Topics created by Nikos84

@nikos84 Hi Nikos, the first source for information in the documentation at:

https://quantiacs.com/documentation/en/

However, the most update resource is the source code itself. As you can see in your personal area, you have a "root" directory for each strategy. The strategy file is called "strategy.ipynb", but many other files/directories are available to you:

Screenshot from 2021-09-08 11-34-54.png

The backtester, including the functions for loading data, is included in the "qnt" directory. The "qnt" directory itself includes several sub-directories and files:

Screenshot from 2021-09-08 11-35-44.png

Data functions can be inspected in the "data" folder:

Screenshot from 2021-09-08 11-36-36.png

You will see datasets for previous/current contests:

blockchaincom: "fundamental" data for BTC; blsgov: macro data from the Bureau of Labor Statistics; crypto: crypto data for a subset of cryptocurrencies, hourly resolution; cryptodaily: crypto data for all cryptos with largest market capitalization, adjusted for avoiding survivorship bias (Q16 contest); cryptofutures: BTC data for the Q15 crypto contest; futures: futures data for the Q15 managed futures contest; imf: data from the International Monetary Fund (commodities and spot fx).

@nikos84 Hi, no, you should not provide your own data for defining the top10 cryptocurrencies according to market capitalization. Each asset for this contest has a field called "is_liquid" which gets values 0 (not in the top 10 according to market capitalization) or 1 (in the top 10 according to market capitalization). You can read it using:

is_liquid = data.sel(field="is_liquid")

When you define allocation weights later you can simply apply the filter as follows:

weights = weights * is_liquid

where "weights" are the allocation weights. The filter will set to zero weights for assets which do not belong to the top 10 according to market capitalization at a specific point in time.

@support Thank you!

Hello.

I guess you are using a different python version and it can cause the problem.

There is an example of how I configured my project in pycharm. Try to follow my steps. I hope it will help you.

Start a new project and name it 'qntdev' and select "New Conda environment":

238da5ca-9bf9-40fb-abed-5cd96364e775-image.png

Ensure that "Python version" == 3.7.

If you see
73987d80-ac01-4d2e-ab97-27bb1ae208bf-image.png
then just remove the environment folder (just in case the previous env is broken).

When you push the button "create", pycharm will initialize an empty environment with python=3.7.

Then open the command line and enter commands from the instruction:

conda create -n qntdev quantiacs-source::qnt conda-forge::ta-lib conda-forge::dash=1.18 python=3.7 # answer 'y' conda env config vars set -n qntdev API_KEY={your_api_key_here}

Next, close the command line and restart pycharm.

When pycharm finishes indexing, create a strategy.py, put the example code from the documentation to this file. Try to run it (right-click on the file -> 'run').

On the first run you will see the error:

Please, specify the API_KEY.

It looks that pycharm don't see the env variable API_KEY, so just add these 2 lines to the head of the strategy:

import os os.environ['API_KEY'] = '{your_api_key_here}'

After that, start the file again.

f8fa3f12-d226-4bfa-86f6-ccad8185c0b3-image.png

For me, it is working. I think it will suit you too.

Regards.

@nikos84 Good question. We patched the BTC Futures data with the BTC spot data.

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