Hello,
I was wondering if there are any best practices for going about importing date lists that are not normal time series supported by the fetch_csv method. In this trivial example, I wanted to generate trading signals based on the a list of Apple keynote events. I just hard coded the list. Any thoughts on a better way to do this for a more realistic application with more values, like earnings dates or news events scraped from the internet?
Thanks,
Patrick
Hi Patrick, welcome to Quantopian!
I think fetch_csv() can work great for this kind of thing. You'd put the keynotes (and earnings and news) in a CSV that might look something like this:
date symbol type signal
1/1/13 AAPL keynote 1
1/10/13 AAPL earnings 2300
1/21/13 AAPL news .3 You could handle the "signal" in your code anyway you wanted, I think.
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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.