安装 zipline 1.4.1

gistfile1.txt

参考 dockerfile 的安装：

使用 python 3.5.10 (需要补丁)
brew install openssl bzip2 readline 

安装 python
CFLAGS="-I$(brew --prefix openssl)/include -I$(brew --prefix bzip2)/include -I$(brew --prefix readline)/include -I$(xcrun --show-sdk-path)/usr/include" LDFLAGS="-L$(brew --prefix openssl)/lib -L$(brew --prefix readline)/lib -L$(brew --prefix zlib)/lib -L$(brew --prefix bzip2)/lib"
pyenv install --patch 3.x.x < <(curl -sSL https://github.com/python/cpython/commit/8ea6353.patch\?full_index\=1)

安装zipline所需库依赖
brew install freetype libpng openblas lapack gfortran hdf5 ta-lib c-blosc

export LDFLAGS="$LDFLAGS -L/usr/local/opt/lapack/lib -L/usr/local/opt/openblas/lib"
export CPPFLAGS="$CPPFLAGS -I/usr/local/opt/openblas/include -I/usr/local/opt/lapack/include"
export BLOSC_DIR=/usr/local/Cellar/c-blosc/1.21.0

然后新建virtualenv，安装python依赖
pip install wheel
pip install cython
pip install 'numpy>=1.11.1,<1.20.0'
pip install 'scipy>=0.17.1,<1.5.0' 'pandas>=0.18.1,<1.0.0' TA-Lib matplotlib jupyter zipline

在python 3.5.10 版本下已经成功
3.6.13 成功
3.7.9 失败