Chapter 11 Decision Trees Random Forests

Strategy Backtesting
#1

/07_backtesting_with_zipline.ipynb

!zipline bundles

Output:

csvdir <no ingestions>
quandl 2025-02-25 03:50:38.399825
quandl 2025-02-25 03:42:53.885429
quantopian-quandl 2025-01-26 00:46:36.147685
stooq 2025-02-25 03:45:21.021436
stooq 2025-02-25 03:44:25.957943

bundle_data = bundles.load('stooq')

Output:

     32 def verify_sqlite_path_exists(path):
     33     if path != ":memory:" and not os.path.exists(path):
---> 34         raise ValueError("SQLite file {!r} doesn't exist.".format(path))

ValueError: SQLite file '/home/lab/.zipline/data/stooq/2025-02-25T04;09;05.421641/assets-7.sqlite' doesn't exist.

Using latest zipline-reloaded in python = 3.12

#2

Zipline need the ‘split’ dataframe, in the tutorial it is saved in a ‘sqlite’ file; you can remove the split requirement during the pipeline loader stage, or follow the tutorial create the ‘split’ dataframe then save as ‘sqlite’ file. Let me know if you need clarify further.