zipline-live

On premise live trading with zipline

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zipline-live installaion on Windows

This tutorial assumes you have a clean Windows installation with Administrator rights. This tutorial has been implemented using Windows 10 on Microsoft Azure Cloud.

Install Anaconda

Download and install Anaconda (Python 2.7).

Install Microsoft Visual C++ Compiler for Python 2.7

Download and install from here

Install zipline-live

Open up Anaconda Shell and install zipline-live as follows:

pip install zipline-live[ib]

Update Numpy

In Anaconda Shell, run the follwing command to update Numpy. If you get permissions denied errors, close Anaconda Shell and open it as Administrator and run:

pip install numpy --upgrade

Install ta-lib (optional)

Open Anaconda Shell as Adminstrator and install talib using conda:

conda install -c quantopian ta-lib

Download and install IB TWS

Download, install, and configure IB TWS as shown here