Hi,
Since free users have various limitations on backtest running, I would like to run series of backtests with same algorithm but diffeent start date/time and end date/time to overcome some of the limitations. I would like to set various parameters in initialize routines in such a way that at the end of that series of backtests, I get the same result as if I have run only one backtest. for example,
backtest_1 (2018-01-01, 2018-01-31), backtest_2(2018-02-01, 2018-02-28) backtest_3(2018-03-01, 2018-03-31)
at the end of backtest_3, I will have same result as if I have run backtest for from 2018-01-01 to 2018-03-31..
Does QC framework provide any mechanism to transfer current state of backtest from one run to next run of the backtest?
I understand that I can save current state of backtest to some Text-File using OnEndOfAlgorithm() and later, in next run, load from saved file in Intialize method..
I do not want to reinvent if something similar is readyly available, I am sure that there has to be something for this as "restarting alpha stream where it left off" is one of the requirement for any alpha to get approved. You need this functionality/feature in live trading because there will be reboots and restarts all the time.
thanks and regards,
Jared Broad
accepted. There is no state system for serialization of running algorithms.
Weve built a data store in silent beta, it'll be released and documented in
2020.
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Shailesh Raval
Thank You.
Shailesh Raval
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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