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Where to find the full Quantopian API documentation
API

Coming back to Quantopian after a while and finding that the API has become more sophisticated (which is a good thing), I am struggling to find my way around. My main frustration is that I cannot find a comprehensive but succinct API documentation, which I am used to from other languages and frameworks. Just to give you an example: The CustomFilter class, which I consider to be quite important is not documented in the API reference (https://www.quantopian.com/help) and the only documentation I could find was an example in an old forum post (https://www.quantopian.com/posts/custom-filter-for-stocks-in-a-list).

Wouldn't it be possible to provide the same kind of API documentation available for zipline (http://www.zipline.io/appendix.html) for the Quantopian specific packages, classes and functions as well?

4 responses

https://www.quantopian.com/tutorials/pipeline#lesson10

Not exactly what you are asking for but perhaps still helpful.

I've found going to the open source python code most helpful to really understanding what is going on.

https://github.com/quantopian/zipline
alphalens, pyfolio, emperyical are helpful as well (also on github)

Unfortunately, optimize and a handful of others are not super well documented nor open source so I generally search the forums for examples that I can learn from.

Hope that helps.

I was told by Q support that the Optimize API should eventually be open source. The QTradableUS will be closed source, if I understood correctly. Details on the risk model will be in a forthcoming white paper, but I gathered that there is no commitment to open source the code.

Thanks to both of you!