I'm trying to use the fetch function to pull japanese futures data, which is updated a few hours before market opens, and if it is a - %change from the day before, to buy a Japanese bear fund (EWV), or bull fund if +%change, (JPNL) ,and sell at end of day. My code doesn't work and can't perform a backtest. Can someone help me fix my errors?
Hi Joe,
Interesting algorithm, I took a brief look at your source code and it looks like you have 2 initialization methods. It would be beneficial to merge the two.
Next, the algorithm is trying to access data from Quandl anonymously. After a while, you won't be able to use fetcher as your queries will get rejected from the server. We offer a lot of data sets from Quandl, so you can directly load their data with a few import statements and not worry about going over rate limits.
As for your handle_data() method, you're trying to access a field called "slope" and "value", but those are not columns in the csv that was loaded.
I went through and fixed these, and the backtest started working.
Best,
Lotanna Ezenwa
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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.