Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Sharing code for different algorithms

Hello Q,

Has there been any talk about possibility to use custom libraries or some other method to share code for all algos? I have some code that is common for all algos I use (order management framework of a kind) and I would like to share it with all the algos. Is this possible somehow or are there any plans to make this possible?

4 responses

Awhile back, Fawce provided an outline of github integration, which would be one way to go (see his Oct. 26, 2014 comments on https://www.quantopian.com/posts/monolithic-code). I haven't heard any mention of it since then.

Mikko, it's a great feature request. We've brainstormed around a few different ways of implementing it. It's on the list of "to-dos" but it's not currently prioritized. Unfortunately my best answer right now is "someday."

Disclaimer

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.

My one algorithm is getting large enough that navigating it as a single chunk of code is a bit of a pain. Looking forward to this feature.

Sunil

I would suggest that it should be possible just to use other algos as modules. That should be very straightforward to implement and should not cause any security problems (as the same security model would apply to that code as well) .

I mean something like "import myalgos.algoxyz as xyz" and the you could just use usual "xyz.do_something(...)"

That would make life a lot easier..