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Hello,
I have this really simple code, it's really slow and I don't know why. It seems like every coarse you let through gets processed. Is there a way to make it faster?
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Rahul Chowdhury
Hey Alexander,
You algorithm is slow because in your coarse selection you're returning a vast number of symbols. Filtering based on fundamental data is already a pretty computationally expensive act, but doing it on thousands of symbols slows down your algorithm further. To speed up your algorithm, you should narrow down the symbols you return in coarse selection. One way to do this is to only consider the most liquid stocks.
def CoarseSelectionFunction(self, coarse): # Filter coarse for those which have fundamental data hasFundamental = [x for x in coarse if (x.HasFundamentalData)] # Sort filtered coarse by dollar volume sortedCoarse = sorted(hasFundamental, key=lambda c:c.DollarVolume, reverse=True) # select and return top 500 most liquid symbols selected = [x.Symbol for x in sortedCoarse][:500] return selectedLearn more in the documentation.
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BrandonHall
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Wayne Adams
How about pretty much everything supported by Anaconda?
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Karen Chaltikian
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Daniel Santiago Rincón
Hi guys I just landed here and I'm setting up the enviroment. Is there an up to date list of the current available python libraries? How are you guys doing in order to use Keras, Tensorflow, etc. in your algorithms? I saw something about porting data via Lean. Any help on that is appreciated.
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Brooke Nyatogo
GREAT
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Derek Tishler
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Sebastian Lueneburg
+1 for more resources on how to enable debugging python scripts in VS lean locally. So far, I found only this. Does it work for others seamlessly?
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Qq
i cound't get it to work either. actually i can't even get the 'auto suggestion' to work. for example when we type 'pandas. ', no suggestion pop up
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Young Zhang
Please white-list seaborn as well, thx!
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Derek Tishler
Woulld it make sense, secuirty wise, to consider the Dropbox(or other cloud storage api like google storage, etc) package as a quick way to allow for uploading files to a cloud storage? Might be considered a lazy/terrible quickfix to algo/model persistance untill that feature is platform wide?
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Yunpeng Li
Would be great if add PyTorch as well. Thanks!
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Custos
I would like to have the NLTK library (natural language processing)
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Rob Robinson
Is there a list of the python libraries that are supported and the version #'s?
I am seeing some known errors with scipy and I'd like to know which version is currently deployed.
Thanks!
Rob
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Derek Tishler
Rob Robinson you can see the 'install' scripts here to see exactly what is in the master(may not be live in the cloud yet) version.
To get the working version perhaps you can try something like:
import x as X
#inside init
self.Log(str(X.__version__))
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Rob Robinson
That worked great - thanks!
FWIW scipy shows it is installed as version 0.19.1.
#import pycparser #import pandas import scipy #import numpy #import sklearn #import blaze #import cvxopt #import cvxpy #import pykalman #import statistics #import statsmodels #import arch #import copulalib #import xgboost #import theano #import keras #import tensorflow #import deap class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.Log(str(scipy.__version__)) def OnData(self, slice): passThe 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.
Leo Striker
How to use the latest python 3.0 here? I saw it is supporting python 2.0
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Gabriel Moncarz
Does Python Net allow to install talib? Would be useful. I know you support about 100 indicators, but the way TA-LIB manages is different (using Pandas Dataframe, and also is easier to migrate Quantopian algos.
Thanks.
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Tom M
How about hmmlearn (https://hmmlearn.readthedocs.io/en/latest/)?
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Alexandre Catarino
Hi guys, I think most of the requests have been addressed.
Leo Striker, Lean support Python 3.6.
Gabriel Moncarz, ta-lib is white-listed.
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.
Jake Mitchell
from pyramid.arima import auto_arimaor
https://github.com/tgsmith61591/pmdarima from pmdarima.arima import auto_arimaThe 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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