notebook.community

Edit and run 





In [1]:



    


%matplotlib inline
import zipline



    











In [5]:



    


%%zipline --start=2011-1-1 --end=2013-1-1 -o perf

from zipline.api import order, record
import matplotlib.pyplot as plt

def initialize(context):
    pass

def handle_data(context, data):
    order('AAPL', 10)
    record(AAPL=data['AAPL'].price)
    
def analyze(context, perf):
    ax1 = plt.subplot(211)
    perf.portfolio_value.plot(ax=ax1)
    ax2 = plt.subplot(212, sharex=ax1)
    perf.AAPL.plot(ax=ax2)
    plt.gcf().set_size_inches(18, 8)
    plt.show()



    


















    






[2014-05-01 20:57] INFO: Performance: Simulated 502 trading days out of 502.
[2014-05-01 20:57] INFO: Performance: first open: 2011-01-03 14:31:00+00:00
[2014-05-01 20:57] INFO: Performance: last close: 2012-12-31 21:00:00+00:00










    






AAPL










    
























In [6]:



    


perf



    


















    
Out[6]:










  
    

      
      AAPL
      capital_used
      ending_cash
      ending_value
      orders
      period_close
      period_open
      pnl
      portfolio_value
      positions
      returns
      starting_cash
      starting_value
      transactions
    

  
  
    

      2011-01-03 21:00:00
       316.77
          0.0
       10000000.0
            0.0
       [{u'status': 0, u'created': 2011-01-03 00:00:0...
       2011-01-03 21:00:00+00:00
       2011-01-03 14:31:00+00:00
          0.0
       10000000.0
                                                      []
       0.000000e+00
       10000000.0
            0.0
                                                      []
    

    

