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Error parsing csv file from dropbox
Julius Zhang
edited Apr 3, 2014

Dear all,
I am having difficulty importing a custom csv file into quantopian. 

vol_csv = "https://www.dropbox.com/s/8y77li835b98q40/quantopian_vol_upload.csv?dl=1"  
def initialize(context):  
    fetch_csv(vol_csv,  
              date_column = 'vol_date',  
              date_format = '%Y-%m-%d')  
    context.etf = sid(19656) #XLF  
def handle_data(context, data):  
    log.info(data[context.etf]["vol"])

This throws the exception
KeyError: u'no item named vol_date' My other question is that: is it possible to incorporate daily data in back testing with minute bar data?
Thanks for the help!

7 responses
Alisa Deychman
Apr 3, 2014

Hi Shengian,

You need to use the public dropbox URL in your algorithm to avoid the error. It looks something like: https://dl.dropboxusercontent.com/u/1234567/filename.csv. Take a look at the fetcher API for more details.

It is possible to use daily data with a minutely backtest, but you will need to create a post_func function to prevent look-ahead bias. If you run a minutely backtest with daily fetched data, the data will be referenced in your algorithm at the beginning of the day, rather then the end of the day. Here is a thread with more details and an example of how to implement post_func.

Cheers,
Alisa

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Julius Zhang
Apr 6, 2014

Thanks @Alisa, after changing the link to https://dl.dropboxusercontent.com/u/50008108/quantopian_vol_upload.csv. Now I have the error: Something went wrong on our end. Sorry for the inconvenience. What should I do now? There is not even log output

Peter Cawthron
Apr 6, 2014

Hello,

I'm not a user of fetch_csv at present so this may not be entirely correct.

P.

Julius Zhang
Apr 7, 2014

@Peter, Thanks for your code, it can now work with the minute data. However, by incorporating the daily volatility data, I am no longer able to use the built-in 

data[context.etf].returns()

function. It keeps giving me error on our end error.

Peter Cawthron
Apr 8, 2014

Hello,

I get the same. I've raised feedback with Quantopian.

P.

Simon Burns
Apr 21, 2014

Sorry, very new to python here. Can you break down the following segment specifically the show_df.

"pre_func = show_df, post_func = show_df"

Alisa Deychman
Apr 22, 2014

@Shenglan,
Apologies for not following up in this thread. Peter submitted the issue to us and at the moment Fetcher is not supported with the returns() function. I filed the issue internally, but I don't have a timeframe when it will get updated.

@Simon,
pre_func and post_func are transformations you can make on the imported file from Fetcher. You can use them depending on if you're updating your data before or after it is imported into your algorithm. Peter is printing the dataframe to show the head and tail of the file. This is a great debugging tool to confirm you're importing the correct columns and data format. Our logging limits won't allow you to view the entire file, but this way you can get a snippet of the CSV.

Best,
Alisa

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.