Hi,
I have copied some samples from Quantopian, and found at that there are difference in the syntax used. For instance what is on GitHub is called self.symbol and on the website here is is self.STK. In GitHub I miss some features which Quantopian seem to have. Is it true there is a difference in source code, and if yes, how to get hold of the latest so that I can copy-paste my trials back to Quantopian?
J.
Hi J,
Quantopian uses algo scripts, which are run via a subclass of zipline.algorithm.TradingAlgorithm. We have not released the Quantopian script host to the zipline project, so you can't use the special builtins we added to Quantopian such as the sid function, and the structure of the script is independent of the zipline base class.
When you write an algorithm in zipline, you subclass TradingAlgorithm directly. Quantopian doesn't currently support direct deployment of TradingAlgorithm subclasses. So today, it is not easy to move algorithm code between zipline and Quantopian.
As both the zipline and Quantopian communities have gathered steam, this gap has become more acute. We're now considering open sourcing the script host so that zipline developers could work with Quantopian script and then run the identical code on Quantopian. Would that work for you?
thanks for the question,
fawce
p.s.
In an earlier version of your answer you had a bunch of interesting links related to a visual studio setup for python development. I didn't have a chance to follow them, and I was curious to learn more about the setup. Could you repost? Or email me directly ([email protected])?
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 Fawce,
I removed that introducion because I believed it was off-topic and not related to my question. I did post all information in this thread:
https://www.quantopian.com/posts/interesting-stuff-from-a-microsoft-developer-regarding-python-development
Feel free to post any help questions there. Although I believe just downloading and installing would be sufficient.
I hope you can share an update soon, now I am coding things like .notational and .STK or .stocks next to the algorithm.py library in zipline.
J.
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.
