Getting started Problem

[Ahmad Hashemi]

Hi zipliners,

I need to run a loop of backtesting via Zipline, butI could not implement even a simple Algorithm as attachment (buy APPL and print 2 comments)

There isn’t unfortunately any Tutorial about it. The Link here seems to be deleted, which was a Notebook in folder “Tutorials and Documentation” of Quantopian account.
Thank you in advance!

from zipline.api import order
from zipline.api import history


def initialize(context):
    print('initialize ran')
    context.test = 'It is just a test. \n'


def handle_data(context,data):
    order('AAPL',10)
    print(context.test)

if __name__ == '__main__':
    algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data)
    data = history('AAPL','price', 10, '1d')
    algo.run(data=data)

[Ed Bartosh]

Hi Ahmad,

I guess you're looking for this: http://www.zipline.io/beginner-tutorial.html

Regards,

Ed

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BR,
Ed

[Ahmad Hashemi]

Hi Ed,

Thanks for the answer by return.

I want to run something as same as my first algorithm.

I would better ask, how I can run the algorithm in IPython Notebook, namely Research environment of Quantopian.

best regards

Ahmad

[Ahmad Hashemi]

screenshot of error message is attached.

On Wednesday, November 29, 2017 at 8:46:58 PM UTC+1, Ahmad Hashemi wrote:

[Ed Bartosh]

Hi Ahmad,

To run that zipline example you need to have Ipython notebook installed. You can do it following this guide: http://jupyter-notebook-beginner-guide.readthedocs.io/en/latest/install.html

If you want to run your algo in Quantopian research platform that's different story. It's better to ask about it on Quantopian forum.

Regards,

Ed

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BR,
Ed

[Ahmad Hashemi]

Thanks again for your support.
I have also asked my question over there yesterday, but so far has received no answer.

On Wednesday, November 29, 2017 at 8:46:58 PM UTC+1, Ahmad Hashemi wrote:

[fva...@quantopian.com]

Hi Ahmad,

You can run backtests in the research environment, but you should use the run method (like you do in your notebook in this post (https://www.quantopian.com/posts/is-backtesting-in-research-notebooks-impossible). Using Zipline in Quantopian Research is different from running Zipline on your own machine, using IPython Notebook.

The error is coming from getting benchmark data it seems, in zipline.data.benchmarks. I've opened a PR that should hopefully fix that. 

If you want to use Zipline, I'd suggest either using Zipline in your own machine, in an IPython Notebook, or just use the backtester on quantopian.com/algorithms, if you're looking to use Pipeline, Optimize, or other Quantopian APIs.

[Ahmad Hashemi]

Hi Freddie

As I said before I want to run a loop of backtests, something like the work of Justin Lent over here, in order to apply various optimization methods (Metaheuristics and Mathematical) based on various parameters (technical and fundamental Factors, Risk metrics as Scharpe, Alpha, Return). To implement my exposé, I found Research environment more compatible. Am I right?

About of the error I think it is coming from invocation and making an object of TradingAlgorithm, their Arguments (such as initialize, handle data, capital base, etc.) are all deleted from constructor. Cloned version of Justins work has the same problem.

I really appreciate any help you can provide

Regards

Ahmad

On Wednesday, November 29, 2017 at 8:46:58 PM UTC+1, Ahmad Hashemi wrote:

[Ed Bartosh]

HI Ahmad,

Hi Ahmad,

Can you explain why do you need that? You can run backtest in Quantopian and then analize it in Research.

Here is an example: https://www.quantopian.com/research/notebooks/Tutorials%20and%20Documentation/6.%20Tutorial%20-%20Analyzing%20Backtest%20Results.ipynb

Regards,

Ed

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BR,
Ed