Order-Log in Lean in VS-2019

Hi Ishant,

The time field contains the Epoch timestamp (seconds since 1970-01-01 00:00:00 UTC). I don't know whether Excel has the option to make Epoch timestamps more readable, but what you can do is update the file using your favorite programming language to change the formatting of that field to be compatible with how Excel expects datetime fields to be formatted.

Thanks Jasper for the Support !!!

Yeah I have used the .json file and used python to convert it into a more readable format :

Here is the Snippet (Just in Case Anyone wants to do the same 😊)

import pandas as pd
d=pd.read_json("order-events.json")
d['time_TZ']=pd.to_datetime(d['time'],unit='s')
delta = pd.Timedelta("05:30:00")  #delta is the timedelta between your Timezone and UTC
								  # (Mine is +05:30)					   		                                       
d.insert(loc=0,column='Timestamp',value=pd.to_datetime(d['time_TZ'],
							format="%Y-%m-%d %H:%M:%S") + delta)
d.insert(loc=1,column='Date',value=[x.date() for x in d['Timestamp']])
d.insert(loc=2,column='Time',value=[x.time() for x in d['Timestamp']])
d.drop(['time_TZ','id','algorithm-id','time','fill-price-currency',
		'order-fee-currency','order-id','order-event-id','is-assignment'],axis=1,inplace=True)
d.to_excel("order-events.xlsx")

Anyway I was Wondering if there is any way I can get the Order.csv directly from LEAN after the Backtest has finished. (just like we do Back testing on QuantConnect.com)

Hi Ishant,

> I was Wondering if there is any way I can get the Order.csv directly from LEAN after the Backtest has finished
Yes, we just need to set a path in the config.json file where we want the CSV to be saved. Note that the path must have a directory. For example if we use mydir/myorders.csv, the CSV will be saved at  Lean/Launcher/bin/Debug/mydir/myorders.csv

Best,
Derek Melchin

Thanks a lot Derek !!

That what I was Looking For !!