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Onnx Runtime

Would it be possible to make the Onnx runtime available to c# strategies in QuantConnect?

https://github.com/Microsoft/onnxruntime/blob/master/docs/CSharp_API.md

This runtime would open up deep learning inference in QuantConnect using models produced by DL frameworks (ie, PyTorch) outside of QuantConnect and exported in the Onnx format.

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Hey, feel free to email QC support for this, as outlined in Requesting a New Library.

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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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