Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Strategy for avoiding "double response"
Aakil Fernandes
posted

Hi! New to this site but enjoying it a lot so far.

I'm working on an algo that fetches a new csv every minute. The csv is a list of events that is dynamically updated.

What's the best way to make sure I don't "double react" to an event listed in the csv. In other words the algo will fetch the csv and there might be an event which occurred ~ 60 seconds ago. How can I be sure the algo reacts to the event once - and exactly once?

Strategy 1

In my algo, ignore all events that are more than a minute old. This seems a bit dangerous to me, since the event might have occured 60.0001 seconds ago and been missed by the last tick.

Strategy 2

Configure my server so that once an event has been exported to a csv, it gets marked in the database and never gets exported again. This will be a pain from a dev point of view, as well as a backtesting point of view.

Strategy 3

Hoping there's an alternative here, since none of the other two seem too appetizing.

Cheers,
Aakil!

2 responses
Jonathan Kamens

I'm working on an algo that fetches a new csv every minute.

Quantopian currently only allows external data to be retrieved once per day, in your initialize() function, so I'm not sure how you're going to implement an algorithm on Quantopian that fetches data every minute.

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.

Aakil Fernandes

Woops...
Well, there goes that strategy

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

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.