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Zipline

Open RadCopperman opened this issue 5 years ago • 6 comments

%load_ext zipline

ValueError: index must be monotonic increasing or decreasing

Use Windows 10, and Google Colab...

Could you please give me your opinion, how can I fix this error/....

RadCopperman avatar Dec 01 '20 15:12 RadCopperman

Hi, can you maybe try it locally instead of Colab?

erykml avatar Dec 08 '20 23:12 erykml

Hi Eryk, Thanks very much for your respond. Unfortunately, I don’t have any other option at work.( we are not allow to install any python, that’s why I used colab, doesn’t need installation).

Be honest, I checked lots of codes and I found your codes are very informative and straight to the point (I wish, I could share my LSTM) and get your feedback.

Thanks again,

Sent from my iPhone

On Dec 8, 2020, at 18:01, Eryk Lewinson [email protected] wrote:

 Hi, can you maybe try it locally instead of Colab?

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub, or unsubscribe.

RadCopperman avatar Dec 10 '20 12:12 RadCopperman

Hi Eryk, for your future project, Is it possible to create the code (Python) to ask for input of Transaction fee (Commission fee) then compare the profit with transaction fee. For example, If It's break even or negative Hold and If Profit is positive then sell.

Because, Transaction fee is the key, even If we create the best trading bot and DO NOT consider the fee in the long run, it won't be profitable bot.

Thanks, Happy Holidays & Stay Safe Amir

On Tue, Dec 8, 2020 at 6:01 PM Eryk Lewinson [email protected] wrote:

Hi, can you maybe try it locally instead of Colab?

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/erykml/medium_articles/issues/1#issuecomment-741184310, or unsubscribe https://github.com/notifications/unsubscribe-auth/APWRRTY5MZ6DYXAJ6AM6ONTST2V5HANCNFSM4UJFWTTA .

RadCopperman avatar Dec 28 '20 12:12 RadCopperman

Hi Eryk, Thanks very much for your respond. Unfortunately, I don’t have any other option at work.( we are not allow to install any python, that’s why I used colab, doesn’t need installation). Be honest, I checked lots of codes and I found your codes are very informative and straight to the point (I wish, I could share my LSTM) and get your feedback. Thanks again, Sent from my iPhone

Hi Amir!

Maybe you can try this answer https://stackoverflow.com/questions/65356865/how-to-install-zipline-on-google-colab . Seems like it's a matter of incompatible pandas version. Hope this solves your problem! As for the LSTM check, a good way of getting feedback is writing a blog post (like on Medium) and then having some people comment on it. You can also share the link with me if you do so and I can try to have a look at it if there is some spare time.

Hi Eryk, for your future project, Is it possible to create the code (Python) to ask for input of Transaction fee (Commission fee) then compare the profit with transaction fee. For example, If It's break even or negative Hold and If Profit is positive then sell. Because, Transaction fee is the key, even If we create the best trading bot and DO NOT consider the fee in the long run, it won't be profitable bot. Thanks, Happy Holidays & Stay Safe Amir

Regarding the idea about commission, zipline (and other libraries such as backtrader, which I covered in the book I wrote) do allow for accounting for the transaction costs. You can check it out here.

Thanks for the wishes. Lots of health to you and stay safe!

erykml avatar Jan 12 '21 23:01 erykml

Hi Eryk,

Thanks for your encouraging Email.

Maybe you can try this answer https://stackoverflow.com/questions/65356865/how-to-install-zipline-on-google-colab . Seems like it's a matter of incompatible pandas version. Hope this solves your problem! I published this problem (It was my screenshot) on stackoverflow and I checked the answer; unfortunately, It didn't help. (I attached the error, and I read one of your articles on Medium that you gave up import zipline on python 3.6 or 3.7 (Google Colab is 3.6.9.) and you switched to Anaconda.

