Integration with zipline about qtpylib HOT 1 CLOSED

Hey,

Making QTPyLib work with Zipline strategies shouldn't be extremely hard theoretically.

That being said, although I've played with Zipline a bit, I can't say that I'm fluent with it and therefore won't be able think of everything that might get broken and will probably never get a 100% coverage (and even less as both libraries mature).

Also, I still push updates to QTPyLib every single day and I feel it needs to first get past a beta version before I pursue this... :)

For now, I think the best approach would be to create a guide on how to convert a strategy to work with QTPyLib. Since both libraries are event based and using Numpy/Pandas, it should be pretty strait forward.

In my example, I tried to use a very similar strategies to the one used by Zipline in order to emphasis the differences and similarities of a basic strategy.

• http://www.zipline.io/index.html#quickstart
• http://qtpylib.io/docs/latest/#write-your-algorithm

Let me know what you think... Does this make sense? :)

Ran

from qtpylib.