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We're happy to share that python libraries are now fully supported in QuantConnect. We've completely re-engineered the python stack to use PythonNet which acts as a bridge between Python and .NET enabling use of all your favorite libraries!
The vast majority of the API remains identical but there will be some gotcha's. If you find your python algorithm aren't working anymore you will need to do a little conversion work to get them into the new system. There are 30 examples of the new python net framework in github you can use as a reference.
We've been testing for about 6 months but there will likely be issues in the integration. If you find an issue please let us know through support: support@quantconnect.com
Thanks Alex and Stefano for all their work!
Artur Sokolovsky
Is there an option of using sklearn now? I failed importing it for some reason.
Jared Broad
libraries people want -- are there any others you might need?
Best,
Jared
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Artur Sokolovsky
Awesome, thank you for the reply and your work!
Well, there are also keras, theano and tensorflow might be needed in the future:)
Lucas Silva
That is super.
Nice work!
Nolan English
Nolan English
Alexandre Catarino
At the moment, numpy, pandas and scipy are supported.
We have tested sklearn, blaze, cvxopt, cvxpy, pykalman and statsmodels and they will be available as soon as possible.
Jayakumar Munuswamy
+1 for keras, theano and tensorflow
Nate Betz
Add a vote for xgboost.
Nate Betz
I haven't researched PythonNet yet; could a C# algorithm reference the whitelisted Python libraries?
The use case I'm thinking of would involve using C# for all of the trade execution logic, but pass data to one of Python's superior predictive modeling packages for scoring?
Alexandre Catarino
With Python.NET, a C# algorithm can import the whitelisted Python libraries.
We will work on this idea/suggestion. Thank you.
Alexandre Catarino
Update.
Here is the whilelist as of today (20170602): pycparser, pandas, scipy, numpy, sklearn, blaze, cvxopt, cvxpy, pykalman, statistics, statsmodels, arch, copulalib, xgboost, theano, keras and tensorflow.
Joshua Engelman
Would love pyhsmm and pymc3 as well
Dewald Abrie
Will you please add Chainer?
Kiki Te Iri
German Hernandez
I will add to Alexandre Catarino wish list tpot, gplearn and deap
RajRoy
VizTra
Hey,
just started playing around with
and lines 42/43, which are self.PlotIndicator(..) lead to this error:
"Backtest Error: Array type can not be an open generic type".
Petter Hansson
Like Nate Betz says, I would love an option to use Python libs from my C# code or otherwise my own Python code (using said libs) from my C# code to build alpha signal part of my algos. Mainly because Python has better ML tooling (also since Accord.net remains broken on QC cloud). Usually I find C# more productive though and I would certainly prefer to not port my codebase to Python.
Saurav
Hi, what about plotting libraries like matplotlib and seaborn.
Jared Broad
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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