In [7]:
%load_ext zipline
The zipline extension is already loaded. To reload it, use: %reload_ext zipline
In [8]:
from zipline.api import order, record, symbol
def initialize(context):
pass
def handle_data(context,data):
order(symbol('GOOG'),20)
record(GOOG=data.current(symbol('GOOG'), "price"))
In [9]:
%zipline --bundle quantopian-quandl --start 2017-1-1 --end 2018-5-1 -o strat.pickle
Out[9]:
| GOOG | algo_volatility | algorithm_period_return | alpha | benchmark_period_return | benchmark_volatility | beta | capital_used | ending_cash | ending_exposure | ... | short_exposure | short_value | shorts_count | sortino | starting_cash | starting_exposure | starting_value | trading_days | transactions | treasury_period_return | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-01-03 21:00:00+00:00 | 786.140 | NaN | 0.000000e+00 | NaN | 0.007650 | NaN | NaN | 0.000000e+00 | 1.000000e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | NaN | 1.000000e+07 | 0.0 | 0.0 | 1 | [] | 0.0 |
| 2017-01-04 21:00:00+00:00 | 786.900 | 0.000009 | -7.889000e-07 | -0.000894 | 0.013644 | 0.019095 | 0.000464 | -1.574589e+04 | 9.984254e+06 | 15738.0 | ... | 0.0 | 0.0 | 0 | -11.224972 | 1.000000e+07 | 0.0 | 0.0 | 2 | [{'commission': None, 'dt': 2017-01-04 21:00:0... | 0.0 |
| 2017-01-05 21:00:00+00:00 | 794.020 | 0.000127 | 1.265508e-05 | 0.002934 | 0.012840 | 0.070894 | -0.001739 | -1.588836e+04 | 9.968366e+06 | 31760.8 | ... | 0.0 | 0.0 | 0 | 147.022210 | 9.984254e+06 | 15738.0 | 15738.0 | 3 | [{'commission': None, 'dt': 2017-01-05 21:00:0... | 0.0 |
| 2017-01-06 21:00:00+00:00 | 806.150 | 0.000360 | 6.036693e-05 | 0.006160 | 0.016463 | 0.058144 | -0.002284 | -1.613108e+04 | 9.952235e+06 | 48369.0 | ... | 0.0 | 0.0 | 0 | 607.355741 | 9.968366e+06 | 31760.8 | 31760.8 | 4 | [{'commission': None, 'dt': 2017-01-06 21:00:0... | 0.0 |
| 2017-01-09 21:00:00+00:00 | 806.650 | 0.000325 | 6.255828e-05 | 0.003275 | 0.013108 | 0.072752 | -0.000185 | -1.614109e+04 | 9.936094e+06 | 64532.0 | ... | 0.0 | 0.0 | 0 | 562.954215 | 9.952235e+06 | 48369.0 | 48369.0 | 5 | [{'commission': None, 'dt': 2017-01-09 21:00:0... | 0.0 |
| 2017-01-10 21:00:00+00:00 | 804.790 | 0.000344 | 4.687149e-05 | 0.001688 | 0.013108 | 0.067244 | 0.000512 | -1.610387e+04 | 9.919990e+06 | 80479.0 | ... | 0.0 | 0.0 | 0 | 19.341061 | 9.936094e+06 | 64532.0 | 64532.0 | 6 | [{'commission': None, 'dt': 2017-01-10 21:00:0... | 0.0 |
| 2017-01-11 21:00:00+00:00 | 807.910 | 0.000342 | 7.726158e-05 | 0.002410 | 0.015971 | 0.061507 | 0.000648 | -1.616630e+04 | 9.903823e+06 | 96949.2 | ... | 0.0 | 0.0 | 0 | 29.515679 | 9.919990e+06 | 80479.0 | 80479.0 | 7 | [{'commission': None, 'dt': 2017-01-11 21:00:0... | 0.0 |
| 2017-01-12 21:00:00+00:00 | 806.360 | 0.000360 | 5.785322e-05 | 0.001110 | 0.013421 | 0.062953 | 0.001688 | -1.613528e+04 | 9.887688e+06 | 112890.4 | ... | 0.0 | 0.0 | 0 | 13.005861 | 9.903823e+06 | 96949.2 | 96949.2 | 8 | [{'commission': None, 'dt': 2017-01-12 21:00:0... | 0.0 |
| 2017-01-13 21:00:00+00:00 | 807.880 | 0.000344 | 7.832334e-05 | 0.001425 | 0.015747 | 0.058979 | 0.001749 | -1.616570e+04 | 9.871522e+06 | 129260.8 | ... | 0.0 | 0.0 | 0 | 16.600428 | 9.887688e+06 | 112890.4 | 112890.4 | 9 | [{'commission': None, 'dt': 2017-01-13 21:00:0... | 0.0 |
| 2017-01-17 21:00:00+00:00 | 804.610 | 0.000449 | 2.519673e-05 | -0.000466 | 0.012168 | 0.061573 | 0.003591 | -1.610027e+04 | 9.855422e+06 | 144829.8 | ... | 0.0 | 0.0 | 0 | 2.155206 | 9.871522e+06 | 129260.8 | 129260.8 | 10 | [{'commission': None, 'dt': 2017-01-17 21:00:0... | 0.0 |
| 2017-01-18 21:00:00+00:00 | 806.070 | 0.000439 | 5.066866e-05 | -0.000064 | 0.014405 | 0.058606 | 0.003719 | -1.612948e+04 | 9.839293e+06 | 161214.0 | ... | 0.0 | 0.0 | 0 | 4.131935 | 9.855422e+06 | 144829.8 | 144829.8 | 11 | [{'commission': None, 'dt': 2017-01-18 21:00:0... | 0.0 |
| 2017-01-19 21:00:00+00:00 | 802.175 | 0.000567 | -2.803551e-05 | -0.001840 | 0.010647 | 0.060414 | 0.005584 | -1.605154e+04 | 9.823241e+06 | 176478.5 | ... | 0.0 | 0.0 | 0 | -1.308275 | 9.839293e+06 | 161214.0 | 161214.0 | 12 | [{'commission': None, 'dt': 2017-01-19 21:00:0... | 0.0 |
