In Research Notebook if I enter
from quantopian.algorithm import order_optimal_portfolio I receive "ImportError: No module named algorithm".
When I replace "quantopian.algorithm" with "zipline.api ":
from zipline.api import order_optimal_portfolio I receive
"InputRejected:
Importing order_optimal_portfolio from zipline.api raised an ImportError. No modules or attributes with a similar name were found."
Am I doing something wrong? Where to import "order_optimal_portfolio" from?
The method order_optimal_portfolio can only be called from a trading algorithm and not within a research notebook. However, the calculate_optimal_portfolio method works and is probably what one would want. It returns the securities and weights calculated by optimize. Check out the docs https://www.quantopian.com/help#optimize-api.
You may also want to look at this post https://www.quantopian.com/posts/optimize-api-generally-available . Specifically, look at Scott Sanderson's notebook. The second half of the notebook gives a detailed example of how to use optimization in a notebook.
Generally, use the following to import all the methods, objectives, and constraints into a notebook. The only thing one can't do is use order_optimal_portfolio.
import quantopian.optimize as opt
# Then use any of the optimize methods similar to below
opt.calculate_optimal_portfolio(objective, constraints)
Hope that helps.
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.
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.