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Today, QuantConnect has Console, Debug and Log functions, which are powerful and useful features for debugging and tracking your code logic.
What if you could log data in tabular format to an external data store? Think AWS, Azure or Google Cloud databases. Or perhaps Google Sheets, Excel and Airtable. Or, an external data store for logging.
Data in tabular format can be analyzed in multitude of ways.
This would offload the constraints of using QuantConnect storage. Although, it might move customers away from paying more for QuantConnect's storage for bigger logs so it might be contrary to QuantConnect's business model.
I know there's an example of using an external data source to pull data into a QuantConnect algorithm (see below). I wonder if there's a way to push data externally from a QuantConnect algorithm.
https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/DropboxUniverseSelectionAlgorithm.cs
Jared Broad
Thank you for the suggestion, Michael. Unfortunately, our data licensing does not permit data leaving the QuantConnect ecosystem. We need to carefully monitor the traffic and logs to prevent theft. I will interpret the suggestion as "add table logging to QuantConnect" =) Which is a cool idea.
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Michael Bloomfield
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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