Discussion Forum
Back

Framework Template

Hi,  Hope all is well.   I'm a newbie here - just started this week but seeing lots of potential.    

Quick question on the Framework - it seems this has changed recently?  The documentation suggests abstracting to fit better with the Framework whereas a lot of the old examples linked through the web/github appear to be structured differently (??Ithink).

Question is:  Do you have a template / project example which could help provide a framework for a newbie - that is abracted sufficiently according to the new documentation.

Hope this makes sense - I might be a it wide of the mark and missing something.  Apologies if so.

 

Update Backtest



4 Comments
0

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.

Hi Craig - not sure what you mean by "documentation suggests abstracting". Also, I don't really think the framework has necessarily changed much, so I'm not sure what you're referring to by that.

A great template to start with is the default framework template. Then looking into each of the folders under Algorithm.Framework will show you examples of the different modules available and also how to write your own.

Perhaps the best place to start is the documentation, though.

1

Hi,  Thanks for the feedback and help pointing me in the right direction.  Was refering to the guidance on the link below.   Looking through the examples on the website, some seem to be structured differently - thought this was due to changes in the framework over time - may not though.

For example, some have a separate module for universe selection whereas others don't (e.g. on new project for large cap and technology, the latter importing FundamentalUniverseSelectionModel).

 

https://www.quantconnect.com/docs/algorithm-framework/overview

 

0

As a follow up,  I've found this thread from March 2017 re potential changes to the framework (link at bottom)

Most if not all of the example (and usable) algos on github and the site use the old structure.    For someone starting out best approach is to take an existing algo, understand what's going on and then tweak it.       

Suppose the question therefore is  are there any complete demo algos that use the 'correct' / new framework - I think all of those in the "Strategy Library" use the the old structure

 

 

https://www.quantconnect.com/forum/discussion/1816/qc-algorithm-plugin-framework-open-call-for-feedback/p1

 

0

Hi Craig. I see now what you mean - I was confused because you called it "the Framework", which made me think you were referring to the Algorithm Framework (which is new, yes, but hasn't 'changed' as such).

Regarding any complete demo algos that use the 'correct' / new framework, the links are in my earlier reply.

Good luck!

0
Update Backtest



0

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.

Loading...

This discussion is closed

Discussion Tags