4회차. Pandas와 zipline 을 이용한 백테스팅 & matplotlib을 이용한 데이터 시각화

wget https://repo.anaconda.com/archive/Anaconda3-5.2.0-MacOSX-x86_64.sh


bash Anaconda3-5.2.0-MacOSX-x86_64.sh


export PATH="$HOME/anaconda3/bin:$PATH"
source $HOME/anaconda3/bin/activate

conda update conda

conda create -n env
conda install -c Quantopian zipline

//ssl 및 기타 오류 발생시 실행
brew install freetype pkg-config gcc openssl

conda create -n env_zipline pythone=3.5
source activate env_zipline

conda install -c Quantopian zipline


//기본 설치시에 해당 위치에 생성
cd /Users/user/anaconda3/envs

import pandas_datareader.data as web
import datetime
import matplotlib.pyplot as plt

start = datetime.datetime(2015, 1, 1)
end = datetime.datetime(2017, 3, 19)
data = web.DataReader('AAPL', 'iex', start, end) #해당 IEX는 지난 5년간의 데이터만 제공한다.
plt.plot(data.index, data['close'])

import pandas_datareader.data as web
import datetime
import matplotlib.pyplot as plt
import quandl
from zipline.api import order, record, symbol
from zipline.algorithm import TradingAlgorithm


quandl.ApiConfig.api_key = "YOURAPIKEY"
data = quandl.get("EOD/AAPL")
plt.plot(data.index, data['Adj_Close'])

def initialize(context):
    pass


def handle_data(context, data):
    order(symbol('AAPL'),1)


data = data[['Adj_Close']]
data.columns = ['AAPL']
data = data.tz_localize('UTC')

algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
result = algo.run(data)

import pandas_datareader.data as web
web.get_data_tiingo('GOOG', api_key="YOURAPIKEY")