# Zipline-reloaded The maintained fork of Quantopian's Zipline. Bring your own data — it ships almost none. *https://stockmarketstack.com/tools/zipline-reloaded · Backtesting Frameworks & Algo Trading Libraries* ## Facts ### At a glance | Field | Value | | --- | --- | | Vendor | Stefan Jansen | | Category | Backtesting Frameworks & Algo Trading Libraries | | Job | backtesting | | Website | https://zipline.ml4trading.io | | Pricing model | open-source | | Free tier | true | | Open source | true | | Licence | Apache-2.0 | | Self-hosted | true | | Tested hands-on | false | | Last updated | 2026-09-13 | ### Coverage | Field | Value | | --- | --- | | Asset classes | stocks, etf, futures | | Markets | global | | Works outside the US | true | | Data latency | none | | Platforms | library, cli | | AI features | none | ### Interfaces | Field | Value | | --- | --- | | API | false | | Webhooks | false | | Scripting | Python | | Python | true | | Spreadsheet add-in | false | | MCP server | false | | Export | none | ### Capabilities Yes: backtesting No: charting, screening, scanning, automation, live_trading, paper_trading, portfolio_tracking, broker_import, tax_reporting, alerts, news, options_analysis *Verified: pricing 2026-09-13; capabilities 2026-09-13; coverage 2026-09-13.* ## What it is Zipline is an event-driven backtester for Python. You write `initialize` and `handle_data`, it walks the trading calendar bar by bar, fills orders through a slippage and commission model, and hands back a pandas DataFrame. The piece with no close equivalent elsewhere is the Pipeline API: a declarative way to compute a factor across the whole universe on every bar without writing the cross-sectional loop yourself. Quantopian wrote it, ran a crowd-sourced fund on it, and closed in late 2020 — the original repository's last commit is dated 14 October 2020. Zipline-reloaded is Stefan Jansen's fork, kept alive largely because his book *Machine Learning for Algorithmic Trading* runs on it. ## Pricing Free, Apache-2.0, nothing to buy. The real cost is data. The package ships Cython extensions, so a `pip` install needs a compiler where no wheel matches; conda-forge is the route the docs push. ## Data & coverage Exactly two bundles are registered out of the box: `quandl`, which downloads the Nasdaq Data Link WIKI dataset with a free API key, and `csvdir`, which reads your own CSVs. The docs state that WIKI was discontinued in early 2018 and no longer updates — so the default bundle is US daily bars that stop eight years ago. Fine for the tutorial, not for research. Current data is a bundle you build or install. `zipline-norgatedata` (3.1.2, January 2025) and `zipline-polygon-bundle` (0.2.4, May 2025) are the third-party ones on PyPI, and each assumes you already pay that vendor. The `--trading-calendar` flag accepts any exchange_calendars code — XNYS is the default and the help text names XLON — but the data behind it is yours to supply. ## Integrations The same maintainer publishes the rest of the old Quantopian stack: pyfolio-reloaded for tearsheets, alphalens-reloaded for factor analysis, empyrical-reloaded for the risk statistics. `zipline run -o` writes a pandas pickle; every other format is your own `to_csv`. ## Limitations - No live trading and no paper trading. There is no broker adapter in the package at all. - Equities and futures are the only asset types the engine knows. No options, ever. - Daily or minute bars only — no tick data and no intrabar fill modelling. - The hosted documentation lags the code: it still brands itself "Zipline 3.0" and says Python 3.8–3.11, while 3.1.1 requires 3.10 and supports 3.13. - Maintenance is one person plus dependabot. Last release July 2025, last commit to `main` 13 November 2025. ## Alternatives [Backtrader](https://stockmarketstack.com/tools/backtrader) ships broker adapters, [VectorBT](https://stockmarketstack.com/tools/vectorbt) is built for vectorised parameter sweeps, and [QuantConnect](https://stockmarketstack.com/tools/quantconnect)'s LEAN solves the data problem for you at the cost of running on their terms. ## FAQ ### Is Zipline-reloaded the same thing as Quantopian's Zipline? It is a fork of it. Quantopian shut down in late 2020; the original repository's last commit was 14 October 2020 and its last PyPI release was zipline 1.4.1 on 5 October 2020. Zipline-reloaded keeps the same Apache-2.0 licence and the same `zipline` import path, and has been updated for current Python, pandas and NumPy. ### Does Zipline-reloaded come with market data? Effectively no. Two bundles ship — `quandl`, which downloads the Nasdaq Data Link WIKI dataset that stopped updating in early 2018, and `csvdir`, which reads files you already have. Anything current is a bundle you write or a third-party one you install, plus a subscription to whoever sells the data. ### Can Zipline-reloaded place real orders? No. The package ships no broker adapter; the `order` family of functions routes into the simulator's blotter and nowhere else. Live execution means bolting on your own broker layer or using a different framework. ### Is the project still maintained? Thinly, by one person. The last release, 3.1.1, landed in July 2025 for Python 3.13 and NumPy 2 compatibility; the last commit to `main` was 13 November 2025 and it was a CI dependency bump. The repository is not archived and issues are still being filed. ## Also from Stefan Jansen - [empyrical-reloaded](https://stockmarketstack.com/tools/empyrical-reloaded.md) ## Also worth comparing - [Backtesting.py](https://stockmarketstack.com/tools/backtesting-py.md) — A single-instrument Python backtester — one OHLC series, one strategy, no live trading. - [Backtrader](https://stockmarketstack.com/tools/backtrader.md) — An event-driven Python backtester with 122 indicators, frozen since April 2023. - [bt](https://stockmarketstack.com/tools/bt.md) — Python backtesting for allocation and rebalancing rules, not entries and exits. - [fastquant](https://stockmarketstack.com/tools/fastquant.md) — A one-call wrapper over Backtrader, dormant since 2023 and broken on PyPI. - [QSTrader](https://stockmarketstack.com/tools/qstrader.md) — An institutional-shaped Python backtester whose last commit to master was June 2024. - [AmiBroker](https://stockmarketstack.com/tools/amibroker.md) — Windows portfolio backtester scripted in AFL, sold as a perpetual licence. ## Named as a replacement for - [Quantopian](https://stockmarketstack.com/alternatives/quantopian.md)