How to work with data? by David

David INVESTOR

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For example, how to work with the data API for research and predictive model training?

There is a data section on the website but I need a kind of raw data provider api to pull data for traiining, the data view needs to be the same as the algo input in the end. Typically this means there is a kind of data-provider API that is the same for both historical and live feeds.

I have not yet found this. Everything in the "data" section is manual as far as I can tell.

Maybe this is the way?

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/WarmupHistoryAlgorithm.py

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David

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Derek Melchin

STAFF ,

Hi David,

Refer to our machine learning research documentation for examples on how to utilize our data to train models in the research environment.

Additionally, this Research to Production tutorial demonstrates how to train models during a backtest.

Best,
Derek Melchin

David INVESTOR

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