Put any initialization logic here. The context object will be passed to
the other methods in your algorithm.
def initialize(context):
fetch_csv('https://www.quandl.com/api/v1/datasets/URC/NASDAQ_DEC_VOL.csv?auth_token=Hbkxrvo898cZ42h-VrCe',
date_column = 'Date',
date_format = '%m/%d/%y',
symbol = 'Number of Stocks')
Will be called on every trade event for the securities you specify.
def handle_data(context, data):
current_volume = data['Number of Stocks']
print current_volume