I'm using LEAN desktop as it's a lot easier to build strategies in Visual Studio. I'm trying to run the Optimizer which is working great. However, I cannot seem to find any files in the results folder which gives the parameters used for the optimization.
It's a bit difficult to analyse results from optimizations if you don't know what parameters combination the results belong to!
What am I missing ?
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Hi Franky,
You should see a log.txt file in the optimization's output directory. In there you can find the mapping between backtest ids and parameters in the lines that look like these:
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2021-07-28T22:55:50.2692799Z TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 5b2353db-21e4-43e8-91be-2d82d925f2fa): launched backtest '71dc5085-4b29-4c71-bc37-e92527d38dbd' with parameters 'slow-period:50,fast-period:5'
2021-07-28T22:55:50.2712157Z TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 5b2353db-21e4-43e8-91be-2d82d925f2fa): launched backtest '605449d7-8599-43b1-95f8-662041d58b40' with parameters 'slow-period:51,fast-period:5'
2021-07-28T22:55:50.2721825Z TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 5b2353db-21e4-43e8-91be-2d82d925f2fa): launched backtest '5e323122-23fa-45d0-8703-0820f0eb10df' with parameters 'slow-period:52,fast-period:5'
2021-07-28T22:55:50.2732631Z TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 5b2353db-21e4-43e8-91be-2d82d925f2fa): launched backtest '905ed00b-757d-441e-9aae-675242e2ab0f' with parameters 'slow-period:53,fast-period:5'
2021-07-28T22:55:50.2747383Z TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 5b2353db-21e4-43e8-91be-2d82d925f2fa): launched backtest '304c20d0-9d1b-4774-a152-61f4f1018559' with parameters 'slow-period:54,fast-period:5'
2021-07-28T22:55:50.2760946Z TRACE:: LeanOptimizer.LaunchLeanForParameterSet(OID 5b2353db-21e4-43e8-91be-2d82d925f2fa): launched backtest '17ea0e25-b9ae-444d-ae94-5e0e569f2baa' with parameters 'slow-period:55,fast-period:5'Ok thanks I guess it's not that difficult to parse the console lines. I will use that
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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