

Zipline Pipeline

A fork of the pipline module from zipline. This makes pipeline features from zipline easy to integrate with an independent module. To integrate your backtesting system, do the following:

  • Subclass the zipline_pipeline.pipeline.domain.Domain class
  • Subclass the zipline_pipeline.pipeline.data.dataset.DataSet class
  • Instantiate a new custom DataSet object with an instance of the custom domain
  • Subclass the zipline_pipeline.pipeline.loaders.EquityPricingLoader, or use instantiate the default one with your data reader and adjustment reader objects. The data-reader must be a daily data reader and have the method load_raw_arrays. The adjustment reader must have the method load_pricing_adjustments.
  • Instantiate a SimplePipelineEngine with the pipeline loader, and your own AssetFinder. The AssetFinder object must implement the method lifetimes.