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Introducing the LEAN Algorithm Monitor

Hi Everyone, I would like to introduce the LEAN Algorithm Monitor.

This tool is a community built desktop replacement for the (back)test result browser. Key features:

  • Realtime desktop-generated charts*
  • Support for QuantConnect Algorithm Lab API
  • Local streaming from LEAN
 Together with the Visual Studio plugin mentioned in the forums, I hope combined they evolve into a very interesting solution to develop your algorithms locally (with our without using QuantConnect as your backend). The tool is still in early development and might contain critical bugs. I encourage you to check it out. Please submit bugs and feature requests as an issue to the GitHub issues page. Contributions are welcomed! Please do as this is a community initiative ;).

Known limitations:

  • * It cannot stream live backtest results from QC.com due to a problem as result of the API implementation. Therefore, you can only open completed backtest results at the moment.
  • Live results are not implemented. This is planned for the future.
 
Update Backtest








Those plots look beautiful!

Awesome work, thanks for sharing!

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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.


Looks really awesome! Can you please attach a high resolution screen shot? There's a bug in the forums where everything is downsampled way too much :) 

We can enable streaming to your local charts we just would like a way to track basic usage. By putting streaming behind the API we can make sure its valuable to people. Its difficult shipping something to spend time and send something into the universe and not knowing if anyone is using it! 

Please submit it as a PR to LEAN! It would be great to get it into the master development effort. 

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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.


Very nice!

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Jared, I would be happy to contribute this code to the LEAN project.
However, I doubt a PR to LEAN would be the best solution.

First of all, LEAN appears to be platform independent. This tool has a hard dependency to Windows Systems due to the usage of WPF.

Second, the tool is just in alpha phase. Integration with Master implies a dependency to the release schedule of LEAN, as well as a dependency from LEAN to the stability of this tool.

I still like the idea of the coupling with the Visual Studio Add-in. I would like to suggest a new repository, i.e. called `QuantConnect/LeanWindowsTools`.

Let's discuss streaming soon!

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This looks great!  I cannot wait to try it.

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This is outstanding. It might be enough to get me to loosen my grip on the console output. Can you target this using the existing Charting API?

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James Smith yes, it supports the Charting API.  You can test this by downloading the JSON result from a Algorithm Lab backtest result, and open this using the app.

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Does anybody test this app? compiled and tested?

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I just compiled and openned one of the cloned strategies... working good so far.. 

http://www.bentonpena.org/wp-content/uploads/2017/08/monitor.png

 

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hello! is there a way to monitor a live algorithm?

thanks,

Benton

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This project is not supported by Lean/QuantConnect team.
It looks like the developer Anne-Mirthe Stam has been busy with something else, since the last change in that repository was 4 months ago (April 12th). 

In the first post, she says that it cannot monitor live algorithms yet.
Since the API does not send data from QuantConnect, this monitor will have some limitations.

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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.


Nice!
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Update Backtest





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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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