Project

qc

0.0
No commit activity in last 3 years
No release in over 3 years
qcjorgemanrubia/qcHomepageDocumentationSource CodeBug TrackerWiki
Sync and run your QuantConnect backtests from the command line
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 Popularity
Downloads
27,580
Stars
12
Forks
1
Watchers
2
 Releases
Current version
0.6.7
Total releases
14
First release
2017-11-12
Latest release
2018-03-04
 Issues
Open Issues
2
Closed Issues
2
Total Issues
4
Issue Closure Rate
50%
 Pull Requests
Open Pull Requests
0
Closed Pull Requests
0
Merged Pull Requests
7
Pull Request Acceptance Rate
100%
 Development
Primary Language
Ruby
Licenses
MIT
Average date of last 50 commits
2017-12-05
Reverse Dependencies
0

 Dependencies

Development

awesome_print
>= 0
bundler
~> 1.15
minitest
~> 5.0
rake
~> 10.0

Runtime

httparty
~> 0.15.6
rest-client
~> 2.0.2
vcr
~> 3.0.3
webmock
~> 3.1.0
 Project Readme

Qc

Build Status

Qc is a command line tool that lets you sync and run your QuantConnect backtests.

Installation

Qc is distributed as a ruby gem. You can install it with:

gem install qc

Qc requires Ruby version 2.3 or greater.

Workflow

  1. Run qc login for introducing your QuantConnect credentials
  2. Run qc init on the directory that contains your QuantConnect algorithm
  3. Execute qc to sync and backtest your algorithm in QuantConnect

Usage

Default (no command provided)

When no command is provided, it will push your changes to QuantConnect, compile the project and run a backtest.

qc
qc --open # To open the results in QuantConnect while running the backtest

This is equivalent to executing qc push, qc compile and qc backtest in sequence.

Single commands

qc [command]

The supported commands are:

Command Description
qc login It will ask for the API credentials you can find in your QuantConnect account page. They will be stored in ~/.qc. You only need to login once.
qc logout Logout from QuantConnect clearing the credentials stored locally.
qc init Initialize the directory of the algo project you are working on. It will ask for a QuantConnect project to link your algo with. You need to run this once for every project you want to sync with QuantConnect.
qc push Send your local files to QuantConnect. It will only send the files that changed since the last time you run the command
qc compile Compile your project in QuantConnect
qc backtest Run the backtest of your algorithm in QuantConnect
qc open Open the latest results in QuantConnect (only MacOS)

Opening the results in QuantConnect (only MacOS)

If you pass --open when running a backtest, it will open the results in QuantConnect while the backtest is running:

qc --open
qc backtest --open

This option only works in MacOS. quantconnect.com currently doesn't offer an URL endpoint to open backtest results. In MacOS, it will use an Automator workflow that will open the project and show its latest results by simulating a click on the corresponding option. See this discussion.

Support for importing trades into Tradervue (experimental)

Tradervue is a powerful trading journal system. It can be very helpful for analyzing your backtests. In addition to a ton of analytics and reporting features, it lets you see your trade executions in charts.

Qc lets you import each backtest results into tradervue. In tradervue, it will tag the executions with the backtest name.

To enable tradervue imports you must:

  • Use the --tradervue flag when running your backtest
  • Set TRADERVUE_LOGIN and TRADERVUE_PASSWORD as environment variables

For example:

TRADERVUE_LOGIN=<your tradervue login> TRADERVUE_PASSWORD=<your tradervue password> qc --tradervue

After running the backtest, it will open the results in tradervue automatically (only MacOS).

Development

After checking out the repo, run bin/setup to install dependencies. Then, run rake test to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

License

The gem is available as open source under the terms of the MIT License.