| 2017-01-20 21:00:00+00:00 | 805.020 | 0.000612 | 3.374747e-05 | -0.001107 | 0.014361 | 0.059127 | 0.006334 | -1.610847e+04 | 9.807133e+06 | 193204.8 | ... | 0.0 | 0.0 | 0 | 1.513776 | 9.823241e+06 | 176478.5 | 176478.5 | 13 | [{'commission': None, 'dt': 2017-01-20 21:00:0... | 0.0 |
| 2017-01-23 21:00:00+00:00 | 819.310 | 0.001556 | 3.758862e-04 | 0.006900 | 0.011721 | 0.058943 | -0.000636 | -1.639441e+04 | 9.790738e+06 | 213020.6 | ... | 0.0 | 0.0 | 0 | 16.243244 | 9.807133e+06 | 193204.8 | 193204.8 | 14 | [{'commission': None, 'dt': 2017-01-23 21:00:0... | 0.0 |
| 2017-01-24 21:00:00+00:00 | 823.870 | 0.001545 | 4.936203e-04 | 0.007767 | 0.018208 | 0.061220 | 0.001722 | -1.648566e+04 | 9.774253e+06 | 230683.6 | ... | 0.0 | 0.0 | 0 | 20.605814 | 9.790738e+06 | 213020.6 | 213020.6 | 15 | [{'commission': None, 'dt': 2017-01-24 21:00:0... | 0.0 |
| 2017-01-25 21:00:00+00:00 | 835.670 | 0.001900 | 8.231826e-04 | 0.009021 | 0.027021 | 0.066113 | 0.009332 | -1.672178e+04 | 9.757531e+06 | 250701.0 | ... | 0.0 | 0.0 | 0 | 33.266684 | 9.774253e+06 | 230683.6 | 230683.6 | 16 | [{'commission': None, 'dt': 2017-01-25 21:00:0... | 0.0 |
| 2017-01-26 21:00:00+00:00 | 832.150 | 0.001938 | 7.167485e-04 | 0.006574 | 0.025947 | 0.064866 | 0.010601 | -1.665134e+04 | 9.740879e+06 | 266288.0 | ... | 0.0 | 0.0 | 0 | 19.062980 | 9.757531e+06 | 250701.0 | 250701.0 | 17 | [{'commission': None, 'dt': 2017-01-26 21:00:0... | 0.0 |
| 2017-01-27 21:00:00+00:00 | 823.310 | 0.002240 | 4.330432e-04 | 0.001425 | 0.024337 | 0.063980 | 0.013693 | -1.647445e+04 | 9.724405e+06 | 279925.4 | ... | 0.0 | 0.0 | 0 | 5.091247 | 9.740879e+06 | 266288.0 | 266288.0 | 18 | [{'commission': None, 'dt': 2017-01-27 21:00:0... | 0.0 |
| 2017-01-30 21:00:00+00:00 | 802.320 | 0.003459 | -2.814212e-04 | -0.010278 | 0.017984 | 0.067979 | 0.027443 | -1.605444e+04 | 9.708351e+06 | 288835.2 | ... | 0.0 | 0.0 | 0 | -1.308991 | 9.724405e+06 | 279925.4 | 279925.4 | 19 | [{'commission': None, 'dt': 2017-01-30 21:00:0... | 0.0 |
| 2017-01-31 21:00:00+00:00 | 796.790 | 0.003431 | -4.813000e-04 | -0.012358 | 0.017895 | 0.066268 | 0.027908 | -1.594379e+04 | 9.692407e+06 | 302780.2 | ... | 0.0 | 0.0 | 0 | -2.115460 | 9.708351e+06 | 288835.2 | 288835.2 | 20 | [{'commission': None, 'dt': 2017-01-31 21:00:0... | 0.0 |
| 2017-02-01 21:00:00+00:00 | 795.695 | 0.003344 | -5.237076e-04 | -0.012412 | 0.018297 | 0.064613 | 0.027915 | -1.592188e+04 | 9.676485e+06 | 318278.0 | ... | 0.0 | 0.0 | 0 | -2.243496 | 9.692407e+06 | 302780.2 | 302780.2 | 21 | [{'commission': None, 'dt': 2017-02-01 21:00:0... | 0.0 |
| 2017-02-02 21:00:00+00:00 | 798.530 | 0.003297 | -4.111082e-04 | -0.010750 | 0.018969 | 0.063060 | 0.027827 | -1.597861e+04 | 9.660506e+06 | 335382.6 | ... | 0.0 | 0.0 | 0 | -1.720114 | 9.676485e+06 | 318278.0 | 318278.0 | 22 | [{'commission': None, 'dt': 2017-02-02 21:00:0... | 0.0 |
| 2017-02-03 21:00:00+00:00 | 801.490 | 0.003255 | -2.875917e-04 | -0.010916 | 0.025992 | 0.064763 | 0.027424 | -1.603783e+04 | 9.644468e+06 | 352655.6 | ... | 0.0 | 0.0 | 0 | -1.176194 | 9.660506e+06 | 335382.6 | 335382.6 | 23 | [{'commission': None, 'dt': 2017-02-03 21:00:0... | 0.0 |
| 2017-02-06 21:00:00+00:00 | 801.340 | 0.003184 | -2.949950e-04 | -0.009864 | 0.024158 | 0.064039 | 0.026791 | -1.603483e+04 | 9.628434e+06 | 368616.4 | ... | 0.0 | 0.0 | 0 | -1.181072 | 9.644468e+06 | 352655.6 | 352655.6 | 24 | [{'commission': None, 'dt': 2017-02-06 21:00:0... | 0.0 |
| 2017-02-07 21:00:00+00:00 | 806.970 | 0.003233 | -3.682398e-05 | -0.006701 | 0.024202 | 0.062764 | 0.026064 | -1.614749e+04 | 9.612286e+06 | 387345.6 | ... | 0.0 | 0.0 | 0 | -0.142707 | 9.628434e+06 | 368616.4 | 368616.4 | 25 | [{'commission': None, 'dt': 2017-02-07 21:00:0... | 0.0 |
| 2017-02-08 21:00:00+00:00 | 808.380 | 0.003175 | 3.004564e-05 | -0.006139 | 0.025544 | 0.061506 | 0.026116 | -1.617570e+04 | 9.596110e+06 | 404190.0 | ... | 0.0 | 0.0 | 0 | 0.117664 | 9.612286e+06 | 387345.6 | 387345.6 | 26 | [{'commission': None, 'dt': 2017-02-08 21:00:0... | 0.0 |
| 2017-02-09 21:00:00+00:00 | 809.560 | 0.003118 | 8.823408e-05 | -0.006561 | 0.031629 | 0.062182 | 0.025250 | -1.619932e+04 | 9.579911e+06 | 420971.2 | ... | 0.0 | 0.0 | 0 | 0.335418 | 9.596110e+06 | 404190.0 | 404190.0 | 27 | [{'commission': None, 'dt': 2017-02-09 21:00:0... | 0.0 |
