pylivetrader or zipline-trader for live trading?
Both pylivetrader
and zipline-trader
are based upon Quantopian’s zipline algo structure. Both are maintained by the coder extraordinaire Shlomi Kushchi. The two are very similar and support live trading via Alpaca within the zipline framework. Only zipline-trader
is supported as part of the Alpaca SDKs. Looking at the latest updates, it also seems to be more current. Perhaps @Shlomik can add more detail?
Hi,
thanks @Dan_Whitnable_Alpaca for the kind words.
Both projects are supported and suitable for live trading. these are the differences between them:
Pylivetrader is a project that was born to be a bridge between Quantopian and Alpaca allowing users to take their written algos and run them with alpaca as a broker.
pros:
- don’t need to ingest data. everything is read by using the alpaca api.
- very similar to quantopian, so if you already know how to use quantopian - you know how to use pylivetrader.
cons:
- it doesn’t have a backtester
- it’s not exactly like zipline. it looks like it, it feels like it but it’s a bit different.
zipline-trader is a project that is based on zipline and zipline-live which takes the real quantopian’s zipline and connects it to brokers (IB, Alpaca).
pros:
- it has a backtester
- it works with pyfolio and alphalens
- it has a research environment.
cons:
- you need to ingest data daily.
Hope that gives you a clear understanding and help you decide which one to use.
HA…
Dan_Whitnable_Alpaca your like fine wine lol