Zipline Reloaded
Maintained fork of Quantopian's Zipline, an event-driven Python backtesting library
About Zipline Reloaded
Zipline Reloaded is a community-maintained continuation of the Zipline engine that powered Quantopian. It provides an event-driven backtester with a data bundle system and integrates with the Pyfolio and Alphalens analysis tools. It suits quant researchers who want a rigorous, equity-focused backtester but are willing to set up their own data.
Pros
- Realistic event-driven engine
- Works with Alphalens and Pyfolio
- Open source
Cons
- Data ingestion is fiddly
- Setup and dependencies can be painful
- Smaller community since Quantopian closed
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