\ud30c\uc774\uc36c\uc740 \ub370\uc774\ud130 \uacfc\ud559\uacfc \uba38\uc2e0\ub7ec\ub2dd, \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \ubd84\uc57c\uc5d0\uc11c \ub9e4\uc6b0 \uc778\uae30 \uc788\ub294 \ud504\ub85c\uadf8\ub798\ubc0d \uc5b8\uc5b4\uc785\ub2c8\ub2e4. \ud2b9\ud788, \uc790\ub3d9\ub9e4\ub9e4\ub97c \uad6c\ud604\ud558\uace0 \ud14c\uc2a4\ud2b8\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \ub77c\uc774\ube0c\ub7ec\ub9ac\uac00 \uc874\uc7ac\ud569\ub2c8\ub2e4. \uadf8 \uc911\uc5d0\uc11c\ub3c4 Zipline<\/strong>\uc740 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc744 \uc704\ud55c \uc778\uae30 \uc788\ub294 \ubc31\ud14c\uc2a4\ud2b8 \ud504\ub808\uc784\uc6cc\ud06c\uc785\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 Zipline\uc758 \uc124\uce58 \ubc29\ubc95\uacfc \uc0ac\uc6a9\ubc95\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n Zipline\uc740 Quantopian\uc5d0 \uc758\ud574 \uac1c\ubc1c\ub41c \ud30c\uc774\uc36c \uae30\ubc18\uc758 \uc624\ud508 \uc18c\uc2a4 \ud654\ud3d0\uc2dc\uc7a5 \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \ubc31\ud14c\uc2a4\ud305 \ub77c\uc774\ube0c\ub7ec\ub9ac\uc785\ub2c8\ub2e4. Zipline\uc740 \ub2e4\uc74c\uacfc \uac19\uc740 \uc8fc\uc694 \uae30\ub2a5\uc744 \uc81c\uacf5\ud569\ub2c8\ub2e4:<\/p>\n Zipline\uc744 \uc124\uce58\ud558\uae30 \uc804, \uba87 \uac00\uc9c0 \uc900\ube44\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. \uc544\ub798 \uc808\ucc28\ub97c \ub530\ub77c \uc124\uce58\ub97c \uc9c4\ud589\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n Zipline\uc740 Linux \ubc0f Mac OS\uc5d0\uc11c\uc758 \uc124\uce58\ub97c \uad8c\uc7a5\ud569\ub2c8\ub2e4. Windows\uc5d0\uc11c \uc0ac\uc6a9\ud560 \uacbd\uc6b0, Windows Subsystem for Linux (WSL)\ub97c \uc0ac\uc6a9\ud558\ub294 \uac83\uc744 \ucd94\ucc9c\ud569\ub2c8\ub2e4. \ub610\ud55c, \ud30c\uc774\uc36c 3.5 \uc774\uc0c1\uc774 \ud544\uc694\ud569\ub2c8\ub2e4.<\/p>\n \uac00\uc0c1 \ud658\uacbd\uc744 \uc124\uc815\ud558\uc5ec Zipline\uc744 \uc124\uce58\ud558\ub294 \uac83\uc774 \uc88b\uc2b5\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \uc885\uc18d\uc131\uc744 \uad00\ub9ac\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uac00\uc0c1 \ud658\uacbd\uc744 \uc124\uc815\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n \ub2e4\uc74c \ub2e8\uacc4\ub294 Zipline\uc744 \uc124\uce58\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. Zipline\uc740 pip\ub97c \ud1b5\ud574 \uc124\uce58\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc124\uce58 \uba85\ub839\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n Zipline\uc758 \uc124\uce58\uc5d0\ub294 numpy, pandas\uc640 \uac19\uc740 \uba87 \uac00\uc9c0 \ud544\uc218 \ud328\ud0a4\uc9c0\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. \ub2e4\uc74c\uacfc \uac19\uc774 \uc124\uce58\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n \uc124\uce58 \uc911 \ubb38\uc81c\uac00 \ubc1c\uc0dd\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc774 \uacbd\uc6b0, \uc544\ub798\uc758 \ucee4\ub9e8\ub4dc\ub97c \uc0ac\uc6a9\ud558\uc5ec zipline\uc744 \uc124\uce58\ud569\ub2c8\ub2e4:<\/p>\n Zipline\uc758 \uc124\uce58\uac00 \uc644\ub8cc\ub418\uc5c8\ub2e4\uba74, \uc544\ub798\uc758 \ucf54\ub4dc\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc124\uce58\uac00 \uc815\uc0c1\uc801\uc73c\ub85c \ub418\uc5c8\ub294\uc9c0 \ud655\uc778\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n \uc704 \ucf54\ub4dc\ub97c \uc2e4\ud589\ud558\uace0, \uc624\ub958\uac00 \ubc1c\uc0dd\ud558\uc9c0 \uc54a\ub294\ub2e4\uba74 Zipline\uc774 \uc131\uacf5\uc801\uc73c\ub85c \uc124\uce58\ub41c \uac83\uc785\ub2c8\ub2e4. \uc815\uc0c1\uc801\uc73c\ub85c \uc2e4\ud589\ub41c\ub2e4\uba74 Zipline\uc758 \ubc84\uc804\uc744 \ud655\uc778\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n Zipline\uc758 \uc124\uce58\uac00 \uc644\ub8cc\ub418\uc5c8\ub2e4\uba74, \uc774\uc81c \uae30\ubcf8\uc801\uc778 \uc790\ub3d9\ub9e4\ub9e4 \uc804\ub7b5\uc744 \uc791\uc131\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n Zipline\uc5d0\uc11c \ub370\uc774\ud130\ub97c \ub85c\ub529\ud558\ub294 \ubc29\ubc95\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n \uc704\uc758 \ucf54\ub4dc\ub294 AAPL(Apple Inc.) \uc8fc\uc2dd\uc744 \ub9e4\uc218\ud558\ub294 \uac04\ub2e8\ud55c \uc804\ub7b5\uc744 \uc791\uc131\ud558\uace0 \uc2e4\ud589\ud558\ub294 \uc608\uc81c\uc785\ub2c8\ub2e4. \uae30\ubcf8\uc801\uc778 \uad6c\uc870\ub97c \uc774\ud574\ud558\ub294 \ub370 \ub9e4\uc6b0 \uc720\uc6a9\ud569\ub2c8\ub2e4.<\/p>\n Zipline\uc740 \uacb0\uacfc\ub97c matplotlib\uc73c\ub85c \uc2dc\uac01\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc544\ub798\uc758 \ucf54\ub4dc\ub97c \ucd94\uac00\ud558\uc5ec \uc2dc\uac01\ud654\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n \uc774 \ucf54\ub4dc\ub294 2020\ub144 1\uc6d4 \ub3d9\uc548\uc758 \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uac00\uce58\ub97c \uc2dc\uac01\ud654\ud569\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \uc54c\uace0\ub9ac\uc998 \uc804\ub7b5\uc758 \uc131\uacfc\ub97c \ud55c\ub208\uc5d0 \ud655\uc778\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n Zipline\uc740 \ud30c\uc774\uc36c\uc744 \uc774\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc758 \uac15\ub825\ud55c \ub3c4\uad6c\uc785\ub2c8\ub2e4. \ubcf8 \uae00\uc5d0\uc11c \uc124\uba85\ud55c \ub0b4\uc6a9\uc744 \ud1b5\ud574 Zipline\uc744 \uc124\uce58\ud558\uace0, \uae30\ubcf8\uc801\uc778 \uac70\ub798 \uc804\ub7b5\uc744 \uad6c\ud604\ud558\ub294 \ubc29\ubc95\uc744 \ubc30\uc6e0\uc2b5\ub2c8\ub2e4. \uc774 \ub2e8\uacc4\ub97c \ud1b5\ud574 \ub354 \ubcf5\uc7a1\ud55c \uc804\ub7b5\uc744 \uac1c\ubc1c\ud558\uace0 \ubc31\ud14c\uc2a4\ud2b8\ud558\ub294 \ub370 \uc790\uc2e0\uac10\uc744 \uac00\uc9c8 \uc218 \uc788\uc744 \uac83\uc785\ub2c8\ub2e4.<\/p>\n Zipline\uc744 \uc124\uce58\ud558\uace0 \uae30\ubcf8\uc801\uc778 \uc0ac\uc6a9\ubc95\uc744 \uc775\ud614\ub2e4\uba74, \ub2e4\uc74c \ub2e8\uacc4\ub85c\ub294 \ub2e4\uc74c\uc758 \uc8fc\uc81c\ub97c \uace0\ub824\ud574 \ubcf4\uc138\uc694:<\/p>\n1. Zipline \uc18c\uac1c<\/h2>\n
\n
2. Zipline \uc124\uce58 \uc900\ube44\ud558\uae30<\/h2>\n
2.1. \uc2dc\uc2a4\ud15c \uc694\uac74<\/h3>\n
2.2. \uac00\uc0c1 \ud658\uacbd \uc124\uc815<\/h3>\n
python -m venv zipline-env\nsource zipline-env\/bin\/activate # Linux \/ Mac OS\nzipline-env\\Scripts\\activate # Windows<\/code><\/pre>\n3. Zipline \uc124\uce58\ud558\uae30<\/h2>\n
pip install zipline<\/code><\/pre>\n3.1. \ud544\uc694 \ud328\ud0a4\uc9c0 \uc124\uce58<\/h3>\n
pip install numpy pandas matplotlib pytz <\/code><\/pre>\n3.2. \ubb38\uc81c\uac00 \ubc1c\uc0dd\ud560 \uacbd\uc6b0<\/h3>\n
pip install git+https:\/\/github.com\/quantopian\/zipline.zip<\/code><\/pre>\n4. Zipline \uac80\uc99d<\/h2>\n
import zipline\nprint(zipline.__version__)<\/code><\/pre>\n5. Zipline \uc0ac\uc6a9\ud574 \ubcf4\uae30<\/h2>\n
5.1. \uae30\ubcf8 \ub370\uc774\ud130 \ub85c\ub529<\/h3>\n
from zipline.api import order, record, symbol\nfrom zipline import run_algorithm\nimport pandas as pd\nimport numpy as np\nimport matplotlib.pyplot as plt\n\ndef initialize(context):\n context.asset = symbol('AAPL')\n \ndef handle_data(context, data):\n order(context.asset, 1) # AAPL \uc8fc\uc2dd \uad6c\ub9e4\n record(AAPL=data.current(context.asset, 'price'))\n\nstart = pd.Timestamp('2020-01-01', tz='utc')\nend = pd.Timestamp('2020-01-31', tz='utc')\n\nrun_algorithm(start=start, end=end, initialize=initialize, handle_data=handle_data) # \uc54c\uace0\ub9ac\uc998 \uc2e4\ud589<\/code><\/pre>\n5.2. \uacb0\uacfc \uc2dc\uac01\ud654<\/h3>\n
results = run_algorithm(start, end, initialize=initialize, handle_data=handle_data)\nresults.portfolio_value.plot()\nplt.show()<\/code><\/pre>\n6. \ub9c8\ubb34\ub9ac<\/h2>\n
7. \ub2e4\uc74c \ub2e8\uacc4<\/h2>\n