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Storing fundamental data and using in paper/live trading

If my algorithm needs a year of fundamental data and is currently recording it for the first year of the backtest without investing, does paper trading and live trading also require a year of just recording data,or does the algorithm use the backtest data to start trading immediately?

3 responses

Using a straight get_fundamentals() query will return the most recent values of the data. If your algo needs historical fundamentals data, you should use the Pipeline API and use a window length of 252 trading days. Here's the documentation: https://www.quantopian.com/help#pipeline-title

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Thanks for the reply. However, I thought paper trading and live trading weren't supported for pipeline yet....do I have that wrong?

Hi John,
Paper trading is supported, but live trading is not yet supported. It's high on our list to get added though.

KR

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.