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Hello Everyone,
Can we get the same insight data output in Lean that we can when we backtest in QuantConnect IDE? I'm referring to what's in insights.json. By default, it doesn't appear to be generated by Lean, and I haven't found an option to get it yet.
If Lean won't auto-generate the same array of insight objects that QC IDE does, am I correct in that we would need to re-create it ourselves by using the Insight() class @
QuantConnect.Algorithm.Framework.Alphas.Insight()It appears to have the properties that would allow us to recreate the insight objects.
Jasper van Merle
Hi Jose,
The file you are looking for is called alpha-results.json locally. You can find it in the backtest results directory in a subdirectory called "main" (if your algorithm is in a Python file called main.py) or "MyAlgorithm" (if your algorithm is in a C# class called MyAlgorithm). See this picture for an example if you're using the Lean CLI. Note that this file is only generated if your algorithm emits any insights.
Jose Torres
Oh wow. I'm an idiot. Thanks Jasper! I see the file.
Jose Torres
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