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My question is using BDH to download the historical data. My code as following:
> MCD fields='RETURN_COM_EQY',
> start.date = as.Date("2004-01-01"),
> end.date…
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Dear Zipline Maintainers,
# Environment
- Operating System: Ubuntu 14.04 LTS
- Python Version: `Python 3.4.4`
- Python Bitness: `64`
- How did you install Zipline: `pip install e .`
- Python packages:…
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It is typical of US equity accounts to require 3 days after a sale before the funds 'clear' and are usable in your account. They still count towards your portfolio value, but you just can't use them …
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First of all, I would like to say that as a former user of the Rbbg package, the new Rblpapi package is the best thing that has happened in years to the financial community working in R. Great thanks …
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This works
``` r
con = Rblpapi::blpConnect()
Rblpapi::bdp(securities = "DE US Equity", fields = "CRNCY", con = con)
Rblpapi::blpDisconnect(con = con)
```
but this returns an error:
``` r
con = Rblp…
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Context:
https://github.com/simonmichael/hledger/issues/115
Create an upgrade path from ledgers incompatible with --require-balanced=true, to ledgers compatible, in particular for the multi-curren…
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Hi, is it possible to set nonTradingDayFillMethod to make NA's as opposed to blanks in r using Rblpapi?
This will make rewriting the list as dataframe easier, as at the moment it doesn't read any dat…
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I am on zipline version 0.8.3 working on windows with python 2.7. The items in Requirements.txt were installed via conda install and zipline was installed via pip.
I have a pd.Panel of ~500 assets…
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I'm trying to run some backtests against Brazilian stocks and I'm running through some problems related to the calendar used by zipline by default.
Some of the trading days don't match between the Br…
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Traceback (most recent call last):
File "C:/Users/phil.zhang/dev/zipline/zipline/examples/dual_moving_average.py", line 125, in
results = algo.run(data)
File "C:\Users\phil.zhang\dev\zipline\…