Hi guys,
I have to questions regarding the fetcher:
1-Is is possible to download an arbitrary csv, i.e. do something like this:
df = fetch_csv('www.url/file.csv') where the data is not associated with any stock symbol or date?
2-If I update my CSV daily, how can I download the new data if fetch_csv can only be used within initialize?
Hi Jean,
For Signals, your CSV file does not need a symbol column. Instead, you provide it via the symbol parameter:
def initialize(context):
fetch_csv('http://yourserver.com/cpi.csv', symbol='cpi')
context.stock = symbol('AAPL')
def handle_data(context, data):
# get the cpi for this date
current_cpi = data['cpi']['value']
# plot it
record(cpi=current_cpi)
Good luck!
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Hi Josh, thanks for your answer! In handle_data:
def handle_data(context, data):
# get the cpi for this date
current_cpi = data['cpi']['value'] What if I want to have access to this data regardless of the date? Is there a reason why this needs to be so complicated in comparison with a simple:
context.df = fetch_csv('www.url/file.csv')
The data in your file will be available from the first date in the file. Then it will be forward-filled until the date changes.
So if you want to have the data alway available, then you can have a single unchanged date in the CSV. Here's an example where the algo has access to all of the stocks in the Fetcher file (from Oct 1, 2013-present): https://www.quantopian.com/posts/define-custom-universe-via-fetcher-using-the-new-universe-func-callback
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.
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.
