Hi all,
I'm currently working on a strategy which I've proto-typed offline and would like to convert it to run on quantopian.
A portion of it runs comparisons against a csv that is about 500MB in size (and has the potential to get much larger). I was wondering if anyone has dealt with using fetcher on files this large and what the bounds would be as to how large a cvs I could import.
Ethan,
I've personally worked with CSVs around 80-90mb and risked running into a timeout error. I would say 100mb is getting close to the limit.
But definitely suggest giving it a shot
Seong
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Hi Ethan,
Note that files can also be uploaded to the Q research platform, but to my knowledge, the file size limit is unspecified. Once I tried a huge file (many GB) and got an error. But it may not have been fundamental to the research platform (it seemed like the browser was choking). One way to handle it is to compress the file and then unzip and then re-zip, as chunks of data are needed. Q does support zlib. Hmm? I wonder if it could be leveraged? In MATLAB, there is a way to read from compact binary files, with a file pointer. There's probably something similar in Python.
Grant
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.
