I am a newbie to quantopian and differences between modules in IDE and research is bogging me down.Specific issue on which I am stuck is regarding run_pipeline function()
run_pipeline() has module quantopian.research according to tutorial but it seams it is only available in research not IDE.
Can somebody point me to the correct module for doing this?
A pipeline is run a bit differently in the IDE (backtest) environment verses the notebook (research) environment. Instantiating, adding columns and adding screens are the same in both. However, the difference comes in how it's actually run (and the subsequent output retrieved).
The notebook (research) environment uses the 'Pipeline' class definition to create a pipeline and then uses the 'run_pipeline' method to run it. Therefore the following imports are needed.
# imports for notebook research environment
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
The IDE (backtest) environment uses the same 'Pipeline' class definition to create a pipeline but then uses the 'pipeline_output' method to run it. Algorithms also require one extra step to 'attach' or associate a pipeline with an algorithm so the 'attach_pipeline' method is also required. Therefore the following imports are needed.
# imports for IDE algorithm backtest environment
from quantopian.pipeline import Pipeline
from quantopian.algorithm import attach_pipeline, pipeline_output
Take a look at the documentation for info on each of these.
https://www.quantopian.com/help#quantopian_pipeline_Pipeline
https://www.quantopian.com/help#quantopian_research_run_pipeline
https://www.quantopian.com/help#initializing-a-pipeline
https://www.quantopian.com/help#using-results
The are several reasons for the difference. First, is that in the IDE (backtest) side of things, exactly one days worth of data is returned (in the form of a pandas dataframe indexed by security). In the notebook (research) side, one can ask for multiple days worth of data (returned in the form of a pandas dataframe having a multi-index of security AND date). Secondly, on the IDE (backtest) side, a pipeline runs pseudo asynchronously (ie retrieves and calculates multiple days data with a single call). The 'attach_pipeline' and 'pipeline_output' methods work together to store those pre-calculated days of data and return them individually to the backtest as needed.
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.