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Code Structure Best Practice

Hi,

I've recently started experimenting with algorithms in the Lean project. I'm writing a series of support classes with associated unit tests on a local branch. I want to be able to test the code locally but then upload my alogirthm for backtesting.

1. I'm assuming I won't be able upload and backtest my branch on your servers

2. I'm therefore keeping my classes seperate from the main code, however at the moment they are all in the main algorithm file as I've had trouble backtesting with classes spread across multiple files - should I be able to upload and use classes in seperate files in a backtest?

3. I see the library area in the Lab, can I use this to load classes used by my algorithms? Is there any documentation on how to do this?

4. (seperate topic) The Nunit version is quite old, any plans to update it? (I realise unit tests would need changing)

Thanks in advance for your help.

Regards,

Simon

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Hey Simon!

1) Correct; we cannot backtest branches;

2) You should be able to backtest multiple files - and we do support it in the web IDE and the VS plugin. How are you uploading the files?

3) The library is a work in progress feature, but soon any files there will be automatically added to other projects so you can use the classes between projects. (undocumented).

4) Yes its just a daunting task! =D We're delaying that one for now. Contributions would be welcome though! 

Best

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.


Thanks for your prompt reply Jared.



I’ll have another go with multiple files now I know it should work, I expect I misunderstood something. Am looking forward to the Library feature!



The Test suite upgrade should be fairly mechanical but there are a lot of them, so guess it needs a divide and conquer approach. I could be tempted to chip in some help, never contributed to an open source project before. I’ve always worked commercially for large organisations but have given up to work full time on trading strategies.



Have a great Christmas and New Year,



Regards,

Simon



Sent from Mail for Windows 10



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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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