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Feature request : limited offline mode for Quantopian
Ragnar
posted Aug 5, 2014

I'm making a new thread for a question asked in https://www.quantopian.com/posts/quantopian-as-r-and-d-environment which was not answered.

I would be much more enthusiastic about Quantopian if there was an offline mode to prototype in. That way we can use IPython which would allow for much quicker prototyping and also can plot/visualize quicker.

The offline code part should be easy since zipline is open source. I understand the issue is the market data access but would it be possible to release say a months worth of old data for a few tickers so we could setup an offline version?

We'd still run the official backtests online but could develop using our favorite tools offline and fine-tune things in the online IDE.

7 responses
Thomas Wiecki
Aug 5, 2014

Hi Ragnar,

I'm the same way, I almost do all of my analysis in the IPython notebook. The answer to your question is two-fold:

  1. We are making zipline work with the same syntax as quantopian so that you can indeed develop you algorithms offline (not on Quantopian data though). See here for a blog post on that topic: http://blog.quantopian.com/unifying-zipline-quantopian/
  2. We are working on an IPython notebook based research environment which will allow you not only to use Quantopian data but also analyse your algorithms, do optimization etc. We'll provide all the useful data science tools like matplotlib, pandas etc. So while that's not offline it should give you the same (and more!) freedoms.
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.

Jason Goad
Aug 5, 2014

Ragnar you can get a "few months" of minute res data from google, and by "few months" I mean like 6 weeks, if I remember correctly... I actually wrote a function for downloading that data and loading it into a pandas dataframe. Here's the gist. I loaded some other random libraries in, so you don't need ggplot, for instance. I'm sure this won't satiate your data needs but otherwise you'll have to pay for data. Look at QuantQuote if you feel like spending some money.

Ragnar
Aug 7, 2014

Cool I wasn't aware of the notebook based environment, will keep my eye out for it. Jason, 6 weeks is sufficient to just develop offline, thanks for the code.

Suminda Dharmasena
Aug 7, 2014

When wil item 2 become available, rough guestimate if there is no fixed date.

Suminda Dharmasena
Aug 8, 2014

Will this be part of Zipline?

John Fawcett
Aug 8, 2014

Hi,

This is a case where the open source community has been leading the way. Our own Scott Sanderson did a meetup here in Boston on the powerful combination of zipline, ipython, and pandas: http://www.meetup.com/Boston-Algorithmic-Trading/events/192164182/?comment_table_id=392368482&comment_table_name=event_comment

The notebooks (which include the speaker notes) are available on github: https://github.com/ssanderson/notebooks

thanks,
fawce

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.

Suminda Dharmasena
Aug 8, 2014

Thanks for the pointer. Can this use Quantopian data as mentioned in the previous post at the current functionality? Any tutorials / docs on using this.

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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.