Understanding zipline/librarries

[Realus2357]

Hi, I've just installed zipline and ran a few examples. I am fairly new to python and this is the first library I installed myself. My goal is to understand how zipline actually works, like reading through all the classes, see how functions are defined etc but, I have no experience with libraries whatsoever and it's just looks like a bunch of different files put into one folder.

How shall I start going through the library and grasp the way it all works together?

Thanks.

[Carl Wells]

Hi there,

I have a similar mission.  Did you make any progress? I've been coding python for about one month, but need to get up to speed for work in the finance industry, and am dedicated to either writing my own backtester, or using zipline with my employer's non-US, commercial data sources.  We are a fundamental shop, but do sophisticated screening and are contemplating quant strategies in the future.

Cheers,

Carl

[Ken Hersey]

Carl, for non-US sources, be aware of this current "US trading calendar" assumption:

https://github.com/quantopian/zipline/issues/447

I have not seen a solution yet, and my limited attempts were not successful.

I've gone off-line custom for now, but will return probably after futures are 

completed. Futures should have this same challenge since they trade on days

where equities (Q's current source) do not, thus have a different trading calendar

(unless they aggregate to equity trading days only (one workaround) - to be seen).

-Ken

[Carl Wells]

Thanks Ken.  I'll take closer look.  Presumably its possible to go into the code and replace or turn off the reference?  Converting frequency to daily and using every day ought to get around the  problem of missing days in which data is available but the calendar causes the data to be skipped?  The plan is to get to understand most of the key parts of the code, assuming that is possible and not too labour-intensive ... I gather there are others who are doing precisely that!  I'll have a couple of months to get on it.