Is it possible to "tag" or otherwise persist my own metadata along with a trade transaction? I think QC prohibits me from writing to my own data files. My concern is for the case where I'm running a single strategy but have mutliple positions open (say it's an earnings play), and the server/algorithm crashes and it needs to reboot, I want to recover additional meta data I might have been using inside the algorithm. Or, is it expected that anytime an algorithm starts up if there are open positions that it needs to be able to re-calculate any pre-existing metadata that might have been associated with any of those trades?
Thanks
Douglas Stridsberg
Hi,
When you create your Order (whether it be a MarketOrder, LimitOrder, etc.), you can append a tag which will be stored and sent to the broker. You can then retrieve this tag for each open order upon restarting the algo.
TedVZ
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!