Overview
Zipline is an open-source Python library for backtesting trading algorithms. It provides an event-driven system that simulates live trading using historical data. The core architecture involves ingesting historical market data (pricing, volume) into a data panel. User-defined algorithms consume this data, generate orders, and the system simulates the execution of these orders. Zipline integrates with the PyData ecosystem, using Pandas DataFrames for data input and output, facilitating interoperability with libraries like NumPy, SciPy, and scikit-learn for advanced statistical analysis and machine learning applications. It supports various order types and risk management strategies. Zipline Reloaded aims to keep the library updated and compatible with modern Python versions and libraries.