HighFrequencyTrading

This is a repository of trading simulations using Zipline: https://github.com/quantopian/zipline

Jupyter Notebooks are required. http://jupyter.org/

After you installed Zipline, all Data are saved in:

ZIPLINE_ROOT=~/.zipline

My Quandl API key:

LWERJtLX_5Yxy_a7cws5

How to Ingesting Data: https://www.zipline.io/bundles.html#ingesting-data

QUANDL_API_KEY=<yourkey> zipline ingest [-b <bundle>]

How to Clean Old Data:

# clean everything older than <date>
$ zipline clean [-b <bundle>] --before <date>

# clean everything newer than <date>
$ zipline clean [-b <bundle>] --after <date>

# keep everything in the range of [before, after] and delete the rest
$ zipline clean [-b <bundle>] --before <date> --after <after>

# clean all but the last <int> runs
$ zipline clean [-b <bundle>] --keep-last <int>