Share New Research 
Hi everyone! We’ve been working for a while to try tu run several optimizations and backtests in a row on LEAN locally. Our idea is that the system should read input parameters from a .csv, input them to LEAN one by one, run an algorithm, and then export results to a separate .csv when done.
Has anyone solved this problem? Would love to hear how you did it with LEAN running locally. Would very much appreciate the help on this post, or write me directly if your prefer. Right now our idea is to to make changes to the config.json and main.py files to change parameters, then run our algo again.
If you see a better way to achieve this, perhaps within the code of the strategies themselves, would love to hear it!
Thanks for the help,
Ricardo
Non Compete
Hi Ricardo,
would lean cli's optimize meet your requirements?
https://www.quantconnect.com/docs/v2/lean-cli/api-reference/lean-optimize
I think theres been a few past threads about this, but not sure how relevant they still are:
https://www.quantconnect.com/forum/discussion/376/multiple-portfolios-parallel-algorithm-performance-comparison/p1
https://www.quantconnect.com/forum/discussion/6134/parallel-multiple-optimization-backtesting-best-practices-using-ide/p1
i remember other ones talking about a python threading library they used to make their backtests run faster but i cant find it .
Ricardo Ellstein Weitz
HI Non Compete . Thank you very, very much for your answer. All the links are very relevant and useful. We had looked through the documentation, but didn't have all the options available for lean optimize in mind. Thanks for pointing us in that direction.
We appreciate the help very much.
R
Ricardo Ellstein Weitz
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!