QuantConnect Utilities

This repo contains various developer resources for the QuantConnect platform.

Currently, its primary function is to provide version control to the algorithm development process.

Table of Contents

• [algolab] - algolab.py - a command line interface for interacting with QC REST API
• [backtest_daterange] - qc_backtest_daterange.py - a CLI tool for backtesting a pre-configured daterange

Setup

1. Create virtualenv with python3:

    virtualenv -p python3 ~/.virtualenvs/numeris/qctools
   

2. Start your new virtualenv:

    source ~/.virtualenvs/numeris/qctools/bin/activate
   

3. Execute Makefile to setup dependencies and run tests:

    make -f Makefile
   

4. Create .env file containing all the required credentials in .env_example:

    cp .env_example .env
   

   Note: This creates a copy of .env_example named .env. You need modify this file to contain your QuantConnect credentials. Necessary values are found within the Api section under My Account on the QuantConnect website. A Project ID (PID) can be obtained by using algolab.py once the account API credentails are configured.

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To learn more about setup.py, check out this repository

For more info about the sample module used to create this project see this repository