Hoping to get some help on this topic. Is it allowable to save a dataframe built from the QC cloud locally? I really would like to be able to train an AIML algo framework I have built up on my local machine using a dataframe that was built up from features generated from QC algos. I want to be able to exactly replicate how the dataframe is built up in realtime from the QC platform. I will never run the algo locally for live trading, only build the AIML model then get it running from the cloud. The issue is that my stacked models take a long, long, long time to train even with my state of the art GPUs and 24 core processor. Alternatively, is there a way to pipe in my local historical 1 minute futures, ETF, and equity data through the QC framework so I can build the dataframe?
Mia Alissi
Yes, it is possible to save a DataFrame built from the QC cloud locally. After you train a model, you can save it into the Object Store. In QuantConnect Cloud, your Object Store data is backed up on QuantConnect servers. In local algorithms, your local machine saves the Object Store data. If you save models in live algorithms, save them at the end of the training method so you can access the trained model again if your algorithm stops executing. If you save models in backtests, save them during the
OnEndOfAlgorithm
event handler so that saving multiple times doesn't slow down your backtest.As for your second question, when running the LEAN engine locally with the CLI, you can use all of the features explained in the Importing Data page of the LEAN documentation. This includes importing your local historical 1 minute futures, ETF, and equity data. You can follow the steps provided to convert your custom data class to retrieve data from a local file instead of a remote one.
Remember, when you deploy local algorithms, you can use any of the following data feeds:
To view the asset classes that our IQFeed and Polygon integrations support, see the respective Supported Assets and Supported Assets pages.
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Michael Dehring
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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