Dear All,
I would like to backtest a trading strategy in Quantopian based on data (e.g. txt or csv file) generated outside Quantopian. The data contain the tickers of the stocks to buy or sell each month.
How is it possible to use these files for the backtesting?
The portfolio selection algorithm that generates the input txt/csv files is generated from a rather complex algorithm that would be problematic/time consuming to replicate from scratch within Quantopian.
Thanks,
Bob