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Hi,
I have managed to get Lean working locally in Linux with the Python module. However, I'm still confused about a few thiings.
1. Do I have to go through the whole "xbuild... " procedure followed by mono ./QuantConnect.Lean.Launcher.exe each time I change up my algorithm by a little bit, or each time that I change which file it points to?
2. I did read that data available on the cloud is not available locally due to licenscing reasons. If I were to purchase the license, how would that data then feed into my local backtests? Alternatively if I had my own data where would I place it and in what format for my backtest to run locally.
3. I have gotten the "global name: MovingAverageType is not defined" error. Is this related to not having data set up or do I have to import or place another module somewhere?
4. I'm trying to load a file into my script. I have the exact filepath in my Linux setup to go, but it still says file not found. I have the file placed in the same folder as the script. Does the program import/load files from a separate location or need some other references?
Thanks for all of the help!
Alexandre Catarino
1. Since we are talking about python, no, you don't need to rebuild Lean. You just need to delete the pyc files in Lean/Algorithm.Python directory.
2. The license we mention is the licensing agreement between us (QuantConnect) and our data vendors. You can use your own data (note that it should be written in Lean format), it should go into Lean/Data subfolders matching the security type and resolution.
3. It is related to not importing the required QuoteConnect library. Please add:
AddReference("QuantConnect.Indicators") from QuantConnect.Algorithm import *4. Any input file should be placed in the executable directory Lean/Launcher/bin/Debug. If you want to place it in the script location (Launcher/Algorithm.Python), you can use the relative path. For instance, if you want to read a name called data.csv, you need to write in the python script that it can be found at ../../../data.csv.
Atish Sawant
Thank you for your responses. That all makes sense. I do have a follow-up on #2 however. How do I convert a regular .csv data file to the Lean Format?
Alexandre Catarino
Please take a look at the Toolbox project.
There we can find programs that convert data from different sources to Lean format.
Checkout LeanDataWriter.cs.
Alexandre Catarino
Hi Chirag Rao,
1. In the directory where you launch jupyter, you cannot have nPython.exe. Other than that, you need to be sure that pythonnet is installed in your python distribution. Can you write a regular Python script that imports clr and run it successfully?
2. For MovingAverageType, you need:
from clr import AddReference AddReference("QuantConnect.Indicators") from QuantConnect.Indicators import *Atish Sawant
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