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Loading files other than CSV.

I have been using zipline to run very long and repeated training events for a neural network. What I'd like to do, now that I have one trained, is bring it into the Quantopian universe. I have the network saved on dropbox at the moment, having used pickle to generate the file.

I Don't see pickle among the supported modules, so I guess that would be the first request. Is there a way to load a file from an external source other than fetcher? Or does fetcher somehow also support non csv data?

8 responses

Fetcher is the only tool available to bring in external data sources into Quantopian and it will only support CSV files.

At this time, you will not be able to import the network training events. Instead you can transform the trading signal for events into CSV format and upload via Fetcher.

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That's awfully clever. It never dawned on me to do that. Thanks.

Glad to help!

Almost a year since last comment. Is there any progress on naively support external models ? Anything in the roadmap ?

Hi Haggai, there aren't current plans to support other file types, but I'm curious, what extensions would you like us to support?

What I hoped to do was to build a machine learning model offline, store it in a pickle file and then to import it into Quantopian and predict buy/sell signals according to it.

Thanks for the explanation! You will be able to do something similar in the upcoming research environment - which if you haven't seen yet, you can sign up for it here and watch a sneak-peak demo.

Still no Pickle file support?

Is there info on using Fetcher and CSV's for moving trained classifiers from the research environment to the backtesting environment? Or about training classifiers offline and using CSV's to bring them in?