| 2017-02-10 21:00:00+00:00 | 813.670 | 0.003124 | 3.011384e-04 | -0.005600 | 0.035700 | 0.061589 | 0.026170 | -1.628156e+04 | 9.563630e+06 | 439381.8 | ... | 0.0 | 0.0 | 0 | 1.119606 | 9.579911e+06 | 420971.2 | 420971.2 | 28 | [{'commission': None, 'dt': 2017-02-10 21:00:0... | 0.0 |
| 2017-02-13 21:00:00+00:00 | 819.240 | 0.003184 | 6.010972e-04 | -0.004646 | 0.041337 | 0.061723 | 0.027884 | -1.639301e+04 | 9.547237e+06 | 458774.4 | ... | 0.0 | 0.0 | 0 | 2.193886 | 9.563630e+06 | 439381.8 | 439381.8 | 29 | [{'commission': None, 'dt': 2017-02-13 21:00:0... | 0.0 |
| 2017-02-14 21:00:00+00:00 | 820.450 | 0.003131 | 6.680347e-04 | -0.004808 | 0.045497 | 0.061112 | 0.027732 | -1.641722e+04 | 9.530819e+06 | 475861.0 | ... | 0.0 | 0.0 | 0 | 2.396915 | 9.547237e+06 | 458774.4 | 458774.4 | 30 | [{'commission': None, 'dt': 2017-02-14 21:00:0... | 0.0 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2018-03-20 20:00:00+00:00 | 1097.710 | 0.077339 | 8.578467e-02 | -0.032672 | 0.240591 | 0.098754 | 0.566285 | -2.196520e+04 | 4.183770e+06 | 6674076.8 | ... | 0.0 | 0.0 | 0 | 1.211902 | 4.205735e+06 | 6664909.2 | 6664909.2 | 305 | [{'commission': None, 'dt': 2018-03-20 20:00:0... | 0.0 |
| 2018-03-21 20:00:00+00:00 | 1090.880 | 0.077302 | 8.163094e-02 | -0.034927 | 0.238210 | 0.098621 | 0.566869 | -2.182853e+04 | 4.161941e+06 | 6654368.0 | ... | 0.0 | 0.0 | 0 | 1.154029 | 4.183770e+06 | 6674076.8 | 6674076.8 | 306 | [{'commission': None, 'dt': 2018-03-21 20:00:0... | 0.0 |
| 2018-03-22 20:00:00+00:00 | 1049.080 | 0.080142 | 5.613189e-02 | -0.045586 | 0.207258 | 0.101179 | 0.585975 | -2.099211e+04 | 4.140949e+06 | 6420369.6 | ... | 0.0 | 0.0 | 0 | 0.771549 | 4.161941e+06 | 6654368.0 | 6654368.0 | 307 | [{'commission': None, 'dt': 2018-03-22 20:00:0... | 0.0 |
| 2018-03-23 20:00:00+00:00 | 1021.570 | 0.081331 | 3.929474e-02 | -0.049049 | 0.181526 | 0.102946 | 0.591519 | -2.044164e+04 | 4.120508e+06 | 6272439.8 | ... | 0.0 | 0.0 | 0 | 0.546020 | 4.140949e+06 | 6420369.6 | 6420369.6 | 308 | [{'commission': None, 'dt': 2018-03-23 20:00:0... | 0.0 |
| 2018-03-26 20:00:00+00:00 | 1053.210 | 0.082910 | 5.872065e-02 | -0.047712 | 0.213851 | 0.105589 | 0.596816 | -2.107475e+04 | 4.099433e+06 | 6487773.6 | ... | 0.0 | 0.0 | 0 | 0.784348 | 4.120508e+06 | 6272439.8 | 6272439.8 | 309 | [{'commission': None, 'dt': 2018-03-26 20:00:0... | 0.0 |
| 2018-03-27 20:00:00+00:00 | 1005.100 | 0.086590 | 2.908388e-02 | -0.065389 | 0.193202 | 0.106614 | 0.619111 | -2.011207e+04 | 4.079321e+06 | 6211518.0 | ... | 0.0 | 0.0 | 0 | 0.395428 | 4.099433e+06 | 6487773.6 | 6487773.6 | 310 | [{'commission': None, 'dt': 2018-03-27 20:00:0... | 0.0 |
| 2018-03-28 20:00:00+00:00 | NaN | 0.086450 | 2.908388e-02 | -0.063619 | 0.189676 | 0.106490 | 0.618581 | 6.211518e+06 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.394792 | 4.079321e+06 | 6211518.0 | 6211518.0 | 311 | [{'commission': None, 'dt': 2018-03-28 20:00:0... | 0.0 |
| 2018-03-29 20:00:00+00:00 | NaN | 0.086311 | 2.908388e-02 | -0.068768 | 0.204877 | 0.106882 | 0.611983 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.394159 | 1.029084e+07 | 0.0 | 0.0 | 312 | [] | 0.0 |
| 2018-04-02 20:00:00+00:00 | NaN | 0.086173 | 2.908388e-02 | -0.055082 | 0.178870 | 0.108555 | 0.591529 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.393528 | 1.029084e+07 | 0.0 | 0.0 | 313 | [] | 0.0 |
| 2018-04-03 20:00:00+00:00 | NaN | 0.086035 | 2.908388e-02 | -0.060085 | 0.193980 | 0.108937 | 0.585421 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.392901 | 1.029084e+07 | 0.0 | 0.0 | 314 | [] | 0.0 |
| 2018-04-04 20:00:00+00:00 | NaN | 0.085898 | 2.908388e-02 | -0.064266 | 0.206754 | 0.109139 | 0.581329 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.392277 | 1.029084e+07 | 0.0 | 0.0 | 315 | [] | 0.0 |
| 2018-04-05 20:00:00+00:00 | NaN | 0.085762 | 2.908388e-02 | -0.067379 | 0.216278 | 0.109159 | 0.579221 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.391656 | 1.029084e+07 | 0.0 | 0.0 | 316 | [] | 0.0 |
| 2018-04-06 20:00:00+00:00 | NaN | 0.085626 | 2.908388e-02 | -0.054093 | 0.189172 | 0.110887 | 0.559689 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.391038 | 1.029084e+07 | 0.0 | 0.0 | 317 | [] | 0.0 |
