Drawdown more than -100% in backtest for ZIPLINE demo programs

Blueshift
1

Hi,



Wen i execute the demo program from zipline on blueshift to backtest it i get drawdowns more than 100%, i  cannot figure it what is wrong. I ran another demo program from ,its still the same, drawdown's is more than 100%. Cane somebody look into it?



Demo program 1: zipline/zipline/examples/buyapple.ipynb at master · quantopian/zipline · GitHub



Demo program 2: zipline/zipline/examples/dual_ema_talib.py at master · quantopian/zipline · GitHub

2

Please share the exact code you tried on blueshift. You can either copy paste here if it is not too large. Or send it to blueshift-support@quantinsti.com as well.

3
PFB the code, it is a demo code "buy_and_hold taken directly from ZIPLINE's github repository.
Testin period was 02 Jan 2008 to 8 Oct 2008. Max Drawdown: -133%. I tried another demo from ZIPLINE, the draw down was more than 100%.

from zipline.api import order, symbol
from zipline.finance import commission, slippage
 
stocks = ['AAPL', 'MSFT']
 
def initialize(context):
context.has_ordered = False
context.stocks = stocks

context.set_commission(commission.PerShare(cost=.0075, min_trade_cost=1.0))
context.set_slippage(slippage.VolumeShareSlippage())
 
def handle_data(context, data):
if not context.has_ordered:
for stock in context.stocks:
order(symbol(stock), 100)
context.has_ordered = True