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Stock zipline doesn't have any sanity bounds on leverage, this must be addressed before live execution. Builtins should be added to handle this, I wrote some code on quantopian that you can likely work from, at least for equities. Some hacking is gonna be necessary for futures products.
Stock zipline doesn't have any sanity bounds on leverage, this must be addressed before live execution. Builtins should be added to handle this, I wrote some code on quantopian that you can likely work from, at least for equities. Some hacking is gonna be necessary for futures products.
My long only code
Long/Short
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