| 2018-04-09 20:00:00+00:00 | NaN | 0.085491 | 2.908388e-02 | -0.056004 | 0.195033 | 0.110780 | 0.558973 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.390422 | 1.029084e+07 | 0.0 | 0.0 | 318 | [] | 0.0 |
| 2018-04-10 20:00:00+00:00 | NaN | 0.085356 | 2.908388e-02 | -0.061503 | 0.214035 | 0.111440 | 0.550531 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.389810 | 1.029084e+07 | 0.0 | 0.0 | 319 | [] | 0.0 |
| 2018-04-11 20:00:00+00:00 | NaN | 0.085223 | 2.908388e-02 | -0.058857 | 0.207670 | 0.111387 | 0.549363 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.389200 | 1.029084e+07 | 0.0 | 0.0 | 320 | [] | 0.0 |
| 2018-04-12 20:00:00+00:00 | NaN | 0.085089 | 2.908388e-02 | -0.061890 | 0.217606 | 0.111417 | 0.547300 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.388594 | 1.029084e+07 | 0.0 | 0.0 | 321 | [] | 0.0 |
| 2018-04-13 20:00:00+00:00 | NaN | 0.084957 | 2.908388e-02 | -0.060375 | 0.214035 | 0.111288 | 0.546882 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.387990 | 1.029084e+07 | 0.0 | 0.0 | 322 | [] | 0.0 |
| 2018-04-16 20:00:00+00:00 | NaN | 0.084825 | 2.908388e-02 | -0.063363 | 0.224016 | 0.111318 | 0.544847 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.387389 | 1.029084e+07 | 0.0 | 0.0 | 323 | [] | 0.0 |
| 2018-04-17 20:00:00+00:00 | NaN | 0.084693 | 2.908388e-02 | -0.067099 | 0.237111 | 0.111498 | 0.541341 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.386790 | 1.029084e+07 | 0.0 | 0.0 | 324 | [] | 0.0 |
| 2018-04-18 20:00:00+00:00 | NaN | 0.084563 | 2.908388e-02 | -0.067203 | 0.238027 | 0.111326 | 0.541340 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.386195 | 1.029084e+07 | 0.0 | 0.0 | 325 | [] | 0.0 |
| 2018-04-19 20:00:00+00:00 | NaN | 0.084433 | 2.908388e-02 | -0.064463 | 0.231159 | 0.111289 | 0.540069 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.385602 | 1.029084e+07 | 0.0 | 0.0 | 326 | [] | 0.0 |
| 2018-04-20 20:00:00+00:00 | NaN | 0.084303 | 2.908388e-02 | -0.060298 | 0.220719 | 0.111408 | 0.537324 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.385012 | 1.029084e+07 | 0.0 | 0.0 | 327 | [] | 0.0 |
| 2018-04-23 20:00:00+00:00 | NaN | 0.084174 | 2.908388e-02 | -0.060049 | 0.220536 | 0.111239 | 0.537309 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.384425 | 1.029084e+07 | 0.0 | 0.0 | 328 | [] | 0.0 |
| 2018-04-24 20:00:00+00:00 | NaN | 0.084046 | 2.908388e-02 | -0.053364 | 0.204099 | 0.111753 | 0.530845 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.383840 | 1.029084e+07 | 0.0 | 0.0 | 329 | [] | 0.0 |
| 2018-04-25 20:00:00+00:00 | NaN | 0.083918 | 2.908388e-02 | -0.054185 | 0.207075 | 0.111595 | 0.530718 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.383258 | 1.029084e+07 | 0.0 | 0.0 | 330 | [] | 0.0 |
| 2018-04-26 20:00:00+00:00 | NaN | 0.083791 | 2.908388e-02 | -0.057653 | 0.219346 | 0.111739 | 0.527695 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.382679 | 1.029084e+07 | 0.0 | 0.0 | 331 | [] | 0.0 |
| 2018-04-27 20:00:00+00:00 | NaN | 0.083664 | 2.908388e-02 | -0.057855 | 0.220490 | 0.111570 | 0.527690 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.382102 | 1.029084e+07 | 0.0 | 0.0 | 332 | [] | 0.0 |
| 2018-04-30 20:00:00+00:00 | NaN | 0.083538 | 2.908388e-02 | -0.054283 | 0.211104 | 0.111636 | 0.525525 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.381528 | 1.029084e+07 | 0.0 | 0.0 | 333 | [] | 0.0 |
| 2018-05-01 20:00:00+00:00 | NaN | 0.083413 | 2.908388e-02 | -0.054817 | 0.213256 | 0.111473 | 0.525473 | 0.000000e+00 | 1.029084e+07 | 0.0 | ... | 0.0 | 0.0 | 0 | 0.380956 | 1.029084e+07 | 0.0 | 0.0 | 334 | [] | 0.0 |
334 rows × 38 columns
In [10]:
import pandas as pd
import matplotlib.pyplot as plt
from matplotlib import style
style.use("ggplot")
backtest_df = pd.read_pickle("strat.pickle")
backtest_df.portfolio_value.plot()
plt.show()
In [11]:
backtest_df.columns
Out[11]:
Index(['GOOG', 'algo_volatility', 'algorithm_period_return', 'alpha',
'benchmark_period_return', 'benchmark_volatility', 'beta',
'capital_used', 'ending_cash', 'ending_exposure', 'ending_value',
'excess_return', 'gross_leverage', 'long_exposure', 'long_value',
'longs_count', 'max_drawdown', 'max_leverage', 'net_leverage', 'orders',
