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How to work with data?

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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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

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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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