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Context or Inhering from TradingAlgorithm
Koala B
posted

Hello, the Github examples have any algorithm inheriting from a TradingAlgorithm class, i.e. 

class BuyApple(TradingAlgorithm):

which has a method called def handle_data(self, data). The posted algorithms however have a different signature

def handle_data(context, data):

and there is no inheritance from any class. I would like to develop locally then deploy to Quantopian once I am done, but the signatures on both sides (local / remote) seem to be different. How do you guys work around this? Does everyone always develop through the browser?

Thanks,

2 responses
Thomas Wiecki

Hi Koala,

Yes, the interfaces are similar but not identical. Thus, you can't currently copy&paste between zipline and Quantopian without modifications. We have long planned to either allow zipline algos to run on Quantopian or Quantopian algos to run on zipline but this has not happened yet.

I think most people develop on Quantopian but others might want to chime in about their work habits. Conversion is not that difficult, you essentially get rid of the class and convert the methods to functions. You also don't need to register transforms on Quantopian.

Thomas

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Koala B

Hi Thomas, thanks for the answer. Yes I see now the two sides are very similar, there is self.portfolio.positions call for example in handle_data(self, data), in a Quantopian example there is context.portfolio.positions. It should be simple enough to go back and forth. I will attempt to make the code modular so certain amount of copy&paste will work (like maybe making handle_data a seperate function outside a class, and passing "self" to handle_data as context variable).

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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.