      2011-01-04 21:00:00
       318.42
      -3184.5
        9996815.5
         3184.2
       [{u'status': 1, u'created': 2011-01-03 00:00:0...
       2011-01-04 21:00:00+00:00
       2011-01-04 14:31:00+00:00
         -0.3
        9999999.7
       [{u'amount': 10, u'last_sale_price': 318.42, u...
      -3.000000e-08
       10000000.0
            0.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-05 21:00:00
       321.03
      -3210.6
        9993604.9
         6420.6
       [{u'status': 1, u'created': 2011-01-04 00:00:0...
       2011-01-05 21:00:00+00:00
       2011-01-05 14:31:00+00:00
         25.8
       10000025.5
       [{u'amount': 20, u'last_sale_price': 321.03, u...
       2.580000e-06
        9996815.5
         3184.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-06 21:00:00
       320.77
      -3208.0
        9990396.9
         9623.1
       [{u'status': 1, u'created': 2011-01-05 00:00:0...
       2011-01-06 21:00:00+00:00
       2011-01-06 14:31:00+00:00
         -5.5
       10000020.0
       [{u'amount': 30, u'last_sale_price': 320.77, u...
      -5.499986e-07
        9993604.9
         6420.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-07 21:00:00
       323.06
      -3230.9
        9987166.0
        12922.4
       [{u'status': 1, u'created': 2011-01-06 00:00:0...
       2011-01-07 21:00:00+00:00
       2011-01-07 14:31:00+00:00
         68.4
       10000088.4
       [{u'amount': 40, u'last_sale_price': 323.06, u...
       6.839986e-06
        9990396.9
         9623.1
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-10 21:00:00
       329.15
      -3291.8
        9983874.2
        16457.5
       [{u'status': 1, u'created': 2011-01-07 00:00:0...
       2011-01-10 21:00:00+00:00
       2011-01-10 14:31:00+00:00
        243.3
       10000331.7
       [{u'amount': 50, u'last_sale_price': 329.15, u...
       2.432978e-05
        9987166.0
        12922.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-11 21:00:00
       328.37
      -3284.0
        9980590.2
        19702.2
       [{u'status': 1, u'created': 2011-01-10 00:00:0...
       2011-01-11 21:00:00+00:00
       2011-01-11 14:31:00+00:00
        -39.3
       10000292.4
       [{u'amount': 60, u'last_sale_price': 328.37, u...
      -3.929870e-06
        9983874.2
        16457.5
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-12 21:00:00
       331.04
      -3310.7
        9977279.5
        23172.8
       [{u'status': 1, u'created': 2011-01-11 00:00:0...
       2011-01-12 21:00:00+00:00
       2011-01-12 14:31:00+00:00
        159.9
       10000452.3
       [{u'amount': 70, u'last_sale_price': 331.04, u...
       1.598953e-05
        9980590.2
        19702.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-13 21:00:00
       332.25
      -3322.8
        9973956.7
        26580.0
       [{u'status': 1, u'created': 2011-01-12 00:00:0...
       2011-01-13 21:00:00+00:00
       2011-01-13 14:31:00+00:00
         84.4
       10000536.7
       [{u'amount': 80, u'last_sale_price': 332.25, u...
       8.439618e-06
        9977279.5
        23172.8
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-14 21:00:00
       334.94
      -3349.7
        9970607.0
        30144.6
       [{u'status': 1, u'created': 2011-01-13 00:00:0...
       2011-01-14 21:00:00+00:00
       2011-01-14 14:31:00+00:00
        214.9
       10000751.6
       [{u'amount': 90, u'last_sale_price': 334.94, u...
       2.148885e-05
        9973956.7
        26580.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-18 21:00:00
       327.42
      -3274.5
        9967332.5
        32742.0
       [{u'status': 1, u'created': 2011-01-14 00:00:0...
       2011-01-18 21:00:00+00:00
       2011-01-18 14:31:00+00:00
       -677.1
       10000074.5
       [{u'amount': 100, u'last_sale_price': 327.42, ...
      -6.770491e-05
        9970607.0
        30144.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-19 21:00:00
       325.68
      -3257.1
        9964075.4
        35824.8
       [{u'status': 1, u'created': 2011-01-18 00:00:0...
       2011-01-19 21:00:00+00:00
       2011-01-19 14:31:00+00:00
       -174.3
        9999900.2
       [{u'amount': 110, u'last_sale_price': 325.68, ...
      -1.742987e-05
        9967332.5
        32742.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-20 21:00:00
       319.76
      -3197.9
        9960877.5
        38371.2
       [{u'status': 1, u'created': 2011-01-19 00:00:0...
       2011-01-20 21:00:00+00:00
       2011-01-20 14:31:00+00:00
       -651.5
        9999248.7
       [{u'amount': 120, u'last_sale_price': 319.76, ...
      -6.515065e-05
        9964075.4
        35824.8
