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Research Cheat Sheet: easily move between the IDE and Research

Research on Quantopian is an incredibly powerful new tool that allows you to analyze your ideas before solidifying them in the Quantopian IDE. Use this cheat sheet as a supplement to the tutorials and as copy/paste resource for those snippets of code you can't/don't want to remember.

INCLUDES

  • Fundamentals in Research
  • Simple Transforms
  • Using Zipline in Research

Enjoy!

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5 responses

Hey Dave,

To use any of the examples from the bottom cell under the heading Running a Backtest in Research you need to have instantiated an actual backtest run, and you can only call those functions in the backtest. The reason being for this is that if for example, you wanted to set slippage this has no meaning in stand alone Research, but it does in a backtest. Check out the Backtesting with Zipline in Research tutorial to get started. Check out this thread for a more detailed explanation.

Is that a little clearer?

thanks for that. Is the research now 100% compatible with the Quantopian IDE so algorithms can be copied in and out ? if not what will be the differences ?

Joe

Quantopian Research and IDE are both incredible environments for developing algorithms, however they serve that purpose in different ways and consequently there are differences. Use Research to proof and develop your concept, and use the IDE to implement it, the two are complements and while they have many similarities, there are differences that are important to take note of. Research allows you to run backtests through Zipline, the backtesting engine for Quantopian, and much of that code is directly copy and pastable into the IDE. So to answer your question directly, they aren't 100% compatible and that is a good thing because they serve two separate but important roles in the process of developing great algorithms.

James - if we run a zipline backtest in Research on minute data from get_pricing (I assume this is possible somehow), where do the dividends data come from?

Hey Simon!

Yeah, its totally possible like you said to run a Zipline backtest in minute data, get_pricing() pulls OHLCV pricing data, and fundamental data from the same source as the IDE. However when you run a Zipline backtest in Research you have to feed it in data, typically what is returned from get_pricing(), that data is just the pricing data and doesn't include dividends. So for the time being Research backtests are effectively assuming that there are no dividends.