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Since I have discovered lean CLI, I am developing my algos mostly in Lean(locally). I do backtests in both cloud and lean. But I have never tried live trading locally yet. I have lots of POST requests in my current strategy so my only solution is to run current algo in live locally.
Now, I have never asked myself the question before: Do we need data from Data folder for live trading? My algo nedds only close prices of multiple securities as input for my strategy. But does the algo need data from Data folder to warm up rolling windows? Or it uses data from Interactive Brokers (the Brokerage I am using)?
In nutshell, can start live trading without data in data folder?
Shile Wen
Hi Mislav,
To have the algorithm be ready on deployment, you might need to have data in the data folder. However, you could also download the data from somewhere like Yahoo Finance and read the CSVs and manually update the RollingWindows. In the worse case scenario, you would need to have the algorithm wait a few periods while live until the RollingWindows are warmed up.
Best,
Shile Wen
Mislav Sagovac
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