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Backtesting locally with custom minute data

Hey guys,

I've recently started playing around with local backtesting using my own data which I can't get on QC. When I used daily data, I just made sure that my data was in the correct format, placed in a CSV file that was zipped. I am using these standard providers:

"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed",
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler",
"history-provider": "QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider"

I now want to use some minute bars and noticed that the format for these are quite different and that each day's data is seperated into its own zip file. Also the date format is quite different. 

My question: What is the easiest route to importing my minute bars which are currently in one big CSV file? Should I just write some code to package my data into daily files or is there a faster/easier way that you can recommend?

Thanks 

Gabriel

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Hey Gabriel! Sounds like fun! =) I recommend just breaking up the files into minute files - that will be the conceptually easiest way to get going and ensure you can easily keep LEAN up to date with master over time. 

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Ah! No shortcut then. 

Thanks Jared!

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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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