Run Quantopian algorithms live with IBridgePy and execute your strategies through Interactive Brokers. This powerful algorithmic trading solution lets you use familiar Quantopian functions like initialize, handle_data, and schedule_function to trade real money through the IB API.
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.
Quantopian Functions Supported to Run Quantopian Algorithms
The Quantopian algorithms using the following functions can be run at IBridgePy without any change:
- 1.1 initialize — similar as initialize at Quantopian
- 1.2 handle_data — similar as handle_data at Quantopian
- 1.3 before_trading_start — similar as before_trading_start at Quantopian
- 1.4 Data method — similar as Data method at Quantopian
- 1.5 data.current — similar as data.current at Quantopian
- 1.6 data.history — similar as data.history at Quantopian
- 1.7 order — similar as order at Quantopian
- 1.8 order_target — similar as order_target at Quantopian
- 1.9 cancel_order — similar as cancel_order at Quantopian
- 1.10 get_open_orders — similar as get_open_orders at Quantopian
- 1.11 get_order — similar as get_order at Quantopian
- 1.12 get_datetime — similar as get_datetime at Quantopian
- 1.13 symbol — similar as symbol at Quantopian
- 1.14 symbols — similar as symbols at Quantopian
- 1.15 schedule_function– similar as schedule_function at Quantopian
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
Getting Started
If you’re new to transitioning your strategies, start by testing in a paper trading environment. Verify that all your function calls behave as expected before deploying to live trading accounts.
Learn more from Python official documentation.
I have bookmarked you blog page to read more from you.
Thanks for sharing, this is a fantastic blog post.Thanks Yet again. Keep writing.
Hi, I think your site might be having browser compatibility issues. When I look at your website in Safari, it looks fine but when opening in Internet Explorer, it has some overlapping. I just wanted to give you a quick heads up! Other then that, fantastic blog!
Thanks for the comments. We will fix it soon.
Will we have access to the quantopian datasets? Do they import the same way?
IBridgePy is not related with Quantopian in any way so that IBridgePy cannot access Quantopian’s data.
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 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.
So, I was able to open an account with Interactive Brokers. How can I run a backtest now?
The registered users will be notified when backtester is ready.
Pingback: Unraveling the Power of Quantopian Algorithms in Financial Markets - IBridgePy
Pingback: Mastering Algorithmic Trading with Quantopian - IBridgePy