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Is it possible to import a dataframe created during backtest into research?

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?

4 responses

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.

Great, thanks for your help!