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Open Source

Hi,

Will the core engine be made open source with a licence like Apache so the community can contribute features this they want?

Suminda
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Hey @Suminda, we're thinking about it. We'll definitely open source some parts so you can contribute. We just posted the IAlgorithm base class on GitHub so you can see the available functions.

We're tidying up a common library which holds the SecurityManager and SecurityPortfolioMananger and transaction models now for releasing to GitHub. Hopefully it will be posted next week -- follow us on GitHub to be notified when it goes up.
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Looking forward to seeing the engine and backtester FOSSed.
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Hi,
I have downloaded the code in git hub.

Are you using mono-project.com? Or using microsot.net ?

Should we want to contribute to Github can you let us know what dev tools to use?

Joyanta
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Great question, I've been looking for someone to ask this for a while :) Thanks joyanta, really appreciate your help
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Hi Seth,

Cheers for the reply. On a different point.

I know that there is another system (but in python). Which I know is very active very "open". I think it may prove to be really smart to keep it open.

As C# developer I hope this is very open.

Joyanta
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Hey @Joyanta, thanks for the suggestions. We're definitely going to open source all the algorithm libraries so you can develop custom indicators, API end points etc. Sorry its taken so long its a bit of a mess!

The compiler infrastructure/mechanics are fairly specialized and I'm not sure it would make sense to open source that side but we're considering it.

There are a few competing websites out there, none anywhere near our speed or quality of data. I'm hoping you'll help us build a strong thriving community as well! :) We can support any programming language as well - so in the next months will be rolling out python. If you have a preferred language let us know
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Makes sense to FOSS the compiler part also. FOSS version will be less useful without the compiler inf.

Since you are working on python have a look at: http://gbeced.github.io/pyalgotrade/ and also zipline but the former is more nicer.

Another feature is that you can pre load a defined history to a pandas timeseries. Very helpful if this is possible as many algos will use numpy and pandas.

Last but not least it comes down to optimisation of python code. Use numba and perhaps pypy or others. Competition can be slow on this.

As for languages Scala / Akka, Groovy / GPars, and Julia (http://julialang.org/) will do a world of difference.

Suminda
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Also the good old C++ would be helpful. In which case try D as well (Nicer version of C++ but can use any C++ code).
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Perhaps you can do the C++ implementation through the D route
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Julia's pretty amazing, but to start I think we have to target to biggest segments so we'll do python, C# and hopefully a generic .NET handler so can accept any .NET language that matches the Interface. That said - we have plenty now to get started on algorithms for now.
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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.


This is a really good info. I am happy.

J
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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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