john smitherson
Quant
Date Joined
28th March, 2019
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Python Programming
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2019-03-28 05:13:54
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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
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View Morejohn started the discussion Lean: Live Data Setup
Hello, I'm going to post a quick question and will edit to add more specifics in a minute:
john started the discussion LEAN: Anyone with working Alpaca data connection OR help with debugging NatsClient.cs for it?
Title states the first question.
john started the discussion Lean: Anyone able to use the Docker image at DockerHub?
It appears it only has Jts, ibgateway/ and jts.ini in the /root dir.
john started the discussion LEAN: how to get any custom output to file, using Python self.Log or self.Debug
Hi, I cannot get any output using LEAN. Ive search the forum. The main related question implies I...
john started the discussion LEAN: backtesting not pulling historical data from Alpaca
Hi, so I reconfigured everything to run from inside the Docker image container (re another post)...
john started the discussion Lean: Live Data Setup
Hello, I'm going to post a quick question and will edit to add more specifics in a minute:
john started the discussion LEAN: Anyone with working Alpaca data connection OR help with debugging NatsClient.cs for it?
Title states the first question.
john started the discussion Lean: Anyone able to use the Docker image at DockerHub?
It appears it only has Jts, ibgateway/ and jts.ini in the /root dir.
john started the discussion LEAN: how to get any custom output to file, using Python self.Log or self.Debug
Hi, I cannot get any output using LEAN. Ive search the forum. The main related question implies I...
john started the discussion LEAN: backtesting not pulling historical data from Alpaca
Hi, so I reconfigured everything to run from inside the Docker image container (re another post)...
john left a comment in the discussion LEAN: backtesting not pulling historical data from Alpaca
gawh, and change "zip /qc/spy.zip /qc/spy.csv" to "cd qc ; zip spy.zip spy.csv" or whatever your...
john left a comment in the discussion LEAN: backtesting not pulling historical data from Alpaca
better.. import old, format correctly, append and zip:
john left a comment in the discussion LEAN: backtesting not pulling historical data from Alpaca
Nope, couldn't be that easy. That wget method doesnot work. But you can pull from Alpaca:
john left a comment in the discussion LEAN: backtesting not pulling historical data from Alpaca
wget https://www.quantconnect.com/data/tree/equity/usa/daily/s*/spy.zip...
john left a comment in the discussion LEAN: backtesting not pulling historical data from Alpaca
Okay, I remember now.. pulling data from QC isnt coded into LEAN for some reason. You have to...
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john left a comment in the discussion LEAN: backtesting not pulling historical data from Alpaca
and make all the timestamps to be noon on daily data to be used for benchmark data under...
5 years ago