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Understanding of Framework

 

Dear community, 

I am new to this, and have been trying to figure out how the framework works. I finished tutorial like three times regarding the algo framework. 

First off, to play with these modules, I selected all modules from the selection, for example, SmallCapGrowthStocks for universe, CboeVixAlphaModel for alphamodel and followed by portfolioconstruction, excution, risk modules.

My question here is once I add these modules, isnt a backtest supposed to spit out some result? Since the universe module should select symbols and based on that, Alpha model generates insights. Then, excution model should excute in my understanding. (also with realtime risk management module) 

Only success I have so far is with the code from the tutorial. 

Would you please let me know what I am missing here? Any documents or detailed video tutorial are welcome.

Thanks

 

Update Backtest








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Hi Juhwan,

From your code, please comment out and add the following lines:

#self.AddAlpha(CboeVixAlphaModel(self))
self.AddAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(days = 30), None, None))
       

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Hi Juhwan,

If we view the Update method inside the CboeVixAlphaModel.py file, we see the alpha model requires the insights generation process to still be implemented. Use our documentation on Creating Insights as a guide.

Best,
Derek Melchin

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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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