Friday, November 27, 2015

Installing Zipline on Ubuntu 14.04

As mentioned on their website Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading.
Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian – a free, community-centered, hosted platform for building and executing trading strategies.


I found installing zipline pretty difficult to install because of its dependencies of older versions of libraries like numpy, scipy, numexpr etc.


These are the steps it took me to finally get going 

1. sudo apt-get install liblapack-dev
This ensures that your lapack/blas dependencies are taken care of which is required by scipy


2. sudo apt-get install libamd2.2.0 libblas3gf libc6 libgcc1 libgfortran3 liblapack3gf libumfpack5.4.0 libstdc++6 build-essential gfortran python-all-dev libatlas-base-dev
This would ensure that you now have a fortran compiler on your system for the dfftpack in scipy


3. sudo pip install zipline
This will finally install zipline along with all its dependencies


Have a go at it.