Linking with QuantConnect

Link your QuantConnect algorithm to validityBase (vBase) to create a verifiable, point‑in‑time audit trail of your strategy’s live portfolio targets. This guide mirrors our other How‑Tos and walks you through setup, usage, and troubleshooting for the QuantConnect Signal Exports → vBase integration.

Who this is for

QuantConnect users running live or paper algorithms who want to export portfolio targets to vBase.
Anyone using QuantConnect who wants a verifiable, point‑in‑time record of signals for marketing, research reproducibility, or compliance.

vBase creates a blockchain‑anchored audit trail of your signals and models. Data fingerprints (hashes) from your signals and models are made verifiably complete, point-in-time, and free from selective presentation. This allows you to build trust and showcase your work with confidence that it will be taken seriously.

Prerequisites

vBase account & API Key
- Sign in to vBase and copy your API key from Account Settings.
A vBase Collection
- Think of a collection as the dataset/strategy name where your stamped targets will live. Create one in Collections if you haven't previously set one up.
- You can also setup collections via our REST API
QuantConnect project running in live or paper trading.
LEAN SDK support for Signal Exports (built‑in on QuantConnect Cloud).

What gets exported and stamped?

When you send portfolio targets from your algorithm, the vBase Signal Export builds a simple CSV in the form sym,wt (symbol, target weight). Under the hood, the provider derives weights from your PortfolioTarget inputs. This stamped CSV is the immutable record of your target portfolio at that moment.

Why weights? Weights unambiguously capture your intended sizing regardless of current cash/holdings and are convenient for downstream performance dashboards and live tickers.

Add the vBase Signal Export provider

Add the provider during algorithm initialization.

Python

from AlgorithmImports import *

class MyAlgo(QCAlgorithm):
    def initialize(self):
        api_key = self.get_parameter("VBASE_API_KEY")  # or hardcode for quick tests
        collection_name = "MyStrategy"

        # store_stamped_file=True -> vBase stores the stamped CSV for you
        # idempotent=False -> repeated identical exports will create distinct stamps (set True to de‑dupe)
        self.signal_export.add_signal_export_provider(
            VBaseSignalExport(api_key, collection_name, store_stamped_file=True, idempotent=False)
        )

    def on_data(self, data):
        # example: equal‑weight two assets
        targets = [
            PortfolioTarget("SPY", 0.5),
            PortfolioTarget("QQQ", 0.5)
        ]
        self.signal_export.set_target_portfolio(targets)

C#

using QuantConnect;
using QuantConnect.Algorithm;
using QuantConnect.Algorithm.Framework.Portfolio;
using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;

public class MyAlgo : QCAlgorithm
{
    public override void Initialize()
    {
        var apiKey = GetParameter("VBASE_API_KEY");
        var collectionName = "MyStrategy";

        // storeStampedFile: true  | idempotent: false
        SignalExport.AddSignalExportProvider(
            new VBaseSignalExport(apiKey, collectionName, storeStampedFile: true, idempotent: false)
        );
    }

    public override void OnData(Slice data)
    {
        var targets = new List<PortfolioTarget>
        {
            new PortfolioTarget(Symbol.Create("SPY", SecurityType.Equity, Market.USA), 0.5m),
            new PortfolioTarget(Symbol.Create("QQQ", SecurityType.Equity, Market.USA), 0.5m)
        };
        SignalExport.SetTargetPortfolio(targets);
    }
}

Provider arguments (quick reference)

Argument

Type

Default

Description

api_key / apiKey

string

—

Your vBase API key (Account Settings).

collection_name / collectionName

string

—

The vBase collection to receive these stamps. Use one collection per strategy, unless you need separate feeds.

store_stamped_file / storeStampedFile

bool

True

If True, vBase stores the stamped CSV for you (recommended). If False, you must store the exact stamped file yourself or you’ll lose verifiability.

idempotent

bool

False

If True, resending identical targets won’t create duplicate stamps.

You can register multiple signal export providers per algorithm if you need to broadcast to several destinations.

Supported asset classes

All asset classes supported by your algorithm are supported by the vBase signal export provider. The export records the target weights you submit for each symbol.

Usage patterns

Periodic rebalances: schedule target exports (e.g., daily at 15:55) using QC’s scheduling helpers.
Event‑driven: export right after signals are computed.
On fills: after executions, export the new desired target portfolio.

Tip: keep exports idempotent if your on‑bar logic may emit identical targets repeatedly.

Verifying your stamps in vBase

Open the vBase app, go to Stamped File Storage in User Settings, and download a zip of your strategy history.
Anyone can now load that archive into https://app.vbase.com/verify/?method=collection to verify that the strategy history is completely, point-in-time, and free from selective presentation.
Use the collection as a source for live performance dashboards and a shareable live index.

Examples & demos

Reference demonstration algorithms (Python and C#) that show adding the provider and sending targets.
For CI/CD, pass your VBASE_API_KEY via project parameters or environment variables.

Troubleshooting

I don’t see stamps arriving in vBase

Confirm the provider was added in initialize() and that set_target_portfolio() is being called.
Check that the collection_name matches an existing collection you own.
Verify the API key and project parameter name.

I set store_stamped_file=False and now I can’t verify

You must retain the exact stamped CSV emitted at export time. If it was lost or modified, the proof won’t match. Prefer True unless you have strict storage policies.

Duplicate stamps

Set idempotent=True to de‑duplicate identical exports. In some cases idempotency will be undesirable if you wish to stamp portfolio weights identical to those you've stamped previously.

Symbols or weights look wrong

Ensure you’re constructing PortfolioTarget objects with weights (not quantities). If you need custom formatting, implement/override the provider’s CSV builder in your fork.

Security & best practices

Prefer project parameters or secret management to avoid hard‑coding API keys.
Use separate collections for different strategies.
Stamp before you trade if you want your intent on record; or after fills if you only want executed target states—both patterns are fine, just be consistent.

Next steps

Build a vBase dashboard or live ticker from your stamped targets. E-mail [email protected] with your collection name to enable this.
Share a read‑only link with teammates or allocators.
Explore automated backtest → stamp → live handoff pipelines using our SDKs.

vBase: Collections, Origin Records, Dashboards (overview)
QuantConnect: Signal Exports → vBase provider (reference)

Questions? Reach us on [email protected] or the vBase Discord channel.

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Last updated 17 minutes ago