def initialize(context):
# fetch data from a CSV file somewhere on the web.
# Note that one of the columns must be named 'symbol' for
# the data to be matched to the stock symbol
fetch_csv('https://dl.dropboxusercontent.com/u/169032081/fetcher_sample_file.csv',
date_column = 'Settlement Date',
date_format = '%m/%d/%y')
context.stock = symbol('NFLX')
def handle_data(context, data):
record(Short_Interest = data.current(context.stock, 'Days To Cover'))
Fetcher a custom file supports data.current function. Does fetcher support a data.history('context.SYMBOL','custom field',10,'1d')?