I am wondering if there is a way to get daily positions for a backtest after it has already finished. I remember Quantopian had a feature where you could save things to a dataframe and it would be available in the backtest output. Is something similar available on QC?
Derek Melchin
Hi Walter,
We can move data between the backtesting environment and the research environment by using the ObjectStore. The attached backtest demonstrates how we can save the daily holdings to a DataFrame throughout the backtest and save the entire DataFrame to the ObjectStore at the end of the backtest. The attached notebook shows how we can read in the DataFrame from the ObjectStore.
Best,
Derek Melchin
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Walter Kissling
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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