Is there a log file/text file that is generated that captures calculations printed in the algo? Or can the output data somehow be exported into Excel?
For instance, if i'm performing a calculation for each stock in a basket of 25 stocks...could i export this into a file which can be reviewed offline?
Thanks!
Adam
Hello Adam,
Unless something has changed, the answer is no. You can copy-and-paste limited data from the log output.
It is not clear why Quantopian has no data download option; I think that it would be advantageous, particularly coupled with the ability to run batches of backtests (e.g. for parameter scans, optimization, heat maps, etc.).
Grant
I definitely understand why this would be useful, but it's not something that we can easily provide.
The 11-year minute-bar price history of all US equities was purchased from a vendor. It cost us a lot of money! It would be even more money if the data were copyable. That means we have to keep people from copying the database. If we created an export feature, we'd be creating a way to make a copy of our database. I am not aware of a qualitative way to prevent it. Quantity is the only limit that I'm reasonably sure will work.
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Thanks Dan,
I was thinking along the lines of just downloading everything that the backtester currently spits out for results. The user would not have the ability, for example, to log price data to a file. It seems like this would be pretty low risk. Users can already view the results data, and copy-and-paste it locally. And I'm sure someone clever could write a script that just automatically grabs all of it and writes it to a file. So, why not just add a "Download Results" button?
Grant
I hadn't thought about the pre-computed risk metrics. That's an interesting idea. I think positions could be exported too. The transactions would still be a challenge.
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 Dan,
Yes, that's the idea. I suppose that transactions might be a problem, since effectively, by ordering every minute, one could generate a list of prices.
Not sure what you have in the works, but it'd be nice to run a bunch of backtests in parallel for optimization, and then download the results in one (or multiple) files. One could then do single- or multi-parameter scans for optimization and data exploration (e.g. heat maps, contour plots, etc.).
Grant
I'm facing 440 pages under 'Transaction Details'.
Would like to see the detail of what happened right around the middle of the date range for that full backtest.
Rather than clicking the 'Next' button 220 times or so, perhaps a date input field to jump to that page.
Maybe also a page number input field.
I like to use Yahoo Finance charts (daily granularity if the date range is small enough) to help visualize/examine whether a trade was optimal or whether there might be some adjustment I can try.
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.