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-21 21:00:00
       314.03
      -3140.6
        9957736.9
        40823.9
       [{u'status': 1, u'created': 2011-01-20 00:00:0...
       2011-01-21 21:00:00+00:00
       2011-01-21 14:31:00+00:00
       -687.9
        9998560.8
       [{u'amount': 130, u'last_sale_price': 314.03, ...
      -6.879517e-05
        9960877.5
        38371.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-24 21:00:00
       324.34
      -3243.7
        9954493.2
        45407.6
       [{u'status': 1, u'created': 2011-01-21 00:00:0...
       2011-01-24 21:00:00+00:00
       2011-01-24 14:31:00+00:00
       1340.0
        9999900.8
       [{u'amount': 140, u'last_sale_price': 324.34, ...
       1.340193e-04
        9957736.9
        40823.9
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-25 21:00:00
       328.14
      -3281.7
        9951211.5
        49221.0
       [{u'status': 1, u'created': 2011-01-24 00:00:0...
       2011-01-25 21:00:00+00:00
       2011-01-25 14:31:00+00:00
        531.7
       10000432.5
       [{u'amount': 150, u'last_sale_price': 328.14, ...
       5.317053e-05
        9954493.2
        45407.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-26 21:00:00
       330.49
      -3305.2
        9947906.3
        52878.4
       [{u'status': 1, u'created': 2011-01-25 00:00:0...
       2011-01-26 21:00:00+00:00
       2011-01-26 14:31:00+00:00
        352.2
       10000784.7
       [{u'amount': 160, u'last_sale_price': 330.49, ...
       3.521848e-05
        9951211.5
        49221.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-27 21:00:00
       329.88
      -3299.1
        9944607.2
        56079.6
       [{u'status': 1, u'created': 2011-01-26 00:00:0...
       2011-01-27 21:00:00+00:00
       2011-01-27 14:31:00+00:00
        -97.9
       10000686.8
       [{u'amount': 170, u'last_sale_price': 329.88, ...
      -9.789232e-06
        9947906.3
        52878.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-28 21:00:00
       323.04
      -3230.7
        9941376.5
        58147.2
       [{u'status': 1, u'created': 2011-01-27 00:00:0...
       2011-01-28 21:00:00+00:00
       2011-01-28 14:31:00+00:00
      -1163.1
        9999523.7
       [{u'amount': 180, u'last_sale_price': 323.04, ...
      -1.163020e-04
        9944607.2
        56079.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-01-31 21:00:00
       326.14
      -3261.7
        9938114.8
        61966.6
       [{u'status': 1, u'created': 2011-01-28 00:00:0...
       2011-01-31 21:00:00+00:00
       2011-01-31 14:31:00+00:00
        557.7
       10000081.4
       [{u'amount': 190, u'last_sale_price': 326.14, ...
       5.577266e-05
        9941376.5
        58147.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-01 21:00:00
       331.63
      -3316.6
        9934798.2
        66326.0
       [{u'status': 1, u'created': 2011-01-31 00:00:0...
       2011-02-01 21:00:00+00:00
       2011-02-01 14:31:00+00:00
       1042.8
       10001124.2
       [{u'amount': 200, u'last_sale_price': 331.63, ...
       1.042792e-04
        9938114.8
        61966.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-02 21:00:00
       330.94
      -3309.7
        9931488.5
        69497.4
       [{u'status': 1, u'created': 2011-02-01 00:00:0...
       2011-02-02 21:00:00+00:00
       2011-02-02 14:31:00+00:00
       -138.3
       10000985.9
       [{u'amount': 210, u'last_sale_price': 330.94, ...
      -1.382845e-05
        9934798.2
        66326.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-03 21:00:00
       330.10
      -3301.3
        9928187.2
        72622.0
       [{u'status': 1, u'created': 2011-02-02 00:00:0...
       2011-02-03 21:00:00+00:00
       2011-02-03 14:31:00+00:00
       -176.7
       10000809.2
       [{u'amount': 220, u'last_sale_price': 330.1, u...
      -1.766826e-05
        9931488.5
        69497.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-04 21:00:00
       333.04
      -3330.7
        9924856.5
        76599.2
       [{u'status': 1, u'created': 2011-02-03 00:00:0...
       2011-02-04 21:00:00+00:00
       2011-02-04 14:31:00+00:00
        646.5
       10001455.7
       [{u'amount': 230, u'last_sale_price': 333.04, ...
       6.464477e-05
        9928187.2
        72622.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-07 21:00:00
       338.21
      -3382.4
        9921474.1
        81170.4
       [{u'status': 1, u'created': 2011-02-04 00:00:0...
       2011-02-07 21:00:00+00:00
       2011-02-07 14:31:00+00:00
       1188.8
       10002644.5
       [{u'amount': 240, u'last_sale_price': 338.21, ...
       1.188627e-04
        9924856.5
        76599.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-08 21:00:00
