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The tile speaks about my question.
I'm experimenting with lean-cli and saw the option for live trading locally.
Is it possible to do Paper Trading with custom data feed locally on the machine ?
Please note, below are my constraints:
Custom Data Feed is added by subclassing PythonData,
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Jasper van Merle
Hi Profit with Algo,
Yes, you can do this with the CLI. You can run `lean live` to start local live trading, which will ask you for the brokerage and data feed to use. You'll need to select the paper trading brokerage and choose from one of the supported brokerage data feeds to start paper trading, after which it's totally doable to subscribe to data from a custom data feed (instead of the brokerage one).
Profit with Algo
Hi Jasper van Merle,
Thanks for the response.Â
That's the problem unless I subscribe to a data feed. I won't be able to use the custom data written in my strategy.Â
My strategy doesn't need any of the datafeeder, from the list of the options.
1) Interactive Brokers
2) Tradier
3) OANDA
4) Bitfinex
5) Coinbase Pro
6) Binance
7) Zerodha
8) Bloomberg
9) Trading Technologies
How can I skip this step.Â
Again Thanks for building this tool.
Jasper van Merle
Hi Profit with Algo,
I've just released a new version of the CLI which shows a "Custom data only" option in the list of data feeds when you select the paper trading brokerage, which should provide exactly what you need. You can update using `pip install --upgrade lean`.
Please note that if your algorithm attempts to subscribe to non-custom data it will crash when you choose this data feed option.
Profit with Algo
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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