I just tried to implement an algorithm based on the new QCAlgorithmFramework.
The exception: "These models are currently unsuitable for Cash Modeled brokerages" informed me that I cannot use it yet for my cash account.
Is support for cash accounts coming in the next few weeks? I'm asking, because I need to decide whether I want to wait or implement my idea "the old way".
PS: I love the idea of the new framework btw! :-)
Thanks Fabian! I recommend for crypto for now you write custom models or use the old system. We had to disable crypto as it was nearly impossible to automatically execute with the current accounting system we're using. No traditional brokerages use cash-settled-fx so its been a bit of a learning curve for us.
We're doing some research into how we can model and account for crypto portfolios in a way which meshes with the existing portfolio systems of LEAN. This is a "hard problem" which we can't rush and will take more than a few weeks.
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.
Hi Jared, thanks for the info! I'll stay with the old system for the moment.
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.
QuantConnect™ 2019. All Rights Reserved
|
