Converting Quantopian code to Blueshift

Blueshift
1

Hi, 

I just migrated old files from Quantopian to Blueshift. I have a code of Momentum Equities Strategy and I cannot run the backtest. I guess the imported libraries are wrong and must be changed. I cannot past the full code due to big size, but I have below copied the imported libraries.



Can you help to translate it to Blueshift to make sure I can run the backtest?



Thanks!!!

 

from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import AverageDollarVolume, CustomFactor, SimpleMovingAverage, Latest
from quantopian.pipeline.filters.morningstar import Q500US, Q1500US
from quantopian.pipeline.data import morningstar

 

import numpy as np # we're using this for various math operations
from scipy import stats # using this for the reg slope
import pandas as pd

 

2

Hi, The query has been resolved offline. Thanks!

3

I'm interested what the answer was, as I am doing a course that was using Quantopian, that is now recommending Blueshift, however has only Quantopian code.



So morningstar is not a module in Blueshift?

4

Can you tell us the answer to this query?



Thanks,



Philip

5

Hi Philip, 



Blueshift doesn't provide morningstar as a module. To know more about Blueshift's pipeline, here is a tutorial. Please let us know if you have any queries.



Thank you.