Research

The Research Environment is a Jupyter notebook-based, interactive commandline environment where you can access our data through the QuantBook class. The environment supports both Python and C#. If you use Python, you can import code from the code files in your project into the Research Environment to aid development.

Before you run backtests, we recommend testing your hypothesis in the Research Environment. It's easier to perform data analysis and produce plots in the Research Environment than in a backtest. The Research Environment also supports debugging for Python projects.

Before backtesting or live trading with machine learning models, you may find it beneficial to train them in the Research Environment, save them in the Object Store, and then load them from the Object Store into the backtesting and live trading environment

In the Research Environment, you can also use the QuantConnect API to import your backtest results for further analysis.

The following snippet demonstrates how to use the Research Environment to plot the price and Bollinger Bands of the S&P 500 index ETF, SPY:

The following snippet demonstrates how to use the Research Environment to print the price of the S&P 500 index ETF, SPY:

// Load the required assembly files and data types in a separate cell.
#load "../Initialize.csx"

# Create a QuantBook
qb = QuantBook()

# Add an asset.
symbol = qb.add_equity("SPY").symbol

# Request some historical data.
history = qb.history(symbol, 360, Resolution.DAILY)

# Calculate the Bollinger Bands.
bbdf = qb.indicator(BollingerBands(30, 2), symbol, 360, Resolution.DAILY)

# Plot the data
bbdf[['price', 'lowerband', 'middleband', 'upperband']].plot();

#load "../QuantConnect.csx"
using QuantConnect;
using QuantConnect.Data;
using QuantConnect.Algorithm;
using QuantConnect.Research;

// Create a QuantBook
var qb = new QuantBook();

// Create a security subscription
var symbol = qb.AddEquity("SPY").Symbol;

// Request some historical data
var history = qb.History(symbol, 70, Resolution.Daily);

foreach (var tradeBar in history)
{
    Console.WriteLine($"{tradeBar.EndTime} :: {tradeBar.ToString()}");
}

Each new project you create contains a notebook file by default. Follow these steps to open the notebook:

1. Open the project.
2. In the right navigation menu, click the Explorer icon.
3. In the Explorer panel, expand the Workspace (Workspace) section.
4. Click the Research.ipynbresearch.ipynb file.

When you open a notebook, it automatically tries to connect to the correct Jupyter server and select the correct kernel, which can take up to one minute. If the top-right corner of the notebook displays a base (Python x.x.x) button, wait for the button to change to Foundation-C#-DefaultFoundation-Py-Default before you run the cells. If you run cells before the notebook connects to the server and kernel, you may get the following error message:

Notebooks are a collection of cells where you can write code snippets or MarkDown. To execute a cell, press Shift+Enter.

The following describes some helpful keyboard shortcuts to speed up your research:

There is a 15 minute timeout period before the cells becomes unresponsive. If this occurs, restart the notebook to be able to run cells again.

You need stop node permissions to stop research nodes in the cloud.

Follow these steps to stop a research node:

1. Open the project.
2. In the right navigation menu, click the Resources icon.
3. Click the stop button next to the research node you want to stop.

Follow these steps to add notebook files to a project:

1. Open the project.
2. In the right navigation menu, click the Explorer icon.
3. In the Explorer panel, expand the Workspace (Workspace) section.
4. Click the New File icon.
5. Enter fileName.ipynb.
6. Press Enter.

Follow these steps to rename a notebook in a project:

1. Open the project.
2. In the right navigation menu, click the Explorer icon.
3. In the Explorer panel, right-click the notebook you want to rename and then click Rename.
4. Enter the new name and then press Enter.

Follow these steps to delete a notebook in a project:

1. Open the project.
2. In the right navigation menu, click the Explorer icon.
3. In the Explorer panel, right-click the notebook you want to delete and then click Delete Permanently.
4. Click Delete.

The following table lists some helpful resources to learn Jupyter: