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QCAlgorithm Open Sourced

You can now compile your entire algorithm locally, using your local IDE, local autocomplete etc. We know you love your own setup so we've made it as easy as possible to code your strategy.

1. First go to our GITHUB account and subscribe to be notified of any changes - https://github.com/QuantConnect/

2. Then check out a copy of the QCAlgorithm Projects from the QCAlgorithm Repository: https://github.com/QuantConnect/QCAlgorithm.git

If you open QuantConnect-Git.sln you'll be able to compile the project locally, and under the Algorithm project you'll see MyAlgorithm.cs so you can start coding your strategy here!

If you'd like to make changes to the base class, or have found a bug somewhere else please let us know!

Jared
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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.



Great news Jared! For some of us the browser is convenient but for longer stretches, the ability to do all of my coding in vim is great. Once you're set in a system it gets so intuitive to use. This is a great functionality add for sure, I'll be picking through for bugs :)
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Just going through and testing, and I was thinking about how one would upload a compiled algorithm? Any help would be much appreciated
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Thanks for trying out the new GIT functionality. Hope it works out in the way we intended it to i.e. letting you code in the way that is most comfortable for you.

Regarding to the uploading of compiled algorithms, we are working on this and hope to add shortly. Thanks for the suggestion, we'll let you know when we've completed that feature in the meantime enjoy coding easier than before! :)
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Okay so, with apologies, I intend to take a look at QuantConnect in a couple of weeks after an exam -- what is the best path to getting up and running in OSX using a local IDE/emacs+git, testing algorithms and visualizing data? Is there a PDF I can read on the subway to get up to speed?
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Hey @Simon, I haven't tested with OSX but I'm sure any GIT client will suffice; the principles should be the same. Here's a guided tutorial for using GitBash which has a Mac version: https://www.quantconnect.com/docs/Tutorials/Backtest-Strategies-Via-GIT
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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.


Okay -- I'm glancing through the docs, and what isn't jumping out at me is a way to return logging information, debug algorithms and produce custom charts and rolling performance metrics.

Is the only feedback that one gets the equity curve and canned stats?
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Debug() - Pushes short messages to the console. Log() - Saves longer form messages to a file you can download after the simulation completes.

Custom charts are on the to-do for September :), and custom statistics can be done through overriding the QC.Common statistics classes but at the moment that is difficult. When we open up the compiled algorithm support you'll be able to upload your own QuantConnect.Common.dll (using the github repo as a base).
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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





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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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