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zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library
http://www.zipline-live.io/
Apache License 2.0
394 stars 65 forks source link

persistent perf_tracker #84

Closed tibkiss closed 4 years ago

tibkiss commented 6 years ago

Zipline's one key feature is the ability to store the backtest result. Later, the result could be feed into pyfolio for analysis.

Currently zipline-live does not provide such capability due to it's execution model: start at BOD, exit at EOD. Due to the daily start the perf tracker object always tracks one day.

To address this shortcoming the perf_tracker object needs to be persisted and updated at every start.

tibkiss commented 4 years ago

This turned out to be not stable in live environments. Closing.