What would you recommend for creating a visualisation of bacltests if we have portfolios that involve multiple assets, brokerages and currencies all together?
My understanding is that QuantConnect and LEAN engine do not support this within the same QCAlgorithm instance. So I am happy to hear suggestions of anything (any kind of patching, implementing custom systems, or any solution) that might help.
Mia Alissi
QuantConnect's LEAN engine is designed as a multi-asset platform with out-of-the-box support for multiple securities, so you can model complex portfolios like hedge funds. It also supports multiple currencies, which means it can trade Forex, Cryptocurrencies, and other assets that are quoted in other currencies. This makes it prepared to transact in assets from new countries using their quote currency. The portfolio manages your currencies in its cashbook, which models the cash as a ledger of transactions. When you buy assets, LEAN uses the currencies in your cashbook to purchase the asset and pay the transaction fees source.
However, running an algorithm on multiple brokerage accounts within the same QCAlgorithm instance is not currently supported. You would need to clone the project and run them on separate nodes source.
As for visualizing the results of backtests, there is a discussion in the QuantConnect forum where users have expressed interest in this feature, but it seems it's not yet implemented source. You might want to consider building your own visualization tool using the trade data that LEAN provides. You could also consider using external libraries or tools for visualization, depending on your specific needs and the programming language you are using.
Remember, any modifications or additions to the LEAN engine should be done carefully, considering the complexity of the system and the potential impact on your trading algorithms.
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QuantSisu
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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