Kim Joon Hyung

Question on backtesting?

Programming

Hi Algogene & Community!

Just one question. 
How can Algogene's backtest call a jupyter notebook from 'My History > Jupyter Notebook'.

Suppose we have our own strategy coded into a jupyter notebook.
We save that jupyter notebook at 'My History > Jupyter Notebook' with the relevant dataset under the folder 'data'
Now we are on the process of calling that jupyter notebook to Algogene's backtest.

The sample code definitely helps but I see that the codes are inserted directly to the backtest format provided by Algogene.

Will appreciate the help.

PS. What a great platfrom Tony :)
1 0
Posted on : 2021-08-26 01:26:19.767000
 
Bee Bee
Seems can't do it at this moment
1 0
Posted on : 2021-08-27 01:09:33.548000
 
tony lam
Hi Kim, it is great to hear from you. ;)

So far, one can use juypter notebook on ALGOGENE for data analysis, model training, etc, but it doesn't support direct plugin of jupyter notebook for backtest/ live-test/ real-trade. We will try to explore a good way to plugin from a generic jupyter codes. 

I guess you have implemented some functions in jupyter for signal generation, risk control, etc. As a work around, you may wrap all those funcitions into a python package, and put it as custom library under /lib. Then, you can call them in backtest interface. Details can be referred to Guideline to import custom package
1 0
Posted on : 2021-08-28 07:15:07.868000



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