Hi, I installed zipline following the instruction on https://github.com/quantopian/zipline/.
When I try to follow the QuickStart by creating the sample code as following, my eclipse IDE shows unresolved order_target, record, history, add_history excepting symbol. Also, I couldn't find the run_algo.py under zipline package.
from zipline.api import order_target, record, symbol, history, add_history
def initialize(context):
# Register 2 histories that track daily prices,
# one with a 100 window and one with a 300 day window
add_history(100, '1d', 'price')
add_history(300, '1d', 'price')
context.i = 0def handle_data(context, data):
# Skip first 300 days to get full windows
context.i += 1
if context.i < 300:
return
# Compute averages
# history() has to be called with the same params
# from above and returns a pandas dataframe.
short_mavg = history(100, '1d', 'price').mean()
long_mavg = history(300, '1d', 'price').mean()
sym = symbol('AAPL')
# Trading logic
if short_mavg[sym] > long_mavg[sym]:
# order_target orders as many shares as needed to
# achieve the desired number of shares.
order_target(sym, 100)
elif short_mavg[sym] < long_mavg[sym]:
order_target(sym, 0)
# Save values for later inspection
record(AAPL=data[sym].price,
short_mavg=short_mavg[sym],
long_mavg=long_mavg[sym]) 
