Dear team,
Can you please help with user documentation, symbol list for Quantra Blueshift?
Regards
Giri
Hi Giri, thanks for pointing this out. We do have documentation at the help link. But admittedly that is very brief. Nonetheless, since we have implemented the backend sticking to the zipline public API as much as possible, you can refer that as well in case you need to! Of course we at the community are happy to help and discuss any problems as well.
On the datasets: we have attempted to document the available datasets with as much details as possible. You will notice our dataset for equities is dynamic - tracking instruments constituting a benchmark. For example the NSE minute dataset only tracks in the current F&O stocks trading on NSE India. For this reason (and others) it is a bit hard to provide a static list of symbols. However, you can programmatically get the current active (with a day's lag) list of symbols using below code snippet at any given date.
from zipline.api import pipeline_output, attach_pipeline
from zipline.pipeline import Pipeline
def initialize(context):
attach_pipeline(active_sym_pipe(context), name='active_sym_list')
def before_trading_start(context, data):
syms = get_active_sym_list(context)
print(len(syms))
def active_sym_pipe(context):
pipe = Pipeline()
return pipe
def get_active_sym_list(context):
pipeline_results = pipeline_output('active_sym_list')
syms = [s.symbol for s in pipeline_results.index]
return syms
The Forex dataset symbols are static, it has always have the same 10 symbols as mentioned in the documentation.
Prodipta
Thanks a lot!