It would be extremely useful to be able to access the backtest logs in Research. That way you could leverage the Quantopian's fill logic in your post hoc analysis. It would also be easy to see talib values as they were at given events in your algorithm.
Trying to reconcile research analysis to backtest behaviour is always going to be hit and miss without this ability.
I am aware of the Record() method but has a max of 6 floats.
Is there any other option ?
Hi Fiacc,
There isn't another option at this point, but this is something we are aware could be easier. It's on the list, but I don't have an ETA for when we will make modifications.
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Hi Karen, Thanks for your reply. Im glad to hear this is on the feature radar.
Orders are already exposed within the Research notebooks. Really most of the benefit would come from simply allowing the user to decorate their backtest orders with additional information. You could use this for example to see why the algorithm fired that particular order.
I attempted to do this myself with setattr() but I see you guys have that blocked. Perhaps simply adding a dictionary to orders object would be the easiest solution.
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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
