Having Problems with Fetcher and Python =(

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Having Problems with Fetcher and Python =(

Robert Karanfilian

posted Jun 22, 2015

Ok, so, I have a csv list on dropbox. It has two fields (symbol and date) Date is in YYYYMMDD format (so...%Y%M%d, I think) Each day has a bunch of symbols to purchase. So far, so good.

The goal here is simple: Run through that list, grab all the symbols for the appropriate date, and buy them at the start of the day. That's it. Seriously. The rest I can try to figure out on my own.

So, in my initialize, I have the csv_fetch code.

context.buy_these = {}
fetch_csv('publicdropboxurlhere',symbol='symbol',date_column='date',date_format='%Y%M%d')

And in my handle_data part,I have this:

today = get_datetime().date()
if today in context.buy_these:
order(context.buy_these[today],5)

But I have no idea how to associate buy_these with the incoming csv data. Or how to set symbols() to the appropriate incoming csv rows.

I've been hunting via Google and Quantopian, with no luck. Most of the csv import examples only deal with single symbols.

A code example would be great, but having a little guidance on the 'whys' and 'hows' of the example would be even better. =)

1 response

Check out the example you see in the help doc for fetcher. That gives you an example file of stocks, and an example algorithm that buys those stocks.

There is an important element that your description doesn't cover: how do you know when to sell?

I suggest that you think of your CSV file not just as a "buy" list but as an "action" list - buy if X, sell if Y. Load the file in intialize(). Then take actions in handle_data(), both buys and sells.

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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.

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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.