Since our event-based system sends trading events to you serially, your algorithm receives accurate historical data without any bias towards the present.During algorithm simulation, Quantopian uses as-traded prices.The Quantopian platform consists of several linked components.
Some of these futures have stopped trading since 2002, but are available in research and algorithms to help you avoid survivorship bias.
That means that when your algorithm asks for a price of a specific asset, it gets the price of that asset at the time of the simulation.
For futures, as-traded prices are derived from electronic trade data.
It is also used for analyzing the past performance of algorithms.
The IDE (interactive development environment) is used for writing algorithms and kicking off backtests using historical data.
It is common to use the fundamentals metrics within the trading logic of the algorithm.