Hi,
I have an algorithm where the output of a classifier for a given stock at every trading period is appended to a dataframe which I'd like to analyse in order to see how often the classification was correct. Is there anyway to import this dataframe from my backtest to research?
When you do a get_backtest() in research you get a lot of information - positions, returns, orders, recorded variables, etc. Unfortunately there isn't support for a dataframe object.
Have you tried working from the other direction? Run the classifier in the research environment and do the analysis there?
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Thanks for replying, Dan.
I had though of running the whole thing in research but unfortunately I use the fetcher function to pull in my training data. The csv is 42MB though so it's too large to upload locally for the research platform (the limit is 25MB iirc). If there's no way to move from the backtest to research I'll just have to split the file in two and import both halves into research then concatenate the two. Can I upload and import two csv files in a single research notebook?
Also, does get_pricing in research return the exact same pricing information that data.history returns in an algorithm?
Thanks
Importing two CSVs should work.
Yes, research and backtesting have the same underlying data.
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.
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.
