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Zipline Reloaded

by Stefan Jansen (ML4Trading) · Library · also known as zipline, Zipline (Quantopian)

Community-maintained fork of Quantopian's Zipline, an event-driven Python backtester with data bundles and the Pipeline API

Apache-2.0 licenseOpen sourceFreeLocalSelf-hostable
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Checked Nov 2, 2026

Overview

Zipline Reloaded is the maintained continuation of Zipline, the event-driven backtesting library originally built by Quantopian, now developed by Stefan Jansen alongside the Machine Learning for Trading book. Strategies are written as Python modules with initialize and handle_data functions; the engine replays bar data through a simulated broker with slippage and commission models and produces a daily performance record. Data is loaded through bundles that ingest CSVs or vendor feeds into a local store, and the Pipeline API computes cross-sectional factors over a universe each day. It is a self-hosted library with no bundled data, so users must source and ingest prices themselves and keep calendars and adjustments in order. It does not include live trading, and its design centres on daily or minute US-equity style data rather than tick-level simulation.

Capabilities

  • Event-driven backtests with configurable slippage and commission
  • Data bundles for ingesting CSV or vendor data
  • Pipeline API for cross-sectional factor computation
  • Trading calendars for multiple exchanges
  • Daily performance and transaction records as pandas objects

Typical workflows

  1. Ingest a CSV bundle, run a factor strategy and analyze results with pyfolio-style tools
  2. Reproduce book examples from Machine Learning for Trading

Strengths

  • Permissive Apache-2.0 license
  • Well-documented event-driven model
  • Works offline with your own data

Limitations

  • No bundled market data; ingestion is the user's job
  • No live trading support
  • Oriented to daily and minute bars rather than tick data

Prerequisites

  • Python environment
  • Historical price data to ingest

Who it is for

  • Quantitative finance learners
  • Researchers wanting an auditable local backtester

Alternatives & comparison

vectorbt trades the event loop for vectorized arrays; QuantConnect's LEAN is also event-driven but ships with data and live routing as a hosted service.

  • QuantConnect

    Algorithmic trading platform built on the open-source LEAN engine, with cloud backtesting, research notebooks and brokerage-connected live trading

    MixedFreemium
  • vectorbt

    Python library for vectorized backtesting and portfolio analysis built on pandas, NumPy and Numba, with a commercial PRO edition

    Source-availableFree
Compare Zipline Reloaded with its alternatives →

Sources & verification

Primary sources consulted for this record. Claims are tied to the fields each source supports; the automated link checker re-verifies every URL on a schedule.

  • License
    LICENSE (Apache 2.0)

    https://github.com/stefan-jansen/zipline-reloaded/blob/main/LICENSE

    Supports: license_spdx

    checked Nov 1, 2026
  • Official site
    Zipline Reloaded documentation

    https://zipline.ml4trading.io/

    Supports: name, summary, capabilities

    checked Nov 1, 2026
  • Package registry
    zipline-reloaded on PyPI

    https://pypi.org/project/zipline-reloaded

    Supports: interfaces

    checked Nov 1, 2026
  • Repository
    stefan-jansen/zipline-reloaded

    https://github.com/stefan-jansen/zipline-reloaded

    Supports: product_status, languages

    checked Nov 1, 2026
Confidence
High
Reviewed
Nov 1, 2026
Links
Broken · Nov 2, 2026

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