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Hello QC Support,
I would like to train my ML model on specific date intervals. These training date intervals are prior to the backtest start date. I do not want to do any training between the backtest start and end dates. I want to train the ML model only once prior to the backtest start date.
Once the ML model is trained, I shall call MLmodel.predict() using the previously trained model for every backtest daily iteration. I don't want to do any training during the backtest period.
Please suggest how I can set that up. And I hope that was easy to understand :)
Thanks / Sheikh
Varad Kabade
Hi Sheikh,
We can train the ML model at the required training days in the backtest or in the research environment and store the model parameters using the ObjectStore, retrieved and deployed in the Backtest. Refer to the following link regarding using ObjectStore for more information. Alternatively, we can train the model during algorithm warmup if our training period is continuous and before our backtest start date:
Best,
Varad Kabade
Sheikh Pancham
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