Welcome to

I am an independent Information Technology consultant providing design, build, engineering and programming services.  I have extensive experience in the design and operation of LAMP-stack web hosting, DNS administration, SSL certificates and internet application hosting for small, medium and enterprise clients.  One of my key services is troubleshooting performance issues starting with MySQL slow query analysis and reviewing all aspects of the LAMP stack including optimal use of Content Delivery Networks like Amazon Web Services (AWS) Cloudfront service.  If you are hosting at AWS, or running a private cloud using XEN, or just need some assistance with linux/Solaris/network system administration please Contact Me.
I can also provide tutoring, troubleshooting, code walk throughs, consulting and programming service for your automated trading algorithm to run either in Quantopian's python web trading system or for validation work using Quantopian's Research Environment or their offline open source zipline back tester facility.  Contact Me with your quantatitive finance requirements.
If your business - especially startups - is located in Michigan's Oakland County Automation Alley , please send me a mail for networking purposes so we can get to know each other.
In my blog I write about my experiences with Arduino, classic stereo equipment , quantitative finance and the web hosting business of Daily Fantasy Sports .
For more information on services or availability please  Contact Me .

Using zipline and ta-lib to create input data for alphalens

Quantopian's open source python stock trading simulator zipline is very powerful and now comes with a mechanism to run daily bar simulations against over 3000 symbols from the quandl library.  It also provides flexible support to many libraries including classic technical analysis indicators.   Now a new tool can be used to more formally evaluate your trading signal.


Create custom zipline data bundle from local csv files

Quantopian's open source zipline - a Pythonic Algorithmic Trading Library - now uses an internal format to store open-high-low-close-volume (OHLCV) equity data called a data bundle.  Some examples of how to create bundles are provided in the data/bundles folder but they contain a lot of extra functionality for pulling data from web sources like yahoo.

Here is a basic example of creating a custom data bundle from local csv files.

Use minute bar challenge csv data in zipline with a custom data bundle

Quantopian’s zipline - a Pythonic Algorithmic Trading Library - is capable of running trading algorithm simulations with 1 minute open-high-low-close-volume (OHLCV). 

Here is an example of how to create a zipline custom data bundle from a local csv file that contains one minute bar data.  It builds on an earlier blog post for how to create custom zipline data bundles.  Then, we will write a simple zipline algo to test it.


Subscribe to RSS - python