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Fetcher Execution Limit

Why is the fetcher_csv restricted to only 5 executions? Is there a way around it? I am using it to retrieve data from Yahoo since I need dividend-adjusted data. Thanks!

2 responses

Hi Luiz,

We have a limit to import up to 5 files into your algo for performance reasons. But I'm curious about your use of Yahoo data. You're more than welcome to fetch any data you'd like, but if you import price data, the backtester will still run the simulation using the prices in our database, not in the fetched file. For more information, take a look here: https://www.quantopian.com/posts/how-to-order-a-stock-using-the-yahoo-price

Good luck!
Alisa

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Hi Alisa,
I got around it by creating a csv file that combine the prices from all securities I am interested in. I wanted to use dividend adjusted data but given the information above that won't work. My goal was to compare my Quantopian algo to the results of another backtesting system but that won't be possible given that Quantopian orders use the price from your database.

Thanks,
Luiz