Writing Algorithms

To get all of the keys and values in the Object Store, iterate through the ObjectStore object.

foreach (var kvp in ObjectStore)
{
    var key = kvp.Key;
    var value = kvp.Value;
}

for kvp in self.ObjectStore:
    key = kvp.Key
    value = kvp.Value

You need some data to store data in the Object Store.

Follow these steps to create some sample data:

1. Create a dictionary.

var dictSample = new Dictionary<string, int> { {"One", 1}, {"Two", 2}, {"Three", 3} };

2. Create a string.

var stringSample = "My string";

string_sample = "My string"

3. Create a Bytes object.

var bytesSample = Encoding.UTF8.GetBytes("My String");

bytes_sample = str.encode("My String")

4. Convert the dictionary to an XML-formatted object.

var xmlSample = new XElement("sample",
    dictSample.Select(kvp => new XElement(kvp.Key, kvp.Value)));
Log(xmlSample.ToString());

To get the file path for a specific key in the Object Store, call the GetFilePath method. If the key you pass to the method doesn't already exist in the Object Store, it's added to the Object Store.

var filePath = ObjectStore.GetFilePath(key);

file_path = self.ObjectStore.GetFilePath(key)

The Object Store saves objects under a key-value system. If you save objects in backtests, you can access them from the Research Environment. To avoid slowing down your backtests, save data once in the OnEndOfAlgorithm event handler. In live trading, you can save data more frequently like at the end of a Train method or after universe selection.

If you run algorithms in QC Cloud, you need storage create permissions to save data in the Object Store.

If you don't have data to store, create some sample data.

You can save the following types of objects in the Object Store:

• Bytes objects
• string objects
• JSON objects
• XML-formatted objects

You can save Bytes and string objects in the Object Store.

Bytes

To save a Bytes object, call the SaveBytes method.

var saveSuccessful = ObjectStore.SaveBytes("bytesKey", bytesSample)

save_successful = self.ObjectStore.SaveBytes("bytes_key", bytes_sample)

Strings

To save a string object, call the Save or SaveString method.

var saveSuccessful = ObjectStore.Save("stringKey", stringSample);

save_successful = self.ObjectStore.Save("string_key", string_sample)

JSON

To save a JSON object, call the SaveJson<T> method. This method helps to serialize the data into JSON format.

var saveSuccessful = ObjectStore.SaveJson<Dictionary<string, int>>("jsonKey", dictSample);

XML

To save an XML-formatted object, call the SaveXml<T> method.

var saveSuccessful = ObjectStore.SaveXml<XElement>("xmlKey", xmlSample);

Read data from the Object Store to import algorithm variables between deployments, import data from the Research Environment, or load trained machine learning models. To read data from the Object Store, you need to provide the key you used to store the object.

You can load the following types of objects from the Object Store:

• Bytes objects
• string objects
• JSON objects
• XML-formatted objects

You can load Bytes and string objects from the Object Store.

Before you read data from the Object Store, check if the key exists.

if (ObjectStore.ContainsKey("key"))
{
    // Read data
}

if self.ObjectStore.ContainsKey("key"):
    # Read data

Bytes

To read a Bytes object, call the ReadBytes method.

var bytesData = ObjectStore.ReadBytes("bytesKey");

byte_data = self.ObjectStore.ReadBytes("bytes_key")

Strings

To read a string object, call the Read or ReadString method.

var stringData = ObjectStore.Read("stringKey");

string_data = self.ObjectStore.Read("string_key")

JSON

To read a JSON object, call the ReadJson<T> method.

var jsonData = ObjectStore.ReadJson<Dictionary<string, int>>("jsonKey");

XML

To read an XML-formatted object, call the ReadXml<T> method.

var xmlData = ObjectStore.ReadXml<XElement>("xmlKey");

If you created the XML object from a dictionary, reconstruct the dictionary.

var dict = xmlData.Elements().ToDictionary(x => x.Name.LocalName, x => int.Parse(x.Value));

Delete objects in the Object Store to remove objects that you no longer need. If you run algorithms in QC Cloud, you need storage delete permissions to delete data from the Object Store.

To delete objects from the Object Store, call the Delete method. Before you delete data, check if the key exists. If you try to delete an object with a key that doesn't exist in the Object Store, the method raises an exception.

if (ObjectStore.ContainsKey(key))
{
    ObjectStore.Delete(key);
}

if self.ObjectStore.ContainsKey(key):
    self.ObjectStore.Delete(key)

To delete all of the content in the Object Store, iterate through all the stored data.

foreach (var kvp in ObjectStore)
{
    ObjectStore.Delete(kvp.Key);
}

for kvp in self.ObjectStore:
    self.ObjectStore.Delete(kvp.Key)

If you run algorithms locally, you can store as much data as your hardware will allow. If you run algorithms in QC Cloud, you must stay within your storage quota. If you need more storage space, edit your storage plan.