       341.40
      -3414.3
        9918059.8
        85350.0
       [{u'status': 1, u'created': 2011-02-07 00:00:0...
       2011-02-08 21:00:00+00:00
       2011-02-08 14:31:00+00:00
        765.3
       10003409.8
       [{u'amount': 250, u'last_sale_price': 341.4, u...
       7.650977e-05
        9921474.1
        81170.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-09 21:00:00
       344.25
      -3442.8
        9914617.0
        89505.0
       [{u'status': 1, u'created': 2011-02-08 00:00:0...
       2011-02-09 21:00:00+00:00
       2011-02-09 14:31:00+00:00
        712.2
       10004122.0
       [{u'amount': 260, u'last_sale_price': 344.25, ...
       7.119572e-05
        9918059.8
        85350.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-10 21:00:00
       340.77
      -3408.0
        9911209.0
        92007.9
       [{u'status': 1, u'created': 2011-02-09 00:00:0...
       2011-02-10 21:00:00+00:00
       2011-02-10 14:31:00+00:00
       -905.1
       10003216.9
       [{u'amount': 270, u'last_sale_price': 340.77, ...
      -9.047271e-05
        9914617.0
        89505.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-11 21:00:00
       342.99
      -3430.2
        9907778.8
        96037.2
       [{u'status': 1, u'created': 2011-02-10 00:00:0...
       2011-02-11 21:00:00+00:00
       2011-02-11 14:31:00+00:00
        599.1
       10003816.0
       [{u'amount': 280, u'last_sale_price': 342.99, ...
       5.989073e-05
        9911209.0
        92007.9
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-14 21:00:00
       345.23
      -3452.6
        9904326.2
       100116.7
       [{u'status': 1, u'created': 2011-02-11 00:00:0...
       2011-02-14 21:00:00+00:00
       2011-02-14 14:31:00+00:00
        626.9
       10004442.9
       [{u'amount': 290, u'last_sale_price': 345.23, ...
       6.266609e-05
        9907778.8
        96037.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-15 21:00:00
       345.92
      -3459.5
        9900866.7
       103776.0
       [{u'status': 1, u'created': 2011-02-14 00:00:0...
       2011-02-15 21:00:00+00:00
       2011-02-15 14:31:00+00:00
        199.8
       10004642.7
       [{u'amount': 300, u'last_sale_price': 345.92, ...
       1.997113e-05
        9904326.2
       100116.7
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-16 21:00:00
       349.02
      -3490.5
        9897376.2
       108196.2
       [{u'status': 1, u'created': 2011-02-15 00:00:0...
       2011-02-16 21:00:00+00:00
       2011-02-16 14:31:00+00:00
        929.7
       10005572.4
       [{u'amount': 310, u'last_sale_price': 349.02, ...
       9.292686e-05
        9900866.7
       103776.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-17 21:00:00
       344.38
      -3444.1
        9893932.1
       110201.6
       [{u'status': 1, u'created': 2011-02-16 00:00:0...
       2011-02-17 21:00:00+00:00
       2011-02-17 14:31:00+00:00
      -1438.7
       10004133.7
       [{u'amount': 320, u'last_sale_price': 344.38, ...
      -1.437899e-04
        9897376.2
       108196.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-18 21:00:00
       336.94
      -3369.7
        9890562.4
       111190.2
       [{u'status': 1, u'created': 2011-02-17 00:00:0...
       2011-02-18 21:00:00+00:00
       2011-02-18 14:31:00+00:00
      -2381.1
       10001752.6
       [{u'amount': 330, u'last_sale_price': 336.94, ...
      -2.380116e-04
        9893932.1
       110201.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-22 21:00:00
       325.46
      -3254.9
        9887307.5
       110656.4
       [{u'status': 1, u'created': 2011-02-18 00:00:0...
       2011-02-22 21:00:00+00:00
       2011-02-22 14:31:00+00:00
      -3788.7
        9997963.9
       [{u'amount': 340, u'last_sale_price': 325.46, ...
      -3.788036e-04
        9890562.4
       111190.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-23 21:00:00
       329.31
      -3293.4
        9884014.1
       115258.5
       [{u'status': 1, u'created': 2011-02-22 00:00:0...
       2011-02-23 21:00:00+00:00
       2011-02-23 14:31:00+00:00
       1308.7
        9999272.6
       [{u'amount': 350, u'last_sale_price': 329.31, ...
       1.308967e-04
        9887307.5
       110656.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-24 21:00:00
       329.56
      -3295.9
        9880718.2
       118641.6
       [{u'status': 1, u'created': 2011-02-23 00:00:0...
       2011-02-24 21:00:00+00:00
       2011-02-24 14:31:00+00:00
         87.2
        9999359.8
       [{u'amount': 360, u'last_sale_price': 329.56, ...
       8.720634e-06
        9884014.1
       115258.5
