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Parameter search / batch run

Hi,

Is there a simple way of implementing a parameter search or batch run, either on QC or on a local version of Lean. This appears to have been on the to do list for years. There are a couple on Github (see below) but I can't get either to work. One doesn't work on python and the other is based on an older version of .NET. 

https://github.com/jameschch/LeanParameterOptimization

https://github.com/Doggie52/Lean-Batch-Launcher

 

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Hi Dat,

We don’t offer a built-in batch run service.

However, every component of LEAN is designed in a pluggable extendable manner. If it’s implemented and run locally, you can plug-in unofficial, alternative batch launchers like the LEAN Batch Launcher.

Keep in mind that data from QuantConnect can’t be used when running locally. Instead, you can:

Best,
Gahl Goziker

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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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