A collection of Zipline images
- Base Docker image with Zipline algorithmic trading library
- Zipline & TA-lib libraries
- Zipline & additional development modules
- Zipline in JupyterLab research environment
Software specification
- Base image: Alpine Linux, Debian GNU/Linux
- Python support: 3.5
- Images updated when the upstream code is updated
| Image | Layers & size |
|---|---|
| adegtyarev/zipline:latest |  |
| adegtyarev/zipline:talib |  |
| adegtyarev/zipline:dev |  |
| adegtyarev/zipline:jupyterlab |  |
Quick start
Create a new volume to store permanent data (usually referred to as
$ZIPLINE_ROOT):
docker volume create --name zipline-root
Run zipline command in a Docker container:
docker run --rm --volume zipline-root:/zipline adegtyarev/zipline
Usage: zipline [OPTIONS] COMMAND [ARGS]...
Top level zipline entry point.
...
Usage
Command line tool
This image basically intended to be a drop-in replacement to zipline command
in a Docker environment:
export ZIPLINE_CMD="docker run --rm -t -v zipline:/zipline adegtyarev/zipline zipline"
So that you just replace zipline with $ZIPLINE_CMD:
$ZIPLINE_CMD ingest -b quantopian-quandl
Downloading Bundle: quantopian-quandl [####################################] 100%
INFO: ...: Writing data to /zipline/data/quantopian-quandl/2018-01-31T12;27;19.433422.
Run an example trading algorithm:
$ZIPLINE_CMD run -s 2017-1-1 -e 2018-1-1 -b quantopian-quandl -f zipline/examples/buy_and_hold.py
Research notebook
The image with jupyterlab is built with Zipline and JupyterLab computational
environment. To use the image you will need a permanent volume to store
notebooks:
docker volume create --name zipline-notes
docker run --rm -p 80:8888 \
-v zipline-root:/zipline \
-v zipline-notes:/notes \
adegtyarev/zipline:jupyterlab
This will start a Jupyter HTTP-server with Zipline installed and notes volume attached to a directory which eventually is a chroot directory for the server. You can then connect to port 80 using a web browser.
Secure notebook with HTTPS
It is easy to secure your research environment by using SSL certificates from Let's Encrypt. You will need a new volume to keep certificates:
docker volume create --name zipline-certs
Run the following dummy command to attach the new volume with pre-defined permissions on directories inside /etc/letsencrypt:
docker run --rm -v zipline-certs:/etc/letsencrypt adegtyarev/zipline:jupyterlab true
Make sure you have port 80/tcp open to the outside world so that LE could
connect to run a verification procedure. Use an official image of
certbot/certbot to obtain SSL certificate and a key:
SSL_HOSTNAME=example.com # Set this to the public domain name
SSL_EMAIL=$USER@$HOSTNAME # Email address for important notifications from LE
docker run --rm -p 80:80 \
-v zipline-certs:/etc/letsencrypt \
certbot/certbot certonly --standalone \
-d $SSL_HOSTNAME --agree-tos -m $SSL_EMAIL --non-interactive
Adjust permissions for a private key file to be able to run under a normal user
instead of root:
docker run --rm -u root \
-v zipline-certs:/etc/letsencrypt \
adegtyarev/zipline:jupyterlab \
chmod o+r /etc/letsencrypt/archive/$SSL_HOSTNAME/privkey1.pem
A secured JupyterLab should be ready to start now:
docker run --rm -p 443:8888 \
-e SSL_HOSTNAME=$SSL_HOSTNAME \
-v zipline-root:/zipline \
-v zipline-notes:/notes \
-v zipline-certs:/etc/letsencrypt \
adegtyarev/zipline:jupyterlab lab-ssl
Note that a port to open in a browser has changed from 80 (HTTP) to 443 (HTTPS).
Using as a base image
The image may also be used as a base Docker image for Zipline-related tools:
FROM adegtyarev/zipline:latest
COPY --chown=zipline:zipline . /src/zipline-cool-feature
RUN cd /src/zipline-cool-feature && \
pip3 install \
--no-cache-dir \
--user \
-r requirements.txt && \
pip3 install \
--no-cache-dir \
--user \
--editable \
.
... # continue with zipline & cool feature installedAuthor
Alexey Degtyarev [email protected]