Created
December 9, 2015 03:19
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zipline Makefile
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| STOCKS=$(shell cat portfolio.txt) | |
| ALGODIR=algos | |
| PERFDIR=perf | |
| ALGOS=$(wildcard $(ALGODIR)/*.py) | |
| PERFS=$(patsubst $(ALGODIR)/%.py,$(PERFDIR)/%.perf,$(ALGOS)) | |
| CAPITAL=1000 | |
| START_DATE=2011-1-1 | |
| END_DATE=2012-1-1 | |
| all: $(PERFS) | |
| ./performance.py $(PERFS) | |
| $(PERFS): | $(PERFDIR) | |
| $(PERFDIR): | |
| mkdir -p $@ | |
| $(PERFDIR)/%.perf: $(ALGODIR)/%.py | |
| run_algo.py -f $< --symbols $(STOCKS) --start $(START_DATE) --end $(END_DATE) -o $@ --capital_base $(CAPITAL) |
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