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Can I download the results of a full backtest?
Axe Ducke
posted
Seeking Help Getting Started Tools and Tips

I seem to be able to view the detailed results of my full backtest and write a limited amount of log info, but what I would really like to do is download all those stats and trade blotters into excel or pandas so that I can compile them offline and figure out what my algo is doing right and wrong, e.g. by side-by-side comparisons of runs.

Is that not possible to do, or am I just missing something obvious? I do not see a "download output data" button on the full backtest results (using Chrome on Windows). Is there some way my running program can download (or say upload to dropbox) statistics that it compile while running (i'm guessing the answer to that is no because it would allow scrapers to steal data feeds).

But at least I'd like to download detailed results.

  • Axe
3 responses
Mohammad Forouzani

There is no way to download backtest data - this is intentional by Q.

Im not sure why they block this, possibly to do with not wanting to allow you to extract "data" from their systems.

To do this, you need to jump through some very painful hoops. I have done it in the past, but would advise you that the investment to automate the downloads is just not worth it (I spent about a week setting it all up!). The funny thing is that I only used it for a few days, then threw it out.

Depending on what you are after, it is possibly just easier to manually copy/paste.

Jamie McCorriston

Hi Axe,

Mohammad is correct, this is an intentional behavior in an effort to prevent data exportation. That being said, the get_backtest() function should allow you to make the comparisons that you're describing in research. Check it out!

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Axe Ducke

yeah i once worked for a company that sold data feeds, know what it's like avoiding scrapers.
I will check out get_backtest().

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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.