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Genrally we can set benchmark as below:
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self.SetBenchmark(Symbol.Create("BTCUSDT", SecurityType.Crypto, Market.Binance))but how shall I set this when use custom data(loaded by self.AddData() function)?
If still use above code to set benchmark, no error warning, but the final report never shows benchmark.
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Varad Kabade
Hi Frank,
We recommend using the following :
Â
To set benchmark using custom data. The custom benchmark function we provide to `SetBenchmark` should accept a datetime parameter and return a number.
Best,
Varad Kabade
Alexandre Catarino
Hi Frank,
The QuantConnect Engineering Team has fixed this minor bug:
Fix bug with SetBenchmark() using custom data #6304
Please retry using:
Frank cao
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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