How to Install Zipline on Debian 9 Stretch

Apparently, we need to install Zipline first before we can test our trading ideas. There are many tutorials to teach you how to install Zipline in a variety of ways. In this post, I am going to show you my installation on Debian 9 Stretch.

And of course, here is the official document from Zipline project.

First, let us get dependencies out of the way.

sudo apt install -y libatlas-base-dev python-dev gfortran pkg-config libfreetype6-dev

Since more complex issues can occur via pip installation route, I have taken on the conda way. More details about anaconda installation on Debian also can be found here.

Extended dependencies for GUI packages

sudo apt-get -y install libgl1-mesa-glx libegl1-mesa libxrandr2 libxrandr2 libxss1 libxcursor1 libxcomposite1 libasound2 libxi6 libxtst6

Ok, let us get down to it.

cd ~/Downloads
wget https://repo.anaconda.com/archive/Anaconda3-2019.03-Linux-x86_64.sh
bash ~/Downloads/Anaconda3-2019.03-Linux-x86_64.sh

This step might take a few minutes. It depends on your internet speed. After it is done, close the terminal and start a new one. If you would like to deactivate the base environment by default, use this command.

conda config --set auto_activate_base False

How about launching anaconda-navigator from the application menu? You can use a menu editor like alacarte to add a new item.

sudo apt install -y alacarte

The default location of the app should be $HOME/anaconda3/bin/anaconda-navigator

Great! We now create a virtual env named zipline using conda.

conda create -n zipline python=3.5

Activate this env and install Zipline via Quantopian channel

conda install -c Quantopian zipline

I would also like to have jupyterlab and jupyter notebook in this env

conda install -c conda-forge jupyterlab

Note: If you install jupyterlab via the default channel, conda might switch Python to 2.7 for some reasons.

We are almost done, but there are a few known issues I have encountered along the way. I think this is the best place to address those all before we run into them later on.

ImportError: No Module named ‘talib’

In one of the official examples, we might see a problem like this.

from zipline.examples import buyapple

Zipline talib issue

To mitigate this issue, we can install ta-lib via Quantopian channel

conda install -c Quantopian ta-lib

Ignoring ? values because they are out of bounds for uint32

I got to know this one when importing large trading volumes from crypto data. Here are some discussions about this topic. After Trial-and-error, I have temporarily disabled this warning and save the missing data.

First, go to the zipline package folder. If you have followed this tutorial along, it should be located at $HOME/anaconda3/envs/zipline/lib/python3.5/site-packages/zipline/data

Fire up your favorite text editor and replace ‘uint32’ with ‘uint64’ in those two files: us_equity_pricing.py and minute_bars.py

autobahn 19.6.2 has requirement cryptography>=2.7, but you’ll have cryptography 2.3.1 wich is incompatible.

(zipline) pip install  cryptography==2.7

I will try to update more known Zipline issues and their solutions in the near future. Feel like stopping by and say hi? Let us talk more about crypto and quantitative trading over there. Here is the discord invite link. Stay tuned and Ciao!