How to Save to objectStore from a backtest

Hey Newoptionz,

this is actually not really difficult but a few things changed with the objectStore so the whole thing can be a little bit confusing.

1. Make a dataframe. Guessing that you're doing that somewhere in your code already, so nothing to add here.
2. save and make dataframe ready to save in the objectstore. Also, you can put that code into the OnEndOfAlgorithm so it only does it once.

   Code:

def OnEndOfAlgorithm(self):
	self.ObjectStore.Save(f"{self.ProjectId}/your_dataframe", df.reset_index().to_json(date_unit='ns'))

 Note: not sure if self.ProjectId works. You can find the project ID in the URL of your browser when you open a project (ex. quantconnect.com/project/12345).

3. Restore objectStore in notebook:

# Read back data from object store
df = pd.read_json(qb.ObjectStore.Read(f"{qb.ProjectId}/your_dataframe"))




#Depending on what you saved you will have to use these:


#restores time
df['time'] = pd.to_datetime(df['time'])
#srestores symbol
df['symbol'] = df['symbol'].apply(lambda x: qb.Symbol(x))
#restores index
df.set_index(['symbol', 'time'], inplace=True)

Hope it helps ;)

Best,
Nico

Thanks Nico

That worked. Well it worked in the main.py in the ‘class ExtractAlphaEstimizeDataAlgorithm(QCAlgorithm):’.  What I want to do, is do this on a smaller class.  When I try instantiate a smaller class then it doesn't work within that class.

So this works in the main.py

def OnEndOfAlgorithm(self):

        str1 = self.oEst1.OnEndOfAlgorithm02()
        model_key =  f"{self.ProjectId}/{self.oEst1.name}/bt20230110_2122"
        reset = True

        if reset and self.ObjectStore.ContainsKey(model_key):
            self.ObjectStore.Delete(model_key)
        
        
        self.ObjectStore.Save(model_key, str1)

        return

 I want it to work in oEst1.  I'm going to try once more