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updated install instructions
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stefan-jansen committed Mar 5, 2023
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7 changes: 5 additions & 2 deletions README.md
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Expand Up @@ -52,10 +52,13 @@ Another innovation of the second edition is to replicate several trading applica

All applications now use the latest available (at the time of writing) software versions such as pandas 1.0 and TensorFlow 2.2. There is also a customized version of Zipline that makes it easy to include machine learning model predictions when designing a trading strategy.


## Installation, data sources and bug reports

The code examples rely on a wide range of Python libraries from the data science and finance domains. To facilitate installation, we use [Docker](https://www.docker.com/get-started) to provide containerized [conda](https://docs.conda.io/en/latest/) environments.
The code examples rely on a wide range of Python libraries from the data science and finance domains.

It is not necessary to try and install all libraries at once because this increases the likeliihood of encountering version conflicts. Instead, we recommend that you install the libraries required for a specific chapter as you go along.

> Update March 2022: `zipline-reloaded`, `pyfolio-reloaded`, `alphalens-reloaded`, and `empyrical-reloaded` are now available on the `conda-forge` channel. The channel `ml4t` only contains outdated versions and will soon be removed.
> Update April 2021: with the update of [Zipline](https://zipline.ml4trading.io), it is no longer necessary to use Docker. The installation instructions now refer to OS-specific environment files that should simplify your running of the notebooks.
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4 changes: 4 additions & 0 deletions installation/README.md
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# Installation instructions

It is not necessary to try and install all libraries at once because this increases the likeliihood of encountering version conflicts. Instead, we recommend that you install the libraries required for a specific chapter as you go along.

> Update March 2022: `zipline-reloaded`, `pyfolio-reloaded`, `alphalens-reloaded`, and `empyrical-reloaded` are now available on the `conda-forge` channel. The channel `ml4t` only contains outdated versions and will soon be removed.
> There is still incomplete support for MacOS using M1/Silicone chips. Some packages compatible with new architecture are only available via `conda`/`mamba`, others only via `pip`. As a result, there is no single installation script yet - I hope to be able to simplify this as the support across the PyData ecosystem matures. For now, please create separate `conda`/`pip`-based environments to install packages as needed and supported.
> Update September 10, 2021: New OS-agnostic environment files `ml4t-base.[txt, yml]` for `pip` (Linux, MacOS) and `conda` (Linux, MacOS, Windows) installs available that include the latest [Zipline](https://github.com/stefan-jansen/zipline-reloaded), [Alphalens](https://github.com/stefan-jansen/alphalens-reloaded) and [Pyfolio](https://github.com/stefan-jansen/pyfolio-reloaded) versions. These files are OS-agnostic because they include only the main libraries and not OS-specific dependencies, leaving the selection of the latest compatible versions and OS-specific depencies to your package manager of choice.
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1 change: 0 additions & 1 deletion installation/ml4t-base.yml
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name: ml4t
channels:
- ml4t
- conda-forge
- defaults
- anaconda
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