qbt - Quantopian Backtesting Services

##Development Quickstart Navigate to your mongodb installation and start your db server:

	./bin/mongodb 

Install the necessary python libraries:

	easy_install tornado pymongo

Create a development database with sample data, will create one qbt user:

	python qbt_data_bootstrap.py --user_email=... --password=...

To run the qbt against a local mongodb instance, navigate to the source dir and run

	python qbt_server.py --mongodb_dbname=qbt 

To see all the available options:

	python qbt_server.py --help

or

	python qbt_data_bootstrap.py --help

qbt uses tornado to accept synchronous requests for backtesting sessions. The client of a backtesting session first invokes the backtest endpoint: http://serverip/backtest?startdate=<>&enddate=<>...

qbt will respond with a json object describing the session:

• backtest id, to be referenced in all further requests
• zeromq connection information for the event stream

A backtesting session is comprised of:

• REST endpoint to request orders
• an event stream delivered via zeromq

Pre-requisites

You need to have the tornado and pymongo eggs installed:

easy_install tornado pymongo pyzmq

You need to have mongodb installed and running. Find your system at http://www.mongodb.org/downloads and set it up.

You need to have zeromq installed - http://www.zeromq.org/intro:get-the-software. If you are on mac, get homebrew https://github.com/mxcl/homebrew then:

brew install zeromq

Database and Collections expected in MongoDB

QBT requires a running mongodb instance with a few collections:

• user collection. See handlers.BaseHandler and handlers.LoginHandler for code using this collection. Documents must have:
  • email - standard email address
  • salt - sha256 hex of: datetime.utcnow()--password
  • encrypted_password - an sha256 hex digest of: salt--password
  • _id - standard issue mongodb primary key

Authenticating

Requesting a Backtest