Zipline
Quantopian's event-driven backtester with the Pipeline API; the original repository is no longer maintained.
GitHub statistics as of 2026-11-10. Status: active = commits in the last 90 days, slowing = in the last year, inactive = older, archived = read-only.
Overview
Zipline powered the Quantopian platform, which closed in 2020. Its Pipeline API for cross-sectional factor screens is still admired, and it appears in well-known books on machine learning for trading. The original repository has not been updated for years and is hard to install on current Python; community forks keep it running.
Best for: Following older tutorials and books that use it, and cross-sectional equity factor research.
Strengths
- Pipeline API for factor research
- Realistic daily equity simulation
- Lots of historical learning material
Limitations
- Original repository unmaintained; installation is painful
- Data bundles need setup work
- Not suited to crypto or forex
Comparisons
Alternatives in Backtesting libraries
All frameworks · Descriptions are our own summary and may lag behind each project's documentation. Check the project's license before using it in a product. Nothing here is investment advice.