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Custom data feed

Hi,

I want to add some custom data feed for backtest. 

But i couldn't succeed it. There is a documentation about this. 

https://www.quantconnect.com/lean/documentation/topic16.html

There is a part how to do this (hard method)

There is a link here for tutorial but it is broken:

https://www.quantconnect.com/lean/documentation/5cbabb50-d4d0-4da4-9565-dff9e3a142ae

How can i write a datafeed class like filesystemdatafeed.cs and feed data from custom source for backtest?

Is there an easy example?

Thanks,

Update Backtest







Hi!

You might find it easier to follow the documentation provided here: 

https://www.quantconnect.com/docs/algorithm-reference/importing-custom-data
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Hi,

I have seen this. I don't want to do it in the algorithm. 

I want to do it by using interface IDataFeed like filesystemdatafeed.

Thanks,

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Hi seí§kin drgy ,
We don't have a tutorial for custom data feed as we have been working on LEAN Data Feed Architecture Streamline.
I wouldn't advise you to spend your time implementing a custom data feed right now.
  

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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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