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Code data dependency

I am trying to learn the language used here because of the advantage of the large historical database. But I noticed that code is data dependent as opposed to other platforms where the code is generic and it is applied to chart windows. Maybe I still do not understand after reading the manual how to write data-independent code but it seems to me that the code for a system must load the data something that is not common and possibly a limitation if that is of course the case. I may not fully understand the language as I already said so any input will be useful.

4 responses

Hey Ricardo,

Welcome to Quantopian! Can you clarify what you mean by 'data dependent' vs 'data independent' code? From my experience, data dependency in compiler design considers how program statements refer to previous statements in the program and how the relations affect execution flow. Do you have questions on how the asset data is accessed through Quantopian?

Ryan

By data dependency I mean loading specific data from inside the code. This means that each time you want to test another symbols you must alter the code instead of just applying the same code to some chart window like it is done in popular platforms.

Hey Ricardo, Python affords plenty of versatility and portability. Quantopian allows you to write certain functions to analyze financial data and make investment decisions. The same functions can be used with different symbols by defining a different universe of assets in within the 'initialize' method, then applying the same functions to the different group of assets. Please feel free to ask further questions!

Programming code, in this case trading system code, that incorporates reference to specific tickers is non-standard. In many or all commercial backtesting platforms the code is data independent and no changes must apply to use it with different tickers. Maybe your developers should consider a more flexible architecture. It is certainly not a big deal to edit the code to modify the ticker but this shows a non standard design. However, as I said I am interested in this platform because of the large database and I could live with such limitations if I decide to use it for my work.