'period_close', 'period_label', 'period_open', 'pnl', 'portfolio_value',
'positions', 'returns', 'sharpe', 'short_exposure', 'short_value',
'shorts_count', 'sortino', 'starting_cash', 'starting_exposure',
'starting_value', 'trading_days', 'transactions',
'treasury_period_return'],
dtype='object')
In [12]:
from zipline.api import order, record, symbol
import matplotlib.pyplot as plt
from matplotlib import style
style.use('ggplot')
def initialize(context):
pass
def handle_data(context, data):
order(symbol("GOOG"), 10)
record(AAPL=data.current(symbol('EBAY'), 'price'))
def analyze(context, perf):
fig = plt.figure()
ax1 = fig.add_subplot(111)
perf.portfolio_value.plot(ax=ax1)
ax1.set_ylabel('portfolio $ value')
plt.legend(loc=0)
plt.show()
In [13]:
%zipline --bundle quantopian-quandl --start 2017-1-1 --end 2018-5-1 -o strat.pickle
Out[13]:
| AAPL | algo_volatility | algorithm_period_return | alpha | benchmark_period_return | benchmark_volatility | beta | capital_used | ending_cash | ending_exposure | ... | short_exposure | short_value | shorts_count | sortino | starting_cash | starting_exposure | starting_value | trading_days | transactions | treasury_period_return | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-01-03 21:00:00+00:00 | 29.840 | NaN | 0.000000e+00 | NaN | 0.007650 | NaN | NaN | 0.000000e+00 | 1.000000e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | NaN | 1.000000e+07 | 0.00 | 0.00 | 1 | [] | 0.0 |
| 2017-01-04 21:00:00+00:00 | 29.760 | 0.000004 | -3.944500e-07 | -0.000447 | 0.013644 | 0.019095 | 0.000232 | -7.872945e+03 | 9.992127e+06 | 7869.00 | ... | 0.0 | 0.0 | 0 | -11.224972 | 1.000000e+07 | 0.00 | 0.00 | 2 | [{'commission': None, 'dt': 2017-01-04 21:00:0... | 0.0 |
| 2017-01-05 21:00:00+00:00 | 30.010 | 0.000063 | 6.327540e-06 | 0.001467 | 0.012840 | 0.070894 | -0.000870 | -7.944180e+03 | 9.984183e+06 | 15880.40 | ... | 0.0 | 0.0 | 0 | 147.022148 | 9.992127e+06 | 7869.00 | 7869.00 | 3 | [{'commission': None, 'dt': 2017-01-05 21:00:0... | 0.0 |
| 2017-01-06 21:00:00+00:00 | 31.050 | 0.000180 | 3.018347e-05 | 0.003080 | 0.016463 | 0.058144 | -0.001142 | -8.065541e+03 | 9.976117e+06 | 24184.50 | ... | 0.0 | 0.0 | 0 | 607.358726 | 9.984183e+06 | 15880.40 | 15880.40 | 4 | [{'commission': None, 'dt': 2017-01-06 21:00:0... | 0.0 |
| 2017-01-09 21:00:00+00:00 | 30.750 | 0.000163 | 3.127914e-05 | 0.001638 | 0.013108 | 0.072752 | -0.000093 | -8.070543e+03 | 9.968047e+06 | 32266.00 | ... | 0.0 | 0.0 | 0 | 562.957480 | 9.976117e+06 | 24184.50 | 24184.50 | 5 | [{'commission': None, 'dt': 2017-01-09 21:00:0... | 0.0 |
| 2017-01-10 21:00:00+00:00 | 30.250 | 0.000172 | 2.343574e-05 | 0.000844 | 0.013108 | 0.067244 | 0.000256 | -8.051934e+03 | 9.959995e+06 | 40239.50 | ... | 0.0 | 0.0 | 0 | 19.340404 | 9.968047e+06 | 32266.00 | 32266.00 | 6 | [{'commission': None, 'dt': 2017-01-10 21:00:0... | 0.0 |
| 2017-01-11 21:00:00+00:00 | 30.410 | 0.000171 | 3.863079e-05 | 0.001205 | 0.015971 | 0.061507 | 0.000324 | -8.083150e+03 | 9.951912e+06 | 48474.60 | ... | 0.0 | 0.0 | 0 | 29.514981 | 9.959995e+06 | 40239.50 | 40239.50 | 7 | [{'commission': None, 'dt': 2017-01-11 21:00:0... | 0.0 |
| 2017-01-12 21:00:00+00:00 | 30.350 | 0.000180 | 2.892661e-05 | 0.000555 | 0.013421 | 0.062953 | 0.000844 | -8.067642e+03 | 9.943844e+06 | 56445.20 | ... | 0.0 | 0.0 | 0 | 13.005360 | 9.951912e+06 | 48474.60 | 48474.60 | 8 | [{'commission': None, 'dt': 2017-01-12 21:00:0... | 0.0 |
| 2017-01-13 21:00:00+00:00 | 30.290 | 0.000172 | 3.916167e-05 | 0.000712 | 0.015747 | 0.058979 | 0.000874 | -8.082849e+03 | 9.935761e+06 | 64630.40 | ... | 0.0 | 0.0 | 0 | 16.599926 | 9.943844e+06 | 56445.20 | 56445.20 | 9 | [{'commission': None, 'dt': 2017-01-13 21:00:0... | 0.0 |
| 2017-01-17 21:00:00+00:00 | 30.290 | 0.000224 | 1.259836e-05 | -0.000233 | 0.012168 | 0.061573 | 0.001795 | -8.050133e+03 | 9.927711e+06 | 72414.90 | ... | 0.0 | 0.0 | 0 | 2.154981 | 9.935761e+06 | 64630.40 | 64630.40 | 10 | [{'commission': None, 'dt': 2017-01-17 21:00:0... | 0.0 |
| 2017-01-18 21:00:00+00:00 | 30.390 | 0.000220 | 2.533433e-05 | -0.000032 | 0.014405 | 0.058606 | 0.001860 | -8.064740e+03 | 9.919646e+06 | 80607.00 | ... | 0.0 | 0.0 | 0 | 4.131667 | 9.927711e+06 | 72414.90 | 72414.90 | 11 | [{'commission': None, 'dt': 2017-01-18 21:00:0... | 0.0 |
