That's exactly right, the data stored in context will be carried over to the next trading day and the information will not be lost.
When algorithms are restarted by Quantopian prior to market open, this is more of a cautionary and conservative measure on our part. However, when you manually stop your algorithm, tweak the code, and redeploy it - this now becomes a new, separate algorithm. It will not have your returns, history, data stored. Since you altered the code (maybe a small or a significant change) we now view it as a completely new algo. Perhaps this behavior is not ideal, the jury is still out on that one. But we're actively listening to making amends along the way.
Try to paper trade your algorithm to see the first-hand the behavior. You can do this risk-free at no cost to get more familiar with the intricacies! A couple notes to keep in mind:
- IB paper trading and Quantopian Zipline paper trading both use the same Nanex price feed
- Both stop the algo at 4PM and restart in the early morning in preparation for the market open
- Only difference: IB paper trading (and live trading) cancels any open orders after 4PM (as noted above). In Zipline, these orders persist the next day. Ideally in the future this behavior will be more closely aligned.
Forward testing is a great way to see first hand the real-market experience.
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.