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Feature to download transactions

When I am testing algorithms, it would be nice to have a feature where I can download the transaction history into my excel file for further analysis. Do others see a benefit in such a feature?

4 responses

Pavy,
It's a great suggestion. Inspecting your transaction history is way great way to identify issues in your algo. There are two ways we have been trying to address this issue.

First, we've recently released an upgrade to the transactions screen in the full backtest results. This allows you to sort and filter the transactions, as you would in Excel. Take a look at this, and let me know if there is something you can't do here that you would look to do in Excel. We are definitely interested in making this as useful as possible.

Additionally, we are currently woking on an IPython research environment where you will be able to get all of the data around a backtest to analyze to your hearts content. You can sign up for the beta here, or watch a demo of the environment here.

Let me know if you have any questions.

KR

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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.

Karen,

Before it was filterable/sortable, there was a summary line at the top of the transaction details page that provided the total number of transactions in the backtest. Is there still a quick way to count the and compare the number of transactions in backtests?

Agreed completely Pavy. I often use the Bloomberg API to pull in data which is available for Excel, so exporting transaction data would be very helpful. Quantopian, is it a data licensing issue with downloading the transaction data, or simply not done yet?

@Robby, you're right that there used to be a summary line for the transaction table - we will look into bringing it back to give an overview of the buys/sells.

@Ashish, we are not permitted to redistribute our data per our license agreement with our data vendor. Because of this, we can't let you download the backtest details for offline analysis. However, as Karen mentioned, we're working on a new Research environment where you can further investigate and manipulate the backtest data in an IPython notebook. In this new Quantopian world, you will be able to research, backtest, and live trade an algorithm in fluid transitions.

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.