Back

When running LEAN locally, is it possible to source data from QuantConnect?

I was just browsing around, and it looks like the data feeds you get with LEAN aren't as complete/detailed as what you can get running QuantConnect in their cloud environment?

I was hoping to have a workflow that looks like this:

1) Develop/backtest purely locally, source data from QuantConnect
2) Deploy onto QuantConnect
3) Trade live on QuantConnect

So ideally, I wouldn't have to host/run my own infra, but can develop locally for the speed (I find the online IDE really slow) 

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.


Hi Kevin! Data can't leave QuantConnect; but you can: 

3

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 the fast response! The VS plugin looks the most promising for my desried workflow. I guess there's no such plugin for VS code or any other editors/IDEs? I develop on linux, and would prefer to avoid using Windows if possible.

0

We have an electron app which is cross-platform and is effectively a dropbox style sync to the cloud which would suit your needs. Its almost done! Link Liang is just doing the login part now.

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.


This is the app Jared is referring to.

https://www.quantconnect.com/skylight

 

0

Hi Kavin,

Here is a command line tool you may be interested in. I am not seeing quantconnect team advertising it, but it is also developed by quantconnect team and works across platform well.

https://github.com/QuantConnect/quantconnect-cli

 

2

Wait this is incredible -- is this C# only ? Or can I use Python locally as well?  I was hoping for a way to use LEAN framework locally in Python, possibly with my own data for more computationally expensive testing -- like a fundamental PIT neural net with a 5yr rolling window. 

I've seen some kinda hacked repo's, like the C# VS library, but was curious if there's a way to do this with Python, since it doesn't have Nuget plugins  etc. 

 

0

LEAN is for both C# and Python. I'd recommend using the Docker container since its a completely setup environment with all the versions set correctly. The CLI and Skylight work for all languages and platforms =) Video.

docker pull quantconnect/lean:latest
See the run_docker scripts in the root here.

Running LEAN with VSCode. 

https://github.com/QuantConnect/Lean/tree/master/.vscode

 

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.


Jared Broad , is there a way to use the Docker image with Skylight in order to get the C# autocomplete to work? It seems that Skylight will only sync code from a predefined directory and LEAN wants the algos to be inside the LEAN source dir?

0

OK, I figured it all out... though it took a while. Docker has nothing to do with this. I had to build LEAN locally. I wrote my process in another thread: 

https://www.quantconnect.com/forum/discussion/8279/c-autocomplete-with-skylight/p1/comment-25336

 

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