That's exactly right, the data stored in context will be carried over to the next trading day and the information will not be lost.
When algorithms are restarted by Quantopian prior to market open, this is more of a cautionary and conservative measure on our part. However, when you manually stop your algorithm, tweak the code, and redeploy it - this now becomes a new, separate algorithm. It will not have your returns, history, data stored. Since you altered the code (maybe a small or a significant change) we now view it as a completely new algo. Perhaps this behavior is not ideal, the jury is still out on that one. But we're actively listening to making amends along the way.
Try to paper trade your algorithm to see the first-hand the behavior. You can do this risk-free at no cost to get more familiar with the intricacies! A couple notes to keep in mind:
- IB paper trading and Quantopian Zipline paper trading both use the same Nanex price feed
- Both stop the algo at 4PM and restart in the early morning in preparation for the market open
- Only difference: IB paper trading (and live trading) cancels any open orders after 4PM (as noted above). In Zipline, these orders persist the next day. Ideally in the future this behavior will be more closely aligned.
Forward testing is a great way to see first hand the real-market experience.
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