Hi Gary,
This is an interesting use-case of fetcher and has come up a few times before. My go-to strategy at this point is to call fetcher twice, once to populate the universe and another to keep track of what dates I want to keep my positions in the stocks (or indicate a phase_out_list) in this case. So your CSV should include the date at which you want to add it to the phase_out_list.
So an example would go like this:
def pre_func(df):
#: Create a copy of the date column
df['phase_out_date'] = df['date']
return df
def initialize(context):
#: Set my universe
fetch_csv(url,
pre_func=pre_func,
universe_func=my_universe)
#: Call the same url again because we need to keep track of our phase out dates
fetch_csv(url,
pre_func=pre_func)
context.phase_out_list = []
def handle_data(context, data):
#: If the current datetime matches the phase out time, add it to the context.phase_out_list
for stock in data:
if data[stock]['phase_out_list'] == get_datetime():
context.phase_out_list.append(stock)
If you can try modifying the template above to match your code, give it shot, and come back to me with any questions/errors so we can work it out
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