What next? after successfull Lean install and first run.. by Shailesh Raval

Shailesh Raval INVESTOR

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Hello,

I have successfully installed Lean on CentOS 7 VPS. Initially, I tried to install latest versions of all the dependencies with no success. Later, I installed everything with exact versions for all the dependencies and installation was smooth. Particularly for miniconda, pythpn and pandas :-(.

I could al;so successfully run first built-in csharp algorithm and then python algorithm.

Now, how do I move to next step?

I want to take some algo from hear to my Lean installation and run there with increased limits like number of trades (10000+), use some helper python library for data persistent, few other things.

I would like to know:

1. what all files I need to copy from here to there and

2. where do I have to place those files?

3. What to change in config.json?

4. Do I need to rebuild entrie solution every time I change algorithm? (run msbuild command)

5. Can I attach that backtest over here for your feedback/review/comments? If yes, how?

6. How do I integrate live trading with OandA (first in my demo account and later in live fxtrade V2 account)?

7 Where and/or how can I find more information on questions like these so I need not bother anyone?

PS: Apologies for posting the same message with new subject/heading as earlier one did not receive any response..

Thank you in advance.

Shailesh.

Update Backtest

Shailesh Raval

Accepted Answer

Update Backtest

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Jared Broad

Hi Sailesh, please check out this tutorial to see many of the remaining steps through getting data and running a selected algorithm.

https://medium.com/hackernoon/setting-up-your-own-algorithmic-trading-server-4bbdf0766c17

Shailesh Raval

1k ,

Hi,

Thank you for quick response.

Question: If I name my python algorithm like DefaultPythonAlgorithm and create source code file DefaultPythonAlgorithm.py and put it in the folder /Lean/Algorithm.Python

and build executables/solution. and run the backtest successfully.

Later, when I want to backtest some other algorithm, Can I just replace DefaultPythonAlgorithm.py file with new source code file and leaving everything else (config.json, etc.) unchanged/unmodified and then run the backtest with new source code? (Without building executables/solution again)

Also, how do I run more than one backtest or live algorithms (possibly with same and/or different brokers) simulteniously using single installation of Lean framework? (assuming server had enough bandwidth, RAM and computing power).

Thanks and regards

Shailesh.

Rahul Chowdhury

39.9k ,

Hey Shailesh,

You can either replace the contents of DefaultPythonAlgorithm.py while leaving everything unchanged or you can change config.json to run another script.

If you want to run multiple instances, you can create several docker containers.

Shailesh Raval

1k ,

Hi Rahul,

Do I need to rebuild solution (meaning create another exe file using msbuild command) whenever I change content of DefaultPythonAlgorithm.py or modify config.json? I believe Python is scripting language and need not be compiled as it is executed using interpreter..

For this CentOS7 VPS, I have not taken docker route/ I have installed all the dependencies manually. That other docker related query is for Windows 8.1 environment which has VScode, docker, anaconda/miniconda, mono and python3.6

Thanks

Shailesh.

Jared Broad

>Do I need to rebuild the solution (meaning create another exe file using msbuild command) whenever I change the content of DefaultPythonAlgorithm.py or modify config.json?

This depends on your config location. If it is next to your exe there is no need to rebuild. Building copies the config from the project source to the build directory.

You should not need to rebuild for algorithm changes.

Shailesh Raval

1k ,

Thank you Jared.

Shailesh Raval INVESTOR

Update Backtest

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