I intend to set up a fully automated system for trading equities and futures. As preparation for this project, I worked through a couple of books on the topic, e.g., "Trading Evolved" by Andreas F. Clenow. In said book, Andreas uses the Python library Zipline for backtesting trading strategies whereas data for both equities and futures is sourced from Quandl. While working through the book, I made a couple of observations which might influence my choice of the backtesting engine as well as the source of financial data and I am hoping to obtain some hints here.
First of all, I found out that the algorithmic trading library Zipline is not maintained anymore (though it worked perfectly for me to run all the sample code regarding equities). Therefore, I would like to know if there exist alternatives to Zipline, which are advisable and have the same (or even superior) functionality as compared to Zipline?
Moreover, when working through the sample code of said book, I was not able to run trading strategies regarding futures. The reason is that I could not source historic futures data from Quandl (which, however, worked perfectly fine for historic equities data). Therefore, I am wondering if someone has hints how to source historic futures data from Quandl (since it should work according to the book) and/or which alternative data sources for historic futures data exist and are recommendable.
Thanks a lot in advance.