| 2017-01-19 21:00:00+00:00 | 30.720 | 0.000283 | -1.401776e-05 | -0.000920 | 0.010647 | 0.060414 | 0.002792 | -8.025771e+03 | 9.911621e+06 | 88239.25 | ... | 0.0 | 0.0 | 0 | -1.308391 | 9.919646e+06 | 80607.00 | 80607.00 | 12 | [{'commission': None, 'dt': 2017-01-19 21:00:0... | 0.0 |
| 2017-01-20 21:00:00+00:00 | 30.640 | 0.000306 | 1.687373e-05 | -0.000554 | 0.014361 | 0.059127 | 0.003167 | -8.054235e+03 | 9.903566e+06 | 96602.40 | ... | 0.0 | 0.0 | 0 | 1.513542 | 9.911621e+06 | 88239.25 | 88239.25 | 13 | [{'commission': None, 'dt': 2017-01-20 21:00:0... | 0.0 |
| 2017-01-23 21:00:00+00:00 | 30.270 | 0.000778 | 1.879431e-04 | 0.003450 | 0.011721 | 0.058943 | -0.000318 | -8.197207e+03 | 9.895369e+06 | 106510.30 | ... | 0.0 | 0.0 | 0 | 16.242824 | 9.903566e+06 | 96602.40 | 96602.40 | 14 | [{'commission': None, 'dt': 2017-01-23 21:00:0... | 0.0 |
| 2017-01-24 21:00:00+00:00 | 29.990 | 0.000772 | 2.468101e-04 | 0.003884 | 0.018208 | 0.061220 | 0.000861 | -8.242829e+03 | 9.887126e+06 | 115341.80 | ... | 0.0 | 0.0 | 0 | 20.606184 | 9.895369e+06 | 106510.30 | 106510.30 | 15 | [{'commission': None, 'dt': 2017-01-24 21:00:0... | 0.0 |
| 2017-01-25 21:00:00+00:00 | 30.230 | 0.000950 | 4.115913e-04 | 0.004511 | 0.027021 | 0.066113 | 0.004667 | -8.360888e+03 | 9.878765e+06 | 125350.50 | ... | 0.0 | 0.0 | 0 | 33.269927 | 9.887126e+06 | 115341.80 | 115341.80 | 16 | [{'commission': None, 'dt': 2017-01-25 21:00:0... | 0.0 |
| 2017-01-26 21:00:00+00:00 | 31.740 | 0.000969 | 3.583742e-04 | 0.003287 | 0.025947 | 0.064866 | 0.005302 | -8.325671e+03 | 9.870440e+06 | 133144.00 | ... | 0.0 | 0.0 | 0 | 19.060111 | 9.878765e+06 | 125350.50 | 125350.50 | 17 | [{'commission': None, 'dt': 2017-01-26 21:00:0... | 0.0 |
| 2017-01-27 21:00:00+00:00 | 32.509 | 0.001120 | 2.165216e-04 | 0.000711 | 0.024337 | 0.063980 | 0.006848 | -8.237227e+03 | 9.862203e+06 | 139962.70 | ... | 0.0 | 0.0 | 0 | 5.089078 | 9.870440e+06 | 133144.00 | 133144.00 | 18 | [{'commission': None, 'dt': 2017-01-27 21:00:0... | 0.0 |
| 2017-01-30 21:00:00+00:00 | 32.170 | 0.001730 | -1.407106e-04 | -0.005141 | 0.017984 | 0.067979 | 0.013725 | -8.027222e+03 | 9.854175e+06 | 144417.60 | ... | 0.0 | 0.0 | 0 | -1.309590 | 9.862203e+06 | 139962.70 | 139962.70 | 19 | [{'commission': None, 'dt': 2017-01-30 21:00:0... | 0.0 |
| 2017-01-31 21:00:00+00:00 | 31.830 | 0.001716 | -2.406500e-04 | -0.006181 | 0.017895 | 0.066268 | 0.013957 | -7.971894e+03 | 9.846203e+06 | 151390.10 | ... | 0.0 | 0.0 | 0 | -2.115744 | 9.854175e+06 | 144417.60 | 144417.60 | 20 | [{'commission': None, 'dt': 2017-01-31 21:00:0... | 0.0 |
| 2017-02-01 21:00:00+00:00 | 32.180 | 0.001673 | -2.618538e-04 | -0.006208 | 0.018297 | 0.064613 | 0.013961 | -7.960938e+03 | 9.838242e+06 | 159139.00 | ... | 0.0 | 0.0 | 0 | -2.243693 | 9.846203e+06 | 151390.10 | 151390.10 | 21 | [{'commission': None, 'dt': 2017-02-01 21:00:0... | 0.0 |
| 2017-02-02 21:00:00+00:00 | 31.970 | 0.001649 | -2.055541e-04 | -0.005377 | 0.018969 | 0.063060 | 0.013917 | -7.989303e+03 | 9.830253e+06 | 167691.30 | ... | 0.0 | 0.0 | 0 | -1.720529 | 9.838242e+06 | 159139.00 | 159139.00 | 22 | [{'commission': None, 'dt': 2017-02-02 21:00:0... | 0.0 |
| 2017-02-03 21:00:00+00:00 | 32.070 | 0.001628 | -1.437958e-04 | -0.005460 | 0.025992 | 0.064763 | 0.013715 | -8.018917e+03 | 9.822234e+06 | 176327.80 | ... | 0.0 | 0.0 | 0 | -1.176811 | 9.830253e+06 | 167691.30 | 167691.30 | 23 | [{'commission': None, 'dt': 2017-02-03 21:00:0... | 0.0 |
| 2017-02-06 21:00:00+00:00 | 32.030 | 0.001592 | -1.474975e-04 | -0.004934 | 0.024158 | 0.064039 | 0.013398 | -8.017417e+03 | 9.814217e+06 | 184308.20 | ... | 0.0 | 0.0 | 0 | -1.181666 | 9.822234e+06 | 176327.80 | 176327.80 | 24 | [{'commission': None, 'dt': 2017-02-06 21:00:0... | 0.0 |
| 2017-02-07 21:00:00+00:00 | 32.430 | 0.001617 | -1.841199e-05 | -0.003352 | 0.024202 | 0.062764 | 0.013035 | -8.073745e+03 | 9.806143e+06 | 193672.80 | ... | 0.0 | 0.0 | 0 | -0.143653 | 9.814217e+06 | 184308.20 | 184308.20 | 25 | [{'commission': None, 'dt': 2017-02-07 21:00:0... | 0.0 |
