qbt - Quantopian Backtesting Services

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

MongoDB Server

QBT requires a running mongodb instance with a few collections:

• user collection. See handlers.BaseHandler for code using this collection. Documents must have:
  • email - standard email address
  • encrypted_password - an sha2 hex digest of the password
  • salt - a secret other than the password, which can be set in a secure cookie to maintain a session. if unset, will be set to sha2 hex of datetime.utcnow()--password
  • _id - standard issue mongodb primary key

Requesting a Backtest