A collection of Zipline images

• Base Docker image with [Zipline][zipline] algorithmic trading library
• Zipline & [TA-lib][ta-lib] libraries
• Zipline & additional development modules
• Zipline in [JupyterLab][jupyterlab] research environment

[ta-lib]: http://ta-lib.org/ [zipline]: https://github.com/quantopian/zipline [jupyterlab]: https://github.com/jupyterlab/jupyterlab

Software specification

• Base image: [Alpine Linux][alpinelinux], [Debian GNU/Linux][debianlinux]
• Python support: 3.5
• Images updated when the upstream code is updated

Image | Layers & size --- | --- adegtyarev/zipline:latest | ![zipline:python3][python3.svg] adegtyarev/zipline:talib | ![zipline:python3-talib][python3-talib.svg] adegtyarev/zipline:dev | ![zipline:python3-dev][python3-dev.svg] adegtyarev/zipline:jupyterlab | ![zipline:python3-jupyterlab][python3-jupyterlab.svg]

[alpinelinux]: https://alpinelinux.org/ [debianlinux]: https://www.debian.org/ [python3.svg]: https://images.microbadger.com/badges/image/adegtyarev/zipline:python3.svg "Image size & number of layers" [python3-talib.svg]: https://images.microbadger.com/badges/image/adegtyarev/zipline:python3-talib.svg "Image size & number of layers" [python3-dev.svg]: https://images.microbadger.com/badges/image/adegtyarev/zipline:python3-dev.svg "Image size & number of layers" [python3-jupyterlab.svg]: https://images.microbadger.com/badges/image/adegtyarev/zipline:python3-jupyterlab.svg "Image size & number of layers"

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:

$ZIPLINECMD run -s 2017-1-1 -e 2018-1-1 -b quantopian-quandl -f zipline/examples/buyand_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 $SSLHOSTNAME --agree-tos -m $SSLEMAIL --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 SSLHOSTNAME=$SSLHOSTNAME \ -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 installed

Author

Alexey Degtyarev