I can't find any instructions on how to use Broadcast. I have no clue how to add systems to it. There don't seem to be any knobs or dials on the appropriate web page.
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Broadcast: Are there any instructions on how to use it?
Anthony FJ Garner | December 2017
I can't find any instructions on how to use Broadcast. I have no clue how to add systems to it. There don't seem to be any knobs or dials on the appropriate web page.
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Jared Broad
Hey Anthony, there's this little button here which gives a GIF walk through =)
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.
Link Liang
Hi KY,
Yes running Lean on your own is possible even if SLS opt-out is not prohibited in your country/region. Let us know if you have any problem in the setting up and deploying process of your server for Lean. Thanks for your support!
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.
Xiaolei
Hi,
I am trying to run Lean on my local server for live trading FX with Oanda. So what I have did so far are
Changed certain fields in `config.json`
"enviroment": "live-oanda", "oanda-environment": "Practice", "live-oanda": { "live-mode": false, ....}
and filled fields "job-user-id", "api-access-token", "oanda-access-token", "oanda-account-id" .
Then rebuild the solution. And ran a simple algorithm. However, I got an error
ERROR:: Engine.Run(): Error running algorithm System.InvalidCastException: Specified cast is not valid. at QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.Initialize (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Interfaces.IMessagingHandler messagingHandler, QuantConnect.Interfaces.IApi api, QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler transactionHandler) [0x00016] in <bc7b4fac3a6b4b2586612532d9acbdee>:0 at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.AlgorithmManager manager, System.String assemblyPath) [0x000b1] in <bc7b4fac3a6b4b2586612532d9acbdee>:0 20191216 09:26:36.682 ERROR:: LiveTradingResultHandler.StoreLog(): System.NullReferenceException: Object reference not set to an instance of an object at QuantConnect.Lean.Engine.Results.LiveTradingResultHandler.StoreLog (System.Collections.Generic.IEnumerable`1[T] logs) [0x00000] in <bc7b4fac3a6b4b2586612532d9acbdee>:0
Would anyone please help me with this? Or point out where can I find any documentations for setting up live trading locally.
Thanks in advance.
Xiao
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.
Xiaolei
I figured its my enviroment setting not correct, now everything works with the following settings
"live-mode-brokerage": "OandaBrokerage", "data-queue-handler": "OandaBrokerage", "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler", "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler", "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed", "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler", "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler", "history-provider": "BrokerageHistoryProvider"
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.
Libor Blaheta
Hello Jared
In the very first post of this thread you wrote
>>> You will need LEAN - our cross platform open-source project kernel of QuantConnect. It builds and runs locally with almost no effort. We ship small data samples with your project so you can see it working instantly. Windows, Linux or Max are supported. By default it is a CLI program and we provide a rudimentary GUI but community members have built beautiful GUI's for Windows.
Can you suggest what are those Windows GUIs, I have found only AlgoLoop on github.
Thanks
Libor
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.
Jared Broad
https://github.com/mirthestam/lean-monitor
https://github.com/Capnode/Algoloop
I didn't know about AlgoLoop! Very cool =)
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.
Shailesh Raval
Hi,
Today, I could successfully install QC-Lean on CentOS-7 VPS and run C# default algo. When I tried to run python algo, I faced some error. From error message, it looks like QC is looking for puthon 3.6 dll.executable where as I have installed python 3.8.1. on VPS.
20200118 15:49:13.936 ERROR:: Loader.TryCreatePythonAlgorithm(): System.DllNotFoundException: python3.6m assembly:<unknown assembly> type:<unknown type> member:(null)
at (wrapper managed-to-native) Python.Runtime.Runtime.Py_IsInitialized()
at Python.Runtime.Runtime.Initialize () [0x00000] in <c66998abee2f4df39ea2647af887c7b2>:0
at Python.Runtime.PythonEngine.Initialize (System.Collections.Generic.IEnumerable`1[T] args, System.Boolean setSysArgv) [0x0001e] in <c66998abee2f4df39ea2647af887c7b2>:0
Where should I change python3.6 to python3.8 ? or should I copy python3.8 as python3.6?
Thanks
Shailesh
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.
Alexandre Catarino
Hi Shailesh Raval
Please check out the docker file we use in QuantConnect Cloud to create the images we use to run Lean.
At the moment, due to a restriction in pythonnet (the interface between C# and Python), we can only have support one version of Python and there is 3.6. So you will need to uninstall and/or downgrade your system's Python version.
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.
Shailesh Raval
Hi Alexandre,
I can not use docker file because my host server (where my VPS is hosted) is using some old 2.* verson kernel and Docker needs newer 3+ verson kernel. I can not uprade my VPS kernel..
