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Zipline help - backtesting using load_from_yahoo
Sean Kai
posted Apr 27, 2014

Hi guys,

I'm not sure if this is the right place to ask about zipline stuff, if not please direct me to where I'm supposed to be posting. Thanks in advance. I'm new to both python and Quantopian. I've just gotten a few simple algo to run on web IDE, and I'm currently playing around with zipline. I have not been able to find any documentations regarding zipline on google. It'd be great if someone can point me to the right direction.

Anyway, here's what I would like to inquire about. I understand that backtesting using the web IDE on Quantopian allows the usage of data that copes with dividends and stock splits. Would the data I obtain in zipline using load_from_yahoo have the same information about dividends and stock splits? Also does load_from_yahoo actually load data directly from yahoo or the processed data stored on Quantopian?

Regards,
Sean

1 response
Alisa Deychman
Apr 27, 2014

Hi Sean,

The general information about Zipline is available here and there is also a Google Group for support and discussions.

To answer your question, Quantopian provides historical data in the backtester via a license from a third party data vendor. This data is adjusted for splits and mergers, but not for dividends. Dividends are added as cash to your portfolio; not reinvested back into the stock during the simulation. If you use Zipline directly on your machine, you can pull data directly from Yahoo - you won't be accessing the data from the backtester.

Cheers,
Alisa

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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.