jameschch / leanparameteroptimization Goto Github PK

Hi,

I have followed all the steps given and I am running this package on same parent as Lean but getting the following error. Could you please indicate what this could mean?

LOG: Attempting download of new URL file:///C:/Users/Abhishek/Source/Repos/LeanParameterOptimization/Jtc.Optimization.Launcher.Legacy/bin/Debug/QuantConnect.Lean.Engine.DLL.
ERR: Failed to complete setup of assembly (hr = 0x8007000b). Probing terminated.

2020-06-16 18:33:50.0165 System.BadImageFormatException: Could not load file or assembly 'QuantConnect.Lean.Engine, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. An attempt was made to load a program with an incorrect format.

@jameschch please take a look I have got idea. This is an optimization engine working along with WPF lean-monitor client https://github.com/mirthestam/lean-monitor. I put it together. In result things looks similiar to this

on the left there is menu with items representing optimization parameters - by clicking on each item - a graph will be displayed with all trades stats performance charts corresponding to these parameters. Can you use code in WPF in your application?

The intention of the toolset is to extend use of a local clone of the Lean source code. In fact this project pre-dates the first publish of the QuantConnnect nuget by a few years, which is how it comes to be that way. It's expected users will already have a familiarity with some of the config and logging options of Lean when coming to the optimization tools.

However, some would prefer to pull, build and restore and be ready to run. It's worth considering compelling reasons for/against switching to the official package or a dedicated optimization package.

For one thing I don't know if the official QC Engine nuget references every Lean library that you might like to use in your algorithms or that the Optimization depends on.

For another, I personally choose to make minor tweaks to the Lean source, such as disable some of the logging and timeouts which could not be done with the official nuget.

Hi,

I think I managed to run the CSharp example. I'm trying to run the Python example by editing the optimization.json file but the build output messages suggests it is till running the CSharp example. In the build output there are references to Jtc.Optimization.LeanOptimizer.Example\ParameterizedAlgorithm.cs. Can you let me know what I've done wrong or give a copy of the optimization.json with the Python example set up. I've attached my optimization.json, build output, and Lean's config.json.

Do I need to edit Lean's config.json?

Build output.txt
optimisation_json.txt
config_json.txt

By the way I'm not running the latest version since I notice there are still open issues with Python.

Thank you.

I've cloned both Lean (master branch) and this repo as documentation suggests. Launcher successfully optimization of Csharp algorithm (ParameterizedAlgorithm from Jtc.Optimization.LeanOptimizer.Example.dll), but as I switch to Python mentioned in readme (ParameterizedSharedAppDomainAlgorithm, "../../../Jtc.Optimization.LeanOptimizer.Example/ParameterizedSharedAppDomainAlgorithm.py") I get core dumped:

ts-01:~/git/LeanParameterOptimization/Jtc.Optimization.Launcher.Legacy/bin/Debug$ mono Jtc.Optimization.Launcher.Legacy.exe optimization.json
PythonEngine.Initialize(): Runtime.Initialize()...
Runtime.Initialize(): Py_Initialize...
PythonEngine.Initialize(): Runtime.Initialize()...
Runtime.Initialize(): PyEval_InitThreads...
Runtime.Initialize(): Initialize types...

=================================================================
	Native Crash Reporting
=================================================================
PythonEngine.Initialize(): Runtime.Initialize()...
Runtime.Initialize(): Initialize types...
Aborted (core dumped)

Meanwhile Lean (master branch) runs Python algorithms without a flaw. Please advise.

Hi James,

This is probably the wrong place to ask, I apologise. I think what you're developing here is super cool.

I'm a complete noob, this is the first C# project I've ever built. How far am I going to be able to get with this on MacOS, or rather, am I going to be able to optimise parameters for my QC algos while using MacOS?

I was able to build and run the Blazor app but not the legacy launcher.

Thanks

I have been following the project for some time now and all your work is appreciated.

I have been able to successfully build and deploy the Blazor app. I have followed the directions of the ReadMe to edit the configuration file first. When I deploy the app, are there specific steps I need to take to get the application running? Loading the configuration file from the configuration tab does not seem to work.

I have also tried running the Legacy Program and it keeps getting hung up at the Run() method, stating that the BacktestingResultHandler class does not have a Run method to invoke. Checking the QuantConnect code this is wrong as the Run method does in fact exist. What am I doing wrong here?

There appears to be no namespace with this directory. A lot of the SharpLearning.Containers files use the Extensions namespace but I cannot find it and because of this I am unable to build. Am I missing something here?

Hi James,

I am struggling to build and would really appreciate your help.

I have cloned both lean and this project as mentioned but I am still having missing reference errors.

And when I try and add manual references to libs such as for Quantconnect.config I am unable to do so. I think its because of .Net framework incompatibility errors (not Standard).

I tried your previous version several years ago and was really happy to find this updated project.

Thanks for your thoughts.

Fig

I have been trying to run the optimizer - but it continuously gives me this runtime error. I have Lean and the optimizer sitting in the same folder. Also the log files look clean and dont give out any information. I have attached the details of the error that shows. Everything builds fine but when you run it throws an error. Please please help.

Hi,

Thank you James for sharing this great effort. Not sure if this is the right place raise a query since there is no discussion forum area. I followed the quickstart steps from https://github.com/jameschch/LeanParameterOptimization.

Basically I'm on the last step: Build and run the project "Jtc.Optimization.Launcher.Legacy". I have managed to build the project but when trying to run, I get the following:

Unable to start Jtc.Optimization.LeanOptimizer.Legacy.dll.
Jtc.Optimization.LeanOptimizer.Legacy.dll is not a valid Win32 application.

Not sure if this is similar to x86/x64 build as raised by abhi555shek. If so how do I check whether built using x86/x64?

Thanks.

Hello, first of all, let me congratulate you for the great and creative work you have done here :)

I am getting some issues with the Blazzor app, none of the features of the Config page work (load sample, upload, changing values). The repo is a fresh clone with no changes.

Here's a screenshot of one of the issues, but I have others (null reference on the model, etc)

I've tried to fix this but my knowledge on Blazzor is short since it's so recent and the debugger is really limited. If you have any time you can try to check this out, otherwise I will probably export the data to csv or something to plot the results.

This has been a TODO for some time.