I reinstalled python 3.6 after uninstalling/removing python 3.8. Still it is same issue. I have requested to migrate my vps to another server host which runs newer 3+ version kernel. Will try docker solution then.
Thank you very much..
Shailesh.
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.
Clyde Hunter
I just wanted to add something really fast. I'm almost done finishing my setup on my Linux server. There's a few changes to the current directions on the github README file I'd like to suggest. Is this the best way to provide those?
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.
Jared Broad
Thanks, Clyde -- best would be to create a Github issue with the proposed solution. Suggest running it by the team at support@quantconnect.com if you'd like feedback before opening the issue.
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.
Clyde Hunter
Ok cool, I figured! Just wanted to double check!
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.
Nabeel
If I understand correctly, looking at the launch script, it looks like we need to have built Lean locally already? That completely defeats the purpose of running it in Docker... for example, I develop mostly on a Mac... except, I have a minimal VS project with the dependencies loaded from nuget. I should just be able to create my own Dockerfile, sourcing from `quantconnect/lean:lean`, and then `COPY` in my algorithm and config files... building completely locally and having everything inside of Lean is way overkill.., This Docker setup makes no sense
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.
Jared Broad
Interesting feedback thanks Nabeel
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.
Sulfred
A question about Local lean. For the Coarse and Fine Universe, is it means that user need to buy the data from Morning star, receive and handle those data by themselves? Since that part is not open source ?
Thank you very much.
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.
Jared Broad
Correct Sulfred, the Morning Star dataset for the fine universe selection is not within the reach of individuals to purchase so we did not open source the processing technology for that dataset. We're happy to share it but just ask the institutions interested in using the code reach out to us at support@quantconnect.com.
Coarse universe selection you can assemble with almost any daily data source.
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.
Athon Millane
Thought I'd tack on to this thread as it's still relatively active. Has anyone running MacOS/Unix/Cloud deployment successfully got either of the open source UI offerings working? I imagine with the right configurations they could be packaged to run inside Docker. I have done very little digging but thought I might get a quick answer here. Thanks
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.
Derek Melchin
Hi Anthon,
We do not currently have any open-source UI offerings. Refer to this readme for instructions instructions with docker.
Best,
Derek Melchin
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.
Athon Millane
Hi Derek,
My question was referring in particular to Jared's links to 2 open source UI contributions in this comment earlier in the year.
https://github.com/mirthestam/lean-monitor
https://github.com/Capnode/Algoloop
Both appear to be designed to support Windows, but I (and I'm sure many others) use MacOS or remote containerised stacks (as suggested in Jared's original post about avoiding vendor lock in). My question was directed primarily at this subset of users asking whether anyone had successfully packaged either of these UIs to work system agnostic or within Docker.
If not, I'll experiment and see if I can set something up with these existing tools. Failing that I'd be happy to work towards an open source UI using Bokeh or some other toolset that closer approximates a Unix / open data science stack.
Thanks,
Athon
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.
Jared Broad
@Athon Millane no -- they're both windows only GUI's. We're trying to make something agnostic with Electron but it's quite picky. I think at this point just HTML+a charting lib like Bokeh would be a good option for LEAN open source.
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.
Carsten
I got Lean running on a Mac with python. I generated from a quandl bulk CSV the daily.zip(csv insid), the factor_files and map_files. Tested with this code, several ticker and everything fine, same resuts as zipline.
class tesla(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2010,1, 1)
self.SetEndDate(2020,1,1)
self.SetCash(50000)
self.AddEquity("AMZN", Resolution.Daily)
def OnData(self, data):
if not self.Portfolio.Invested:
self.SetHoldings("AMZN", 1)
BUT, if I use a universe
class test(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2018, 1, 1)
self.SetEndDate(2018, 6, 30)
self.SetCash(50000)
... more code in-between
self.AddUniverse(self.MyCoarseFilterFunction)
# plain vanilla universe
def MyCoarseFilterFunction(self, coarse):
sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
filtered = [ x.Symbol for x in sortedByDollarVolume
if x.Price > 10 and x.DollarVolume > 10000000 ]
return filtered[:500]
I don't get any errors, but get returns of zerro.
I belive I have to tell the system what kind of stocks are availabe....
found in /Data/equity/usa/fundamental/coarse some csv files, should be easy to re-enginiere with a definition of the header and how to smoke the numbers behind the tickers? (try to copy a picture but did not display...but I guess its obvious wjat kind of csv files im talking about)
I hope I don't need the jason files which look more complicated and contain some fundamntal data.
Do I need more to get the system running?
Thanks Carsten
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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