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Skylight with Lean engine

Hi,

I would like to see if my Strategy can make it to the alpha stream or if I can put it into a fond or something since its performing pretty good.
But I am not able to get Skylight working with Lean.
As I can see you can only create c# projects with skylight which are just a bunch of files.
But I've written the algorithm withn the lean engine with custom data feed.
So how can I map the lean solution with the web application so that it takes my strategy?

+ I am not very used to python is there a posibility to have some report generator with C# or can you share some links where I could generate other performance sheets?

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.


Hi Amir,

If the custom data is stored locally, be sure to upload them to the cloud (DropBox, Github, etc.) then change the subscription path to the new URL. 

Furthermore, Ollie Hooper made a great video on how to use Skylight.

Best,
Shile Wen

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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 get that point of having the data remotely accessable but what if I add my own indicators and use the indicator base class, Or if I want to add something else which derives from files in the lean solution?

The video you shared only shows you how to work with skylight if you have a bunch of files which are independent.
So just to make my thougths more understandable: I can't pull the Lean solution from GitHub to my Local environment to be able to load it into my profiles QuantConnect Folder to sync it or "upload" it with Skylight to quantconnect WebApp. That would only make sense with 1 algorithm file and not with the pullable Lean solution.

Is this a limitation? If yes is there any other way to get plotting in local environment?

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Hi Amir Awak ,

In QuantConnect Cloud, we can only run algorithms using the official Lean engine wich QuantConnect pulls from QuantConnect/Lean repository.

At the moment, if you want to plot in local environment, you need to open the backtest in Algorithm Lab, download the result file at the Overview tab, read the file (it's in json) that has the data of custom plotting feature.

1

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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