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Importing backtested positions and time from local

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Hi everyone,

I'm a newbie to quantconnect, I just got my installation running locally via visual studio with no problem, I am very excited to join the community!

I've been doing some backtesting before I found out about this backtesting engine, I have some historical result (target position, ticker, date) on US equities saved down locally, is there a way to import the csvs into Lean and produce back test result from there? Or do I have to subscripe to equities data (as I heard it's not free as of now), run my algo, produce signals, and re-calculate positions again? If anyone knows any insight into this, could you share how did you deal with this?

Many thanks ahead,

Blackladder

 

 

 

 

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3 Comments
 
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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.

Equities data is not available for the local LEAN installation - you will need to use the QC Web Terminal for those types of algos.

As for importing old positions, you would have to write a function to check the CSV on every data point and, if the date matches, put the position on.

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Hi Douglas,

Thank you for your response. May I ask you to further elaborate on the function to check the csv? This is something that can be done on the local LEAN installation? But would I also need to provide equities data because if ran locally I cannot access the equities data from quantconnect?

Or, the other way around, can I import the csv from the web terminal?

Thank you,

Blackladder

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Correct you would need to provide your own data. No export is permitted from the website.

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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.

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.

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