quantopian / zipline

Zipline, a Pythonic Algorithmic Trading Library
https://www.zipline.io
Apache License 2.0
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whether zipline supports future trading(SHORTING) #2367

Open studyquant opened 6 years ago

studyquant commented 6 years ago

Dear Zipline Maintainers,

whether zipline supports future trading backtest? It seems that I can order_target_percent to -0.5.

While I am not sure that the final perf will be correct?

Before I tell you about my issue, let me describe my environment:

Environment

* Operating System: (Windows Version or `$ uname --all`) * Python Version: `$ python --version` * Python Bitness: `$ python -c 'import math, sys;print(int(math.log(sys.maxsize + 1, 2) + 1))'` * How did you install Zipline: (`pip`, `conda`, or `other (please explain)`) * Python packages: `$ pip freeze` or `$ conda list`

Now that you know a little about me, let me tell you about the issue I am having:

Description of Issue

Here is how you can reproduce this issue on your machine:

Reproduction Steps

1. 2. 3. ...

What steps have you taken to resolve this already?

...

Anything else?

...

Sincerely, $ whoami

AndreasClenow commented 5 years ago

Yes, it works fine.