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-25 21:00:00
       334.64
      -3346.7
        9877371.5
       123816.8
       [{u'status': 1, u'created': 2011-02-24 00:00:0...
       2011-02-25 21:00:00+00:00
       2011-02-25 14:31:00+00:00
       1828.5
       10001188.3
       [{u'amount': 370, u'last_sale_price': 334.64, ...
       1.828617e-04
        9880718.2
       118641.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-02-28 21:00:00
       339.49
      -3395.2
        9873976.3
       129006.2
       [{u'status': 1, u'created': 2011-02-25 00:00:0...
       2011-02-28 21:00:00+00:00
       2011-02-28 14:31:00+00:00
       1794.2
       10002982.5
       [{u'amount': 380, u'last_sale_price': 339.49, ...
       1.793987e-04
        9877371.5
       123816.8
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-01 21:00:00
       335.74
      -3357.7
        9870618.6
       130938.6
       [{u'status': 1, u'created': 2011-02-28 00:00:0...
       2011-03-01 21:00:00+00:00
       2011-03-01 14:31:00+00:00
      -1425.3
       10001557.2
       [{u'amount': 390, u'last_sale_price': 335.74, ...
      -1.424875e-04
        9873976.3
       129006.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-02 21:00:00
       338.44
      -3384.7
        9867233.9
       135376.0
       [{u'status': 1, u'created': 2011-03-01 00:00:0...
       2011-03-02 21:00:00+00:00
       2011-03-02 14:31:00+00:00
       1052.7
       10002609.9
       [{u'amount': 400, u'last_sale_price': 338.44, ...
       1.052536e-04
        9870618.6
       130938.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-03 21:00:00
       345.59
      -3456.2
        9863777.7
       141691.9
       [{u'status': 1, u'created': 2011-03-02 00:00:0...
       2011-03-03 21:00:00+00:00
       2011-03-03 14:31:00+00:00
       2859.7
       10005469.6
       [{u'amount': 410, u'last_sale_price': 345.59, ...
       2.858954e-04
        9867233.9
       135376.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-04 21:00:00
       346.02
      -3460.5
        9860317.2
       145328.4
       [{u'status': 1, u'created': 2011-03-03 00:00:0...
       2011-03-04 21:00:00+00:00
       2011-03-04 14:31:00+00:00
        176.0
       10005645.6
       [{u'amount': 420, u'last_sale_price': 346.02, ...
       1.759038e-05
        9863777.7
       141691.9
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-07 21:00:00
       341.56
      -3415.9
        9856901.3
       146870.8
       [{u'status': 1, u'created': 2011-03-04 00:00:0...
       2011-03-07 21:00:00+00:00
       2011-03-07 14:31:00+00:00
      -1873.5
       10003772.1
       [{u'amount': 430, u'last_sale_price': 341.56, ...
      -1.872443e-04
        9860317.2
       145328.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-08 21:00:00
       341.94
      -3419.7
        9853481.6
       150453.6
       [{u'status': 1, u'created': 2011-03-07 00:00:0...
       2011-03-08 21:00:00+00:00
       2011-03-08 14:31:00+00:00
        163.1
       10003935.2
       [{u'amount': 440, u'last_sale_price': 341.94, ...
       1.630385e-05
        9856901.3
       146870.8
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-09 21:00:00
       338.78
      -3388.1
        9850093.5
       152451.0
       [{u'status': 1, u'created': 2011-03-08 00:00:0...
       2011-03-09 21:00:00+00:00
       2011-03-09 14:31:00+00:00
      -1390.7
       10002544.5
       [{u'amount': 450, u'last_sale_price': 338.78, ...
      -1.390153e-04
        9853481.6
       150453.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-10 21:00:00
       333.20
      -3332.3
        9846761.2
       153272.0
       [{u'status': 1, u'created': 2011-03-09 00:00:0...
       2011-03-10 21:00:00+00:00
       2011-03-10 14:31:00+00:00
      -2511.3
       10000033.2
       [{u'amount': 460, u'last_sale_price': 333.2, u...
      -2.510661e-04
        9850093.5
       152451.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-11 21:00:00
       338.32
      -3383.5
        9843377.7
       159010.4
       [{u'status': 1, u'created': 2011-03-10 00:00:0...
       2011-03-11 21:00:00+00:00
       2011-03-11 14:31:00+00:00
       2354.9
       10002388.1
       [{u'amount': 470, u'last_sale_price': 338.32, ...
       2.354892e-04
        9846761.2
       153272.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-14 20:00:00
       339.83
      -3398.6
        9839979.1
       163118.4
       [{u'status': 1, u'created': 2011-03-11 00:00:0...
       2011-03-14 20:00:00+00:00
       2011-03-14 13:31:00+00:00
        709.4
       10003097.5
       [{u'amount': 480, u'last_sale_price': 339.83, ...
       7.092306e-05
        9843377.7
