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Use saved skelarn pkl file in QC

I would like load sklearn machine learning model into QC to make predictions as new bars arrived. File is saved as .pkl file.

I can't use ussual way:

model = self.Download("https://github.com/MislavSag/trademl/blob/master/trademl/modeling/rf_model.pkl")

because it imports pkl as string.

Ussual way to do thta is: 

 clf = joblib.load("rf_model.pkl")

How to implement this inside Initialize module?

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Hi Mislav,

Pickle is not one of our supported libraries. Instead, refer to our documentation on storing and retrieving trained models from the ObjectStore.

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.


OK, tnx for feedback.

 

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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.


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