Is it possible to perform backtesting in a notebook environment (or local linux env) for programmatic access to the result metrics (eg. PSR) ?
When developing a python strategy, is it possible to debug / test using small data slices outside of scheduling a full backtest of the main.py strategy?
Ryan Bell
Got it. I think with a little bit of abstraction, I could experiment in a local Backtrader environment with a SharpeRatio then port to QuantConnect.
The research notebook is great, but without being able to run an algorithm or simulate scheduled events, it's utility for prototyping is limited.
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