Metadata-Version: 1.1
Name: zipline-poloniex
Version: 0.1.2
Summary: Poloniex data bundle for zipline, the pythonic algorithmic trading library.
Home-page: https://github.com/FlorianWilhelm/zipline-poloniex
Author: Florian Wilhelm
Author-email: florian.wilhelm@gmail.com
License: mit
Description-Content-Type: UNKNOWN
Description: =======================
        Zipline Poloniex Bundle
        =======================
        
        Poloniex data bundle for zipline_, the pythonic algorithmic trading library.
        
        
        Description
        ===========
        
        Just install the data bundle with pip::
        
            pip install zipline-poloniex
        
        and create a file ``$HOME/.zipline/extension.py`` calling zipline's register_ function.
        The ``create_bundle`` function returns the necessary ingest function for ``register``.
        Use the ``Pairs`` record for common US-Dollar to crypto-currency pairs.
        
        
        Example
        =======
        
        1) Add following content to ``$HOME/.zipline/extension.py``:
        
        .. code:: python
        
            import pandas as pd
            from zipline_poloniex import create_bundle, Pairs, register
        
            # adjust the following lines to your needs
            start_session = pd.Timestamp('2016-01-01', tz='utc')
            end_session = pd.Timestamp('2016-12-31', tz='utc')
            assets = [Pairs.usdt_eth]
        
            register(
                'poloniex',
                create_bundle(
                    assets,
                    start_session,
                    end_session,
                ),
                calendar_name='POLONIEX',
                minutes_per_day=24*60,
                start_session=start_session,
                end_session=end_session
            )
        
        2) Ingest the data with::
        
            zipline ingest -b poloniex
        
        3) Create your trading algorithm, e.g. ``my_algorithm.py`` with:
        
        .. code:: python
        
            import logging
        
            from zipline.api import order, record, symbol
            from zipline_poloniex.utils import setup_logging
        
            __author__ = "Florian Wilhelm"
            __copyright__ = "Florian Wilhelm"
            __license__ = "new-bsd"
        
            # setup logging and all
            setup_logging(logging.INFO)
            _logger = logging.getLogger(__name__)
            _logger.info("Dummy agent loaded")
        
        
            def initialize(context):
                _logger.info("Initializing agent...")
                # There seems no "nice" way to set the emission rate to minute
                context.sim_params._emission_rate = 'minute'
        
        
            def handle_data(context, data):
                _logger.debug("Handling data...")
                order(symbol('ETH'), 10)
                record(ETH=data.current(symbol('ETH'), 'price'))
        
        4) Run your algorithm in ``my_algorithm.py`` with::
        
            zipline run -f ./my_algorithm.py -s 2016-01-01 -e 2016-12-31 -o results.pickle --data-frequency minute -b poloniex
        
        5) Analyze the performance by reading ``results.pickle`` with the help of Pandas.
        
        
        Note
        ====
        
        This project has been set up using PyScaffold 2.5.7. For details and usage
        information on PyScaffold see http://pyscaffold.readthedocs.org/.
        
        .. _register: http://www.zipline.io/appendix.html?highlight=register#zipline.data.bundles.register
        .. _zipline: http://www.zipline.io/
        
        
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python