| 2017-02-08 21:00:00+00:00 | 33.250 | 0.001588 | 1.502282e-05 | -0.003071 | 0.025544 | 0.061506 | 0.013061 | -8.087852e+03 | 9.798055e+06 | 202095.00 | ... | 0.0 | 0.0 | 0 | 0.116678 | 9.806143e+06 | 193672.80 | 193672.80 | 26 | [{'commission': None, 'dt': 2017-02-08 21:00:0... | 0.0 |
| 2017-02-09 21:00:00+00:00 | 33.120 | 0.001559 | 4.411704e-05 | -0.003283 | 0.031629 | 0.062182 | 0.012628 | -8.099658e+03 | 9.789956e+06 | 210485.60 | ... | 0.0 | 0.0 | 0 | 0.334406 | 9.798055e+06 | 202095.00 | 202095.00 | 27 | [{'commission': None, 'dt': 2017-02-09 21:00:0... | 0.0 |
| 2017-02-10 21:00:00+00:00 | 33.630 | 0.001562 | 1.505692e-04 | -0.002802 | 0.035700 | 0.061589 | 0.013088 | -8.140778e+03 | 9.781815e+06 | 219690.90 | ... | 0.0 | 0.0 | 0 | 1.118480 | 9.789956e+06 | 210485.60 | 210485.60 | 28 | [{'commission': None, 'dt': 2017-02-10 21:00:0... | 0.0 |
| 2017-02-13 21:00:00+00:00 | 33.790 | 0.001592 | 3.005486e-04 | -0.002325 | 0.041337 | 0.061723 | 0.013945 | -8.196506e+03 | 9.773618e+06 | 229387.20 | ... | 0.0 | 0.0 | 0 | 2.192714 | 9.781815e+06 | 219690.90 | 219690.90 | 29 | [{'commission': None, 'dt': 2017-02-13 21:00:0... | 0.0 |
| 2017-02-14 21:00:00+00:00 | 33.630 | 0.001566 | 3.340174e-04 | -0.002406 | 0.045497 | 0.061112 | 0.013869 | -8.208612e+03 | 9.765410e+06 | 237930.50 | ... | 0.0 | 0.0 | 0 | 2.395784 | 9.773618e+06 | 229387.20 | 229387.20 | 30 | [{'commission': None, 'dt': 2017-02-14 21:00:0... | 0.0 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2018-03-20 20:00:00+00:00 | 41.960 | 0.040083 | 4.289234e-02 | -0.018198 | 0.240591 | 0.098754 | 0.293328 | -1.098260e+04 | 7.091885e+06 | 3337038.40 | ... | 0.0 | 0.0 | 0 | 1.163668 | 7.102868e+06 | 3332454.60 | 3332454.60 | 305 | [{'commission': None, 'dt': 2018-03-20 20:00:0... | 0.0 |
| 2018-03-21 20:00:00+00:00 | 41.670 | 0.040064 | 4.081547e-02 | -0.019370 | 0.238210 | 0.098621 | 0.293631 | -1.091426e+04 | 7.080971e+06 | 3327184.00 | ... | 0.0 | 0.0 | 0 | 1.105981 | 7.091885e+06 | 3337038.40 | 3337038.40 | 306 | [{'commission': None, 'dt': 2018-03-21 20:00:0... | 0.0 |
| 2018-03-22 20:00:00+00:00 | 40.580 | 0.041542 | 2.806594e-02 | -0.024929 | 0.207258 | 0.101179 | 0.303596 | -1.049606e+04 | 7.070475e+06 | 3210184.80 | ... | 0.0 | 0.0 | 0 | 0.727368 | 7.080971e+06 | 3327184.00 | 3327184.00 | 307 | [{'commission': None, 'dt': 2018-03-22 20:00:0... | 0.0 |
| 2018-03-23 20:00:00+00:00 | 39.710 | 0.042145 | 1.964737e-02 | -0.026643 | 0.181526 | 0.102946 | 0.306339 | -1.022082e+04 | 7.060254e+06 | 3136219.90 | ... | 0.0 | 0.0 | 0 | 0.506134 | 7.070475e+06 | 3210184.80 | 3210184.80 | 308 | [{'commission': None, 'dt': 2018-03-23 20:00:0... | 0.0 |
| 2018-03-26 20:00:00+00:00 | 41.010 | 0.042935 | 2.936032e-02 | -0.026024 | 0.213851 | 0.105589 | 0.308790 | -1.053738e+04 | 7.049716e+06 | 3243886.80 | ... | 0.0 | 0.0 | 0 | 0.739634 | 7.060254e+06 | 3136219.90 | 3136219.90 | 309 | [{'commission': None, 'dt': 2018-03-26 20:00:0... | 0.0 |
| 2018-03-27 20:00:00+00:00 | 40.220 | 0.044813 | 1.454194e-02 | -0.035078 | 0.193202 | 0.106614 | 0.320208 | -1.005604e+04 | 7.039660e+06 | 3105759.00 | ... | 0.0 | 0.0 | 0 | 0.358335 | 7.049716e+06 | 3243886.80 | 3243886.80 | 310 | [{'commission': None, 'dt': 2018-03-27 20:00:0... | 0.0 |
| 2018-03-28 20:00:00+00:00 | NaN | 0.044741 | 1.454194e-02 | -0.034158 | 0.189676 | 0.106490 | 0.319933 | 3.105759e+06 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.357758 | 7.039660e+06 | 3105759.00 | 3105759.00 | 311 | [{'commission': None, 'dt': 2018-03-28 20:00:0... | 0.0 |
| 2018-03-29 20:00:00+00:00 | NaN | 0.044669 | 1.454194e-02 | -0.036817 | 0.204877 | 0.106882 | 0.316524 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.357185 | 1.014542e+07 | 0.00 | 0.00 | 312 | [] | 0.0 |
| 2018-04-02 20:00:00+00:00 | NaN | 0.044597 | 1.454194e-02 | -0.029734 | 0.178870 | 0.108555 | 0.305938 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.356614 | 1.014542e+07 | 0.00 | 0.00 | 313 | [] | 0.0 |
| 2018-04-03 20:00:00+00:00 | NaN | 0.044526 | 1.454194e-02 | -0.032318 | 0.193980 | 0.108937 | 0.302783 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.356045 | 1.014542e+07 | 0.00 | 0.00 | 314 | [] | 0.0 |
