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264.925Net Profit
11.337PSR
0.608Sharpe Ratio
0.049Alpha
0.095Beta
9.745CAR
17.4Drawdown
-1.03Loss Rate
38Parameters
0Security Types
5081Tradeable Dates
171Trades
0.599Treynor Ratio
2.81Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
8.877Net Profit
25.77PSR
0.687Sharpe Ratio
0Alpha
0Beta
3.072CAR
8.4Drawdown
-0.15Loss Rate
58Parameters
0Security Types
0.897Sortino Ratio
880Tradeable Dates
788Trades
0Treynor Ratio
0.36Win Rate
23.717Net Profit
0.051PSR
0.209Sharpe Ratio
0.016Alpha
-0.004Beta
1.815CAR
24.8Drawdown
50Loss Rate
0Parameters
1Security Types
0.0197Sortino Ratio
4318Tradeable Dates
1267Trades
-4.001Treynor Ratio
50Win Rate
-0.582Net Profit
4.556PSR
-0.695Sharpe Ratio
-0.006Alpha
0.002Beta
-0.548CAR
1.1Drawdown
64Loss Rate
47Parameters
1Security Types
-0.3185Sortino Ratio
388Tradeable Dates
89Trades
-2.46Treynor Ratio
36Win Rate
Mathew started the discussion FIX brokerage implementation
Looking for someone to pay to implement a full integration of http://quickfixn.org or similar FIX...
Mathew started the discussion Lean using Local CSV files
I am reading in data via dropbox, it works with out any issue using the following “GetSource”
Mathew started the discussion Difference's in printed time's to logs
running Lean using CLI and importing data using csv's
Mathew left a comment in the discussion Lean using Local CSV files
to maybe add more context. I did a similar write line in the
264.925Net Profit
11.337PSR
0.608Sharpe Ratio
0.049Alpha
0.095Beta
9.745CAR
17.4Drawdown
-1.03Loss Rate
38Parameters
0Security Types
5081Tradeable Dates
171Trades
0.599Treynor Ratio
2.81Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
8.877Net Profit
25.77PSR
0.687Sharpe Ratio
0Alpha
0Beta
3.072CAR
8.4Drawdown
-0.15Loss Rate
58Parameters
0Security Types
0.897Sortino Ratio
880Tradeable Dates
788Trades
0Treynor Ratio
0.36Win Rate
23.717Net Profit
0.051PSR
0.209Sharpe Ratio
0.016Alpha
-0.004Beta
1.815CAR
24.8Drawdown
50Loss Rate
0Parameters
1Security Types
0.0197Sortino Ratio
4318Tradeable Dates
1267Trades
-4.001Treynor Ratio
50Win Rate
-0.582Net Profit
4.556PSR
-0.695Sharpe Ratio
-0.006Alpha
0.002Beta
-0.548CAR
1.1Drawdown
64Loss Rate
47Parameters
1Security Types
-0.3185Sortino Ratio
388Tradeable Dates
89Trades
-2.46Treynor Ratio
36Win Rate
-0.195Net Profit
3.02PSR
-0.894Sharpe Ratio
-0.002Alpha
0Beta
-0.184CAR
0.3Drawdown
60Loss Rate
47Parameters
1Security Types
-0.3454Sortino Ratio
388Tradeable Dates
91Trades
5.788Treynor Ratio
40Win Rate
225.287Net Profit
28.597PSR
0.895Sharpe Ratio
0.085Alpha
0.056Beta
10.588CAR
19Drawdown
49Loss Rate
4Parameters
2Security Types
1.0241Sortino Ratio
4280Tradeable Dates
127Trades
1.654Treynor Ratio
51Win Rate
Mathew started the discussion FIX brokerage implementation
Looking for someone to pay to implement a full integration of http://quickfixn.org or similar FIX...
Mathew left a comment in the discussion Rolling Window not working Lean Locally
was there ever a solution to this problem? This is also none functional for me too with exactly...
Mathew started the discussion Lean using Local CSV files
I am reading in data via dropbox, it works with out any issue using the following “GetSource”
Mathew started the discussion Difference's in printed time's to logs
running Lean using CLI and importing data using csv's
Mathew left a comment in the discussion Lean using Local CSV files
to maybe add more context. I did a similar write line in the
Mathew left a comment in the discussion Lean using Local CSV files
I thought a very similar thing, so I tried the following to confirm that the location path was...
Mathew started the discussion Lean Research Environment Problems pulling data
I am attemping to setup a research env. Pythong/C# are working with out issues with the Visual...
Mathew started the discussion Dockfile for Jupyter
built DockerfileLeanFoundation without issuebuilt DockerfileJupyter with only having to change...
Mathew left a comment in the discussion Lean Research Environment Problems pulling data
the best way I found to get this functioning locally is to follow the steps with in the docer...
Mathew left a comment in the discussion Dockfile for Jupyter
thanks for the tip. I confirmed with many variations that anything related to the module...
Mathew left a comment in the discussion Lean Research Environment Problems pulling data
clearly, there is an environment set-up error, cause that takes me back to the method not found.
Mathew left a comment in the discussion Rolling Window not working Lean Locally
was there ever a solution to this problem? This is also none functional for me too with exactly...
2 years ago