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Pipeline API Tutorial¶

This tutorial provides an in-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is part of Zipline but can also be used on a standalone basis. Before completing this tutorial, it is recommended that you start with the zipline-intro tutorial in the Code Library, which provides a more basic introduction to Zipline and the Pipeline API.

Lessons 2-11 were originally created by Quantopian Inc. and released under a Creative Commons license (GitHub source repo). They have been adapted for QuantRocket.

  • Lesson 1: Data Collection
  • Lesson 2: Why Pipeline?
  • Lesson 3: Creating a Pipeline
  • Lesson 4: Factors
  • Lesson 5: Combining Factors
  • Lesson 6: Filters
  • Lesson 7: Combining Filters
  • Lesson 8: Masking
  • Lesson 9: Classifiers
  • Lesson 10: Datasets
  • Lesson 11: Custom Factors
  • Lesson 12: Creating the TradableStocksUS Universe
  • Lesson 13: Using Pipeline with Alphalens

License¶

© Lessons 2-11 Copyright Quantopian, Inc.
© Lessons 2-11 Modifications Copyright QuantRocket LLC
© Other Lessons Copyright QuantRocket LLC

Notebooks licensed under the Creative Commons Attribution 4.0.
Python files licensed under the Apache 2.0 license.