Pipeline Migration

Migrate your Pipeline from Quantopian

pipeline-live helps you run your algorithm outside of the Quantopian. Although this project is an independent effort to provide the Pipeline API using public/private data, this document is to describe the common practices around how to migrate your pipeline code from the Quantopian environment.

Along with these practices, you can migrate your Algorithm API from Quantopian using pylivetrader, and pylivetrader can run the pipeline object from this package.


The most important class to think about first is the USEquityPricing class and it is well covered by the pipeline_live.data.alpaca.pricing.USEquityPricing class. Depending on the requested window length from its upstream pipeline, it fetches different size of the data range (e.g. 3m, 1y). Again, the volume of this data is market-wide size, so it’s safe to use this with factors such as AverageDollarVolume.


In order to use many of the builtin factors with this price data loader, you need to use pipeline_live.data.alpaca.factors package which has all the builtin factor classes ported from zipline.

For example, if you have these lines,

from quantopian.pipeline.factors import (
    AverageDollarVolume, SimpleMovingAverage,
from quantopian.pipeline.data.builtin import USEquityPricing

you can rewrite it to something like this.

from pipeline_live.data.alpaca.factors import (
    AverageDollarVolume, SimpleMovingAverage,
from pipeline_live.data.alpaca.pricing import USEquityPricing

Of course, the builtin factor classes in the original zipline are mostly pure functions and take inputs explicitly, so if you give the correct ones, they also work with this USEquityPricing.

from zipline.pipeline.factors import AverageDollarVolume
from pipeline_live.data.alpaca.pricing import USEquityPricing

dollar_volume = AverageDollarVolume(
    inputs=[USEquityPricing.close, USEquityPricing.volume],

The only difference in the factor classes in pipeline_live.data.alpaca.factors is that some of the classes have Alpaca’s USEquityPricing as the default inputs, so you don’t need to explicitly specify it.


The Quantopian platform allows you to retrieve various proprietary data sources through pipeline, including Morningstar fundamentals. Previously, IEX was used by pipeline-live to supply equivalents to these, but recent changes to the IEX API have made this less possible for most use cases. The alternative at the moment is the Polygon dataset, which is available to users with funded Alpaca brokerage accounts and direct subscribers of Polygon’s data feed. If you want to get started with Polygon fundamentals, please see the repository’s readme file for more info on what Polygon information is currently available through pipeline-live.

Primary Share

Many algorithms developed in the Quantopian platform uses the IsPrimaryShare function to perform base filter. While this value is unique to Morningstar, a similar filter has been created in pipeline-live for users with Polygon data. Please look at the pipeline_live.data.polygon.filters.IsPrimaryShareEmulation class for the replacement.


If you have access to Polygon, you can check out the PolygonCompany.country field to filter out non-US companies.