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Make history provider handler use local data files

Hello all, it's me again.

I am trying to figure out a way to tweak history-provider handler to read from local datafiles.

I have a separate thread that stores live data in LEAN format and what I need is once my algorithm runs, it warm up my indicators using that data.

I wonder if someone has done such a thing already that can help me.

 

Update Backtest







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Hi Andrew; I think it does this in backtesting - perhaps you can tell LEAN to use the Backtesting History Provider -- in Live Mode?

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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.


So sorry for my delayed response Jared.

Yes, I would like to use it in live mode, so everytime I make a change to my algorithm, I don't want to wait for all indicators to warmup (which might take very long in some cases). So I have a separate script that takes care of the data handling, and all I need is for QC to load needed historical data and warm up my indicators.

I believe the same thing is working successfully on the web console, so I wonder if anyone has done it for desktop.

 

 

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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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