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Quantopian/Zipline Default values and feeds question
Dobri Dobrev
edited

Does Quantopian online algorithm testing include any sorts of things added, such as:

  1. Is there a default calendar currently in use (if so - is it NYSE or something else).
  2. Is there a "filler" that places a pre-defined value on days that don't have any data (or days with missing some intraday values), and would that affect data.history() in any way.
  3. Is the OHLCV data used to calculate, for example - in data.history() - adjusted or un-adjusted?
    The return data is adjusted (as per the documentation), but is the data actually used for calculations adjusted or not?
  4. Does Quantopian use saparate intraday/daily feeds for a "bundle", or is daily just recalculated/resampled from the daily minute values?
  5. What is the intraday dataset CSV format for ingesting into zipline? I managed to ingest some daily datasets, but not intraday (1-minute).

Regards,
C

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