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I was wondering do you guys have a design document how are different pieces work together and how they interact?
I think at this point I have some idea of how the system but a deeper understanding of say how universe is built using tick data or how indicators are calculated from tick data and how different classes fit together would be great.
Any github commit you recommend for me to take to get deeper understanding of the system?
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Alexandre Catarino
You can have a look at Lean documentation at lean.quantconnect.com.
There is a section about the System Architecture.
The code itself is a great source of knowledge since it is well documented.
In my opinion, the best way to understand how the different pieces work together is contributing to Lean. For example, try to create an indicator following the tutorial "How Do I Create an Indicator?" you find at Lean docs.
Jared Broad
It is pretty big now! Any architecture documentation in generally behind the curve so its been tricky keeping up to date. I'll see what I can whip up tonight to give you a general overview :) This one is what we did about 2 years ago.
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.
Hemant Verma
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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