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I am a beginner for this platform, Is it possible to download the backtest daily PnL? for example, as csv file or log? Thanks.
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Jing Wu
Hi Stephen, in backtest 'Overview' tab, click 'download results', this JSON file involves P&L, price and trade information. You could use your local jupyter notebook to import the file. All the information are organized in the dictionary data type.
You could find the strategy P&L series in file - ['Charts'] - ['Strategy Equity'] - ['Series'] - ['Equity'] - ['Values']. x is the timestamp index, and y is the P&L value.
Now you can download the JSON file and perform the analysis. We are working on the strategy analysis and trying to automate this process so users could have easy access to those data and start the analysis. Any suggestions are welcome.
Raul Bartolome
Hi Jing,
My first attempt was to import the JSON file in excel, unfortunately, the option is not freely available in Excel for Mac.
Could you explain a little bit better Jupyter Notebook and JSON file?
Thanks.
Raul Bartolome
Hi Jing,Â
I have a few suggestions for the download results JSON file.
- The file should include a mechanism to identify the algorithm, maybe the path and/or algorithm name
- To embed in the file the algorithm in itself or some parameters, so it helps the post-processing of the data results
- Maybe to bundle in a single click/file the results, algorithm, orders, logs, etc.
My intention is to process the results of many algorithms with Python.Thank you.Jared Broad
Noted thank you RaulÂ
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.
Stephen852
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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