My point about intraday data with corporate actions wasn't really about the difficulty with corporate actions, but rather the leaky abstraction of trading present in the slides. To give you credit, I don't know what issues Quantopian addresses. On the other hand, has any one tried running Zipline-backtested strategies in real life? Does any one know what issues aren't addressed by Quantopian? Corp actions was one part, T-cost model was hinted at in the slides, but was any though given to borrow costs and availability? There leaks everywhere. It is not that you don't seem like smart guys who made this cool thing freely generously available to everyone, but that you seem like you spent too little time downtown NYC.
PS. Fully adjusted bars are nice, but they have an epoch to be adjusted to. Unfortunately having an epoch that is not today() means you can't add today's data to it. If you can't add today's data to it, you can use this system to generate real trades to trade. Now you need two sets of data and two sets of code to work with. Good luck.