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Hi,
I want to inspect my live trading results in more detail. I have downloaded json files for all orders and this helps to calculate some useful statistics, but I don't have enough information to construct realizable statistics. The main problem is that, for some time, the algo was not active. (mostly because of problems with brokerage or some other errors).
- Is it possible to somehow download data on dates on which algo was active?
- Is there any other json data file for live trading that I can use for calculating performance of my live strategy in live trading?
Louis Szeto
Hi Mislav
It is possible to download the data on specific dates to a local machine via LEAN CLI. Please visit the dataset page for your desire dataset and follow this instruction for downloading. Note that some local data are subjected to additional charges.
The JSON file is also available to upload for cloud research in the research notebook by Download method:
Best
Louis
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.
Mislav Sagovac
Maybe I was no clear enough. I would like to download data generated from live trading. I have found order json file in cloud, but are there any other data? I would like to create report on the performance of living trading. Like ordinary report but for live trading.
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.
Varad Kabade
Hi Mislav Sagovac,
We recommend using the results json file, which has all the relevant data of a live deployment in one place.
Best,
Varad Kabade
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.
Mislav Sagovac
Where can I find this json file in Qauntconnect web?
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.
Louis Szeto
Hi Mislav
Sorry for the delay. It is possible to read live trading results with the API:
Note that you can find project_id (int) in the website link when you click into the project, while live_machine_id (string) can be found in the "Log" tab of the live trading control panel.
We have tested it. However, the result does not include the orders, charts, statistics. We are looking into this issue to support it.
Best
Louis
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.
Mislav Sagovac
Hi Louis,
I have found project id in url of the site.
I have also found live_machine_id in Logs.
Can I call API endpoint locally or from research in QC?
If yes, what kind of request I have to make (POST or GET) and what are parameters, headers etc
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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