zipline跑pipeline和位置参数

Question

我使用Zipline-1.1.1、Python3.4.6创建动态股票选择器，如下所示：

from zipline.pipeline import Pipeline, engine
from zipline.pipeline.factors import AverageDollarVolume, Returns

def make_pipeline():
    dollar_volume = AverageDollarVolume(window_length=1)
    high_dollar_volume = dollar_volume.percentile_between(N, 100)
    recent_returns = Returns(window_length=N, mask=high_dollar_volume)
    low_returns = recent_returns.percentile_between(0, n)
    high_returns = recent_returns.percentile_between(N, 100)
    pipe_columns = {
        'low_returns': low_returns,
        'high_returns': high_returns,
        'recent_returns': recent_returns,
        'dollar_volume': dollar_volume
    }
    pipe_screen = (low_returns | high_returns)
    pipe = Pipeline(columns=pipe_columns, screen=pipe_screen)
    return pipe

我用以下命令初始化管道对象：

^{pr2}$

但当我试图填充管道时，它失败了：

result = engine.PipelineEngine.run_pipeline(my_pipe, '2017-07-10', '2017-07-11')
Traceback (most recent call last):
  File "<input>", line 1, in <module>
    result = engine.PipelineEngine.run_pipeline(my_pipe, '2017-07-10', '2017-07-11')
TypeError: run_pipeline() missing 1 required positional argument: 'end_date'

我不知道出了什么问题，任何帮助都是非常感谢的。在

Answer 1

如果我没弄错，您使用的是this库。在

就我所看到的代码而言，要想使用run_pipeline方法，必须先instantiate打开管道引擎，例如SimplePipelineEngine。您需要它，因为PipelineEngine是一个类，甚至是抽象类，而不是对象。在

因此，您必须创建SimplePipelineEngine类的对象，然后对其调用run_pipeline。你可以这样做：

your_engine = SimplePipelineEngine(get_loader=your_loader, calendar=your_calendar, asset_finder=your_asset_finder)
your_eninge.run_pipeline(my_pipe, '2017-07-10', '2017-07-11')

当然，您必须首先创建your_loader等。在

Here是SimplePipelineEngine用法的示例。我希望这会有帮助。在