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docs: make Zipline migration guide reproducible - #138
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stefan-jansen
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October 15, 2026 17:25
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Closes #137
Changes
Make the Zipline migration guide explicit about bundle versions, calendars, asset identities and lifetimes, adjustments, history, schedules, costs and fill assumptions. Run an explicitly configured target-weight example with nine synthetic AAPL bars and report its decision dates, fills and final equity.
The guide links the separately checked Diagnostic 0.1.4 handoff for portfolio analysis as a supported reason to evaluate Backtest beyond matching outputs. The only other file change is the generated compatibility snapshot, adding the guide's two public imports.
Current verification
Selected head
7e93ece44d2d666d95cc41946ef067042e9680f6incorporates mainc4ae3dbf425ae0b40321d9c635560f94f0931d74:The existing PR is ready. Applicable current-head hosted checks and clean-wheel/package qualification are pending and must pass before ordinary merge.
Retained behavior evidence
The clean installed
ml4t-backtest 0.1.13.dev2+gc1ee19c38wheel on Python 3.12.11 produced the guide's expected result: January 2 and 8 target decisions, January 3 buy of 53 shares at $188.37, January 9 sale at $191.37, one closed trade and $100,159 final equity.With
ml4t-diagnostic[viz]==0.1.4in that wheel environment, the separate handoff produced nine daily returns, total return 0.007000 and maximum drawdown -0.002986. Earlier complete local qualification atcee4da2c592308ebfdbe7fbe11f942da4cc6054dpassed 2,261 tests with 14 skips and 87.43% coverage. These historical runs retain their actual tested revisions; they do not replace current-head hosted checks.Limits and publication
The input is synthetic. The guide does not establish native Zipline parity, API equivalence or a speed advantage. No package code, signature or default changes in this PR. Production documentation changes require a separate authorized deployment after source merge.
AI assistance
Codex drafted the guide and this description, inspected the producing API and complete guide/snapshot diff, and ran the recorded examples, documentation and qualification checks. No independent human review is asserted. No release, tag, publication or deployment is authorized by this PR.