As for the LSTM check, a good way of getting feedback is writing a blog post (like on Medium) and then having some people comment on it. You can also share the link with me if you do so and I can try to have a look at it if there is some spare time. About sharing my code on Medium, I will share it in near future. At the moment, I shared it via Google Colab with your github account. please give me your comments and feedback about it. If you can't open it perhaps I need to share it through gmail account.

thanks again, Stay healthy, warm regards,

On Tue, Jan 12, 2021 at 6:15 PM Eryk Lewinson [email protected] wrote:

Hi Eryk, Thanks very much for your respond. Unfortunately, I don’t have any other option at work.( we are not allow to install any python, that’s why I used colab, doesn’t need installation). Be honest, I checked lots of codes and I found your codes are very informative and straight to the point (I wish, I could share my LSTM) and get your feedback. Thanks again, … <#m_6433226171862982265_> Sent from my iPhone

Hi Amir!

Maybe you can try this answer https://stackoverflow.com/questions/65356865/how-to-install-zipline-on-google-colab . Seems like it's a matter of incompatible pandas version. Hope this solves your problem! As for the LSTM check, a good way of getting feedback is writing a blog post (like on Medium) and then having some people comment on it. You can also share the link with me if you do so and I can try to have a look at it if there is some spare time.

Hi Eryk, for your future project, Is it possible to create the code (Python) to ask for input of Transaction fee (Commission fee) then compare the profit with transaction fee. For example, If It's break even or negative Hold and If Profit is positive then sell. Because, Transaction fee is the key, even If we create the best trading bot and DO NOT consider the fee in the long run, it won't be profitable bot. Thanks, Happy Holidays & Stay Safe Amir

Regarding the idea about commission, zipline (and other libraries such as backtrader, which I covered in the book I wrote) do allow for accounting for the transaction costs. You can check it out here https://www.zipline.io/_modules/zipline/finance/commission.html.

Thanks for the wishes. Lots of health to you and stay safe!

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/erykml/medium_articles/issues/1#issuecomment-759097262, or unsubscribe https://github.com/notifications/unsubscribe-auth/APWRRTYYKUPSRRUFQCGJGLLSZTJZRANCNFSM4UJFWTTA .

RadCopperman avatar Jan 14 '21 16:01 RadCopperman

Hi Eryk,

This is Amir, Several months ago, I sent you my script about Machine Learning (LSTM) in Python to get your expertise point of view. Unfortunately, I lost my entire script by accident and I did not have a backup of that script.

It was like a treasure for me because it was my several hours of working to create that masterpiece. I was thinking, you can be my only and last chance for me to recover that script.

I can give you more information about that script, If you are willing to help me to recover the damage.

I don't know how to appreciate it, if you can help me.

Regards, Amir

On Tue, Jan 12, 2021 at 6:15 PM Eryk Lewinson @.***> wrote:

Hi Eryk, Thanks very much for your respond. Unfortunately, I don’t have any other option at work.( we are not allow to install any python, that’s why I used colab, doesn’t need installation). Be honest, I checked lots of codes and I found your codes are very informative and straight to the point (I wish, I could share my LSTM) and get your feedback. Thanks again, … <#m_-9115359308983765873_> Sent from my iPhone

Hi Amir!

Maybe you can try this answer https://stackoverflow.com/questions/65356865/how-to-install-zipline-on-google-colab . Seems like it's a matter of incompatible pandas version. Hope this solves your problem! As for the LSTM check, a good way of getting feedback is writing a blog post (like on Medium) and then having some people comment on it. You can also share the link with me if you do so and I can try to have a look at it if there is some spare time.

Hi Eryk, for your future project, Is it possible to create the code (Python) to ask for input of Transaction fee (Commission fee) then compare the profit with transaction fee. For example, If It's break even or negative Hold and If Profit is positive then sell. Because, Transaction fee is the key, even If we create the best trading bot and DO NOT consider the fee in the long run, it won't be profitable bot. Thanks, Happy Holidays & Stay Safe Amir

Regarding the idea about commission, zipline (and other libraries such as backtrader, which I covered in the book I wrote) do allow for accounting for the transaction costs. You can check it out here https://www.zipline.io/_modules/zipline/finance/commission.html.

Thanks for the wishes. Lots of health to you and stay safe!

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub https://github.com/erykml/medium_articles/issues/1#issuecomment-759097262, or unsubscribe https://github.com/notifications/unsubscribe-auth/APWRRTYYKUPSRRUFQCGJGLLSZTJZRANCNFSM4UJFWTTA .

RadCopperman avatar Aug 30 '21 20:08 RadCopperman