       159010.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-15 20:00:00
       332.01
      -3320.4
        9836658.7
       162684.9
       [{u'status': 1, u'created': 2011-03-14 00:00:0...
       2011-03-15 20:00:00+00:00
       2011-03-15 13:31:00+00:00
      -3753.9
        9999343.6
       [{u'amount': 490, u'last_sale_price': 332.01, ...
      -3.752738e-04
        9839979.1
       163118.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-16 20:00:00
       317.19
      -3172.2
        9833486.5
       158595.0
       [{u'status': 1, u'created': 2011-03-15 00:00:0...
       2011-03-16 20:00:00+00:00
       2011-03-16 13:31:00+00:00
      -7262.1
        9992081.5
       [{u'amount': 500, u'last_sale_price': 317.19, ...
      -7.262577e-04
        9836658.7
       162684.9
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-17 20:00:00
       321.64
      -3216.7
        9830269.8
       164036.4
       [{u'status': 1, u'created': 2011-03-16 00:00:0...
       2011-03-17 20:00:00+00:00
       2011-03-17 13:31:00+00:00
       2224.7
        9994306.2
       [{u'amount': 510, u'last_sale_price': 321.64, ...
       2.226463e-04
        9833486.5
       158595.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-18 20:00:00
       317.82
      -3178.5
        9827091.3
       165266.4
       [{u'status': 1, u'created': 2011-03-17 00:00:0...
       2011-03-18 20:00:00+00:00
       2011-03-18 13:31:00+00:00
      -1948.5
        9992357.7
       [{u'amount': 520, u'last_sale_price': 317.82, ...
      -1.949610e-04
        9830269.8
       164036.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-21 20:00:00
       326.12
      -3261.5
        9823829.8
       172843.6
       [{u'status': 1, u'created': 2011-03-18 00:00:0...
       2011-03-21 20:00:00+00:00
       2011-03-21 13:31:00+00:00
       4315.7
        9996673.4
       [{u'amount': 530, u'last_sale_price': 326.12, ...
       4.319001e-04
        9827091.3
       165266.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-22 20:00:00
       327.95
      -3279.8
        9820550.0
       177093.0
       [{u'status': 1, u'created': 2011-03-21 00:00:0...
       2011-03-22 20:00:00+00:00
       2011-03-22 13:31:00+00:00
        969.6
        9997643.0
       [{u'amount': 540, u'last_sale_price': 327.95, ...
       9.699227e-05
        9823829.8
       172843.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-23 20:00:00
       326.01
      -3260.4
        9817289.6
       179305.5
       [{u'status': 1, u'created': 2011-03-22 00:00:0...
       2011-03-23 20:00:00+00:00
       2011-03-23 13:31:00+00:00
      -1047.9
        9996595.1
       [{u'amount': 550, u'last_sale_price': 326.01, ...
      -1.048147e-04
        9820550.0
       177093.0
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-24 20:00:00
       331.57
      -3316.0
        9813973.6
       185679.2
       [{u'status': 1, u'created': 2011-03-23 00:00:0...
       2011-03-24 20:00:00+00:00
       2011-03-24 13:31:00+00:00
       3057.7
        9999652.8
       [{u'amount': 560, u'last_sale_price': 331.57, ...
       3.058741e-04
        9817289.6
       179305.5
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-25 20:00:00
       337.88
      -3379.1
        9810594.5
       192591.6
       [{u'status': 1, u'created': 2011-03-24 00:00:0...
       2011-03-25 20:00:00+00:00
       2011-03-25 13:31:00+00:00
       3533.3
       10003186.1
       [{u'amount': 570, u'last_sale_price': 337.88, ...
       3.533423e-04
        9813973.6
       185679.2
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-28 20:00:00
       336.83
      -3368.6
        9807225.9
       195361.4
       [{u'status': 1, u'created': 2011-03-25 00:00:0...
       2011-03-28 20:00:00+00:00
       2011-03-28 13:31:00+00:00
       -598.8
       10002587.3
       [{u'amount': 580, u'last_sale_price': 336.83, ...
      -5.986093e-05
        9810594.5
       192591.6
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      2011-03-29 20:00:00
       337.33
      -3373.6
        9803852.3
       199024.7
       [{u'status': 1, u'created': 2011-03-28 00:00:0...
       2011-03-29 20:00:00+00:00
       2011-03-29 13:31:00+00:00
        289.7
       10002877.0
       [{u'amount': 590, u'last_sale_price': 337.33, ...
       2.896251e-05
        9807225.9
       195361.4
       [{u'commission': 0.3, u'amount': 10, u'sid': u...
    

    

      
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
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      ...
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      ...
    

  



502 rows × 14 columns

Content source: ronalcc/zipline

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