Great News: Run Quantopian algorithms using IBridgePy

Dear IBridgePy users,

We are very excited to tell everyone that IBridgePy can run Quantopian algorithms with NO or minimum changes. Many of you may have noticed that the IBridgePy documentation have  been updated with many functions that behave very similar to those functions bearing same names at Quantopian.

The Quantopian algorithms using the following functions can be run at IBridgePy without any change:

To run Quantopian algorithm at IBridgePy is very simple. You just need to put your IB account code in RUN_ME.py and set runMode=’run_list_quantopian’. and then,  run the algorithms in Spyder or other Python IDE. In this mode, the initialize function will be run once at the beginning of the algorithm and  handle_data function will be run every minute, just like how they perform at Quantopian.

Please don’t hesitate to contact with us at IBridgePy@gmail.com if you have any quantions when you run Quantopian algorithms at IBridgePy. We will try our best to solve the issues as soon as possible.

Thanks for your time and your interest in IBridgePy.

IBridgePy team

 

10 comments on “Great News: Run Quantopian algorithms using IBridgePy
  1. I have bookmarked you blog page to read more from you.

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  4. Anon says:

    Will we have access to the quantopian datasets? Do they import the same way?

  5. Addison says:

    Hi there, is it possible to backtest with ibridgepy without an interactive brokers account? I currently have a live algorithm going through Robinhood, with Quantopian. The strategy appears to have just exited a drawdown period, so I want to keep it running until Quantopian shuts down on 9/29.

    I estimate it will take 7-12 business days to wait for funds to settle and be available for withdrawal, transfer to my bank account, and then transfer to open an IB account. So I’d like to ride it out with Quantopian until 9/29 for best continuity, but I also need to find a replacement solution.

    Thank you,

    • IBridgePy says:

      IBridgePy backtester needs to get data from Interactive Brokers to start backtest. It is possible to load other data sources to IBridgePy to backtest but it needs a little bit coding skills. Quantopian has their own database and they integrate their database with their platform. We are working on building IBridgePy’s own database to provide a service like Quantopian does.

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