Today, we removed the ability to import and use the
zipline.TradingAlgorithm class in Research and in Backtesting.
We had previously allowed community members to import and use
TradingAlgorithm to run Zipline backtests in Research, but the feature was poorly supported: you couldn't run pipelines easily from your algorithm, and you had to pass a DataFrame or Panel of static data to the algorithm constructor. As part of our upcoming work for supporting international markets, we plan to make Zipline changes that would make backtesting in the Research environment even harder to support, and today we noticed a potential security issue that would have been difficult to fix without disrupting Zipline users, so we made the decision to remove
TradingAlgorithm from the platform.
Unfortunately, this means that you won't be able to run Zipline simulations in the Research environment. If you need to run algorithms, we recommend that you move your work to the backtester.