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Running backtest in local environment with custom data

Hi,

I wanted to run some backtests with continuous futures, but to my understanding this is not currently supported by QC. So, I've downloaded the LEAN Open Source Project to my computer and working locally, using Visual Studio for development. I want to have my algos access my custom data, but I'm having trouble figuring out where I should upload my custom data, and in what format?

Any help would be appreciated, thank you!

Update Backtest







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Hi Richard S ,

You can rely on the importing custom data feature locally too.
The Reader method will return:

return new SubscriptionDataSource(source,
SubscriptionTransportMedium.LocalFile,
FileFormat.Csv);

where source is a string with the file location in disk. 

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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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