Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Can I backtest my own CSV symbols?

Hi,
I have general question: Is it possible to use Quantopian / Zipline for backtasting my own symbols, which are not part of Universe?

I am trying to import CSV prices history of some emerging markets using fetch_csv function.

Thanks for info
Peter

6 responses

Nobody? Maybe it is a bad marketing for Quantopian/Zipline to say ,,No it is not possible'', but it will not be a reason for me to stop using this product.
Definitely I would like to get any (Positive/Negative) answer to this topic.
Thank you
Peter

Hi Peter,

You can run zipline yourself, locally and provide your own market data but quantopian.com currently supports US Equities only.

Thanks
Josh

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Hi Josh,
thanks for answer. If I understood well it means:
1) I can use non-US equities as a signals for backtesting US symbols in Quantopian only (it is not possible to import own market data as symbols)
2) I can use non-US equities as a symbols for backtesting in Zipline -> Can you guide me what to change in your fetch_csv example to use imported equities as symbols?

1) correct
2) The fetch csv example will not be helpful. I'd recommend looking at the zipline documentation. There is a google group devoted to supporting zipline.

Is CSV fetcher supported in Zipline?
Can you recommend me Zipline forum where can I find help with importing non-US symbols into Zipline?

Thank you
Peter

On the main website for zipline (http://www.zipline.io/) there is a link for "Join our community"