| 2018-04-04 20:00:00+00:00 | NaN | 0.044455 | 1.454194e-02 | -0.034477 | 0.206754 | 0.109139 | 0.300670 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.355480 | 1.014542e+07 | 0.00 | 0.00 | 315 | [] | 0.0 |
| 2018-04-05 20:00:00+00:00 | NaN | 0.044384 | 1.454194e-02 | -0.036084 | 0.216278 | 0.109159 | 0.299582 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.354917 | 1.014542e+07 | 0.00 | 0.00 | 316 | [] | 0.0 |
| 2018-04-06 20:00:00+00:00 | NaN | 0.044314 | 1.454194e-02 | -0.029207 | 0.189172 | 0.110887 | 0.289472 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.354357 | 1.014542e+07 | 0.00 | 0.00 | 317 | [] | 0.0 |
| 2018-04-09 20:00:00+00:00 | NaN | 0.044244 | 1.454194e-02 | -0.030191 | 0.195033 | 0.110780 | 0.289103 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.353799 | 1.014542e+07 | 0.00 | 0.00 | 318 | [] | 0.0 |
| 2018-04-10 20:00:00+00:00 | NaN | 0.044175 | 1.454194e-02 | -0.033033 | 0.214035 | 0.111440 | 0.284742 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.353244 | 1.014542e+07 | 0.00 | 0.00 | 319 | [] | 0.0 |
| 2018-04-11 20:00:00+00:00 | NaN | 0.044105 | 1.454194e-02 | -0.031660 | 0.207670 | 0.111387 | 0.284136 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.352692 | 1.014542e+07 | 0.00 | 0.00 | 320 | [] | 0.0 |
| 2018-04-12 20:00:00+00:00 | NaN | 0.044036 | 1.454194e-02 | -0.033225 | 0.217606 | 0.111417 | 0.283071 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.352142 | 1.014542e+07 | 0.00 | 0.00 | 321 | [] | 0.0 |
| 2018-04-13 20:00:00+00:00 | NaN | 0.043968 | 1.454194e-02 | -0.032438 | 0.214035 | 0.111288 | 0.282854 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.351595 | 1.014542e+07 | 0.00 | 0.00 | 322 | [] | 0.0 |
| 2018-04-16 20:00:00+00:00 | NaN | 0.043900 | 1.454194e-02 | -0.033980 | 0.224016 | 0.111318 | 0.281804 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.351050 | 1.014542e+07 | 0.00 | 0.00 | 323 | [] | 0.0 |
| 2018-04-17 20:00:00+00:00 | NaN | 0.043832 | 1.454194e-02 | -0.035909 | 0.237111 | 0.111498 | 0.279993 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.350508 | 1.014542e+07 | 0.00 | 0.00 | 324 | [] | 0.0 |
| 2018-04-18 20:00:00+00:00 | NaN | 0.043764 | 1.454194e-02 | -0.035959 | 0.238027 | 0.111326 | 0.279993 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.349968 | 1.014542e+07 | 0.00 | 0.00 | 325 | [] | 0.0 |
| 2018-04-19 20:00:00+00:00 | NaN | 0.043696 | 1.454194e-02 | -0.034538 | 0.231159 | 0.111289 | 0.279334 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.349431 | 1.014542e+07 | 0.00 | 0.00 | 326 | [] | 0.0 |
| 2018-04-20 20:00:00+00:00 | NaN | 0.043629 | 1.454194e-02 | -0.032379 | 0.220719 | 0.111408 | 0.277911 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.348896 | 1.014542e+07 | 0.00 | 0.00 | 327 | [] | 0.0 |
| 2018-04-23 20:00:00+00:00 | NaN | 0.043563 | 1.454194e-02 | -0.032247 | 0.220536 | 0.111239 | 0.277903 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.348364 | 1.014542e+07 | 0.00 | 0.00 | 328 | [] | 0.0 |
| 2018-04-24 20:00:00+00:00 | NaN | 0.043496 | 1.454194e-02 | -0.028785 | 0.204099 | 0.111753 | 0.274556 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.347834 | 1.014542e+07 | 0.00 | 0.00 | 329 | [] | 0.0 |
| 2018-04-25 20:00:00+00:00 | NaN | 0.043430 | 1.454194e-02 | -0.029206 | 0.207075 | 0.111595 | 0.274491 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.347307 | 1.014542e+07 | 0.00 | 0.00 | 330 | [] | 0.0 |
| 2018-04-26 20:00:00+00:00 | NaN | 0.043364 | 1.454194e-02 | -0.030997 | 0.219346 | 0.111739 | 0.272930 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.346782 | 1.014542e+07 | 0.00 | 0.00 | 331 | [] | 0.0 |
| 2018-04-27 20:00:00+00:00 | NaN | 0.043299 | 1.454194e-02 | -0.031098 | 0.220490 | 0.111570 | 0.272927 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.346259 | 1.014542e+07 | 0.00 | 0.00 | 332 | [] | 0.0 |
| 2018-04-30 20:00:00+00:00 | NaN | 0.043234 | 1.454194e-02 | -0.029246 | 0.211104 | 0.111636 | 0.271805 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.345739 | 1.014542e+07 | 0.00 | 0.00 | 333 | [] | 0.0 |
| 2018-05-01 20:00:00+00:00 | NaN | 0.043169 | 1.454194e-02 | -0.029519 | 0.213256 | 0.111473 | 0.271779 | 0.000000e+00 | 1.014542e+07 | 0.00 | ... | 0.0 | 0.0 | 0 | 0.345221 | 1.014542e+07 | 0.00 | 0.00 | 334 | [] | 0.0 |
334 rows × 38 columns
