pip install zipline-refresh

git clone https://github.com/teleclaws/zipline-refresh.git
cd zipline-refresh
pip install -e .

from zipline.api import attach_pipeline, order_target_percent, pipeline_output, schedule_function
from zipline.finance import commission, slippage
from zipline.pipeline import Pipeline
from zipline.pipeline.factors import RSI


def make_pipeline():
    rsi = RSI()
    return Pipeline(
        columns={"longs": rsi.top(3), "shorts": rsi.bottom(3)},
    )


def initialize(context):
    attach_pipeline(make_pipeline(), "my_pipeline")
    schedule_function(rebalance)
    context.set_commission(commission.PerShare(cost=0.001, min_trade_cost=1.0))
    context.set_slippage(slippage.VolumeShareSlippage())


def before_trading_start(context, data):
    context.pipeline_data = pipeline_output("my_pipeline")


def rebalance(context, data):
    pipeline_data = context.pipeline_data
    longs = pipeline_data.index[pipeline_data.longs]
    shorts = pipeline_data.index[pipeline_data.shorts]

    for asset in longs:
        order_target_percent(asset, 1.0 / 3.0)
    for asset in shorts:
        order_target_percent(asset, -1.0 / 3.0)

    for asset in context.portfolio.positions:
        if asset not in longs and asset not in shorts and data.can_trade(asset):
            order_target_percent(asset, 0)

from zipline.pipeline import Pipeline
from zipline.pipeline.factors import AverageDollarVolume, Returns, RSI


def make_pipeline():
    # Factor definitions
    momentum = Returns(window_length=20).rank()
    mean_reversion = -Returns(window_length=5).rank()
    rsi_signal = RSI().rank()

    # Composite score (equal-weighted)
    composite = (momentum + mean_reversion + rsi_signal).rank()

    # Liquidity filter
    liquid = AverageDollarVolume(window_length=30).top(100)

    return Pipeline(
        columns={
            "score": composite,
            "longs": composite.top(10, mask=liquid),
            "shorts": composite.bottom(10, mask=liquid),
        },
        screen=liquid,
    )

# In ~/.zipline/extension.py
from zipline.data.bundles import register
from zipline.data.bundles.csvdir import csvdir_equities

register(
    "my-data",
    csvdir_equities(["daily"], "/path/to/csv/dir"),
    calendar_name="XNYS",
)

# Ingest and run
zipline ingest -b my-data
zipline run -f strategy.py --start 2020-1-1 --end 2024-1-1 -o results.pickle --no-benchmark -b my-data