Is is possible to import the full zipline and run it within the online backtester? The reason I'm asking is that presently, there is no way to iteratively run a backtest for optimization (other than manually). So, if zipline could be called multiple times within handle_data, then optimization could be peformed (at least within the 50 second timeout window for a call to handle_data) using the historical data. Presumably, the same scheme would work for live trading, as well.
Grant
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