algo.py

# format start end
to_localized_ts = lambda dt: pd.Timestamp(dt).tz_localize("UTC")
start, end = to_localized_ts(START), to_localized_ts(END)

# get returns
benchmark = get_benchmark_returns()

# run strat
results = zp.run_algorithm(
    start=start,
    end=end,
    initialize=initialize,
    handle_data=handle_data,
    benchmark_returns=benchmark,
    capital_base=CAPITAL_BASE,
    bundle='quandl',
    data_frequency='daily')

# analyze results
analyze(results, benchmark)

# store results to CSV
results.to_csv("results.csv")