I'm trying to read a csv file (url=https://raw.github.com/scubamut/finlib/master/finlib/data.csv) with fetcher_csv - gives runtime error "Wrong number of items passed 1, indices imply 26".
pandas.io.parsers.read_csv(url) or even pandas.read_csv(url) work fine though, returning:-
Int64Index: 1398 entries, 0 to 1397
Data columns:
Date 1398 non-null values
.......
.....
as expected.
Am I doing something wrong?
Hi Dave, I think the problem is the Date column.
The attached backtest loads your csv and outputs the first three sids with prices:
2007-11-01 PRINT BND: 62.83, DBC: 28.93, DIA: 117.36, Hi Dennis,
I want to use this data in an algorithm (as sid data), but I'm struggling to understand how to do it. I can read in the data, thanks to your help, but can't figure out how to split the 'csv' SIDData item into separate SIDData items for each symbol, containing the OHLC etc. data for each.
Some help would be greatly appreciated!
Hi Dave - I took a look. The problem is the file format. The column name in the CSV itself must be "symbol" and the value of the column is the stocks's symbol.
Here's what you have:
Date,minor,BND,DBC,DIA,EEB,EFA,EPP,EWC,EWZ,FBT,FXI,FXY,IEF,IHE,ILF,INP,MDY,MYY,SHY,SPY,TLT,UUP,VDC,VNQ,VWO
2007-11-01 00:00:00,open,62.574559999999998,29.093337761541019,119.09642694147959,49.721889947851103,72.099798315339896,47.89853573470554,32.55368061485909,69.013290454436159,25.646491228070179,63.388940143042277,86.579999999999998,71.697944850341742,50.819461055740121,45.508920802371684,89.769999999999996,153.92557885593743,56.343294400549638,75.465260115606938,136.15740912401509,73.365725619834706,23.639916072177929,61.503464510589581,55.27049892163911,49.284511710119311 Here's what you need:
Date minor symbol myprice
11/1/2007 0:00 open BND 62.57456
11/1/2007 0:00 open DBC 29.09333776
11/1/2007 0:00 open DIA 119.0964269
11/1/2007 0:00 open EEB 49.72188995
11/1/2007 0:00 open EFA 72.09979832
11/1/2007 0:00 open EPP 47.89853573
11/1/2007 0:00 open EWC 32.55368061
11/1/2007 0:00 open EWZ 69.01329045
11/1/2007 0:00 open FBT 25.64649123
11/1/2007 0:00 open FXI 63.38894014
11/1/2007 0:00 open FXY 86.58
11/1/2007 0:00 open IEF 71.69794485
11/1/2007 0:00 open IHE 50.81946106
11/1/2007 0:00 open ILF 45.5089208
11/1/2007 0:00 open INP 89.77
11/1/2007 0:00 open MDY 153.9255789
11/1/2007 0:00 open MYY 56.3432944
11/1/2007 0:00 open SHY 75.46526012
11/1/2007 0:00 open SPY 136.1574091
11/1/2007 0:00 open TLT 73.36572562
11/1/2007 0:00 open UUP 23.63991607
11/1/2007 0:00 open VDC 61.50346451
11/1/2007 0:00 open VNQ 55.27049892
11/1/2007 0:00 open VWO 49.28451171
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.
@Dan, I reshaped the dataframe to look like your example using pre_func . However the values still aren't showing up in the data[] object. Ideas?
Date symbol minor value
2007-11-01 BND open 62.574560
2007-11-01 BND high 62.838240
2007-11-01 BND low 62.574560
2007-11-01 BND close 62.830000
2007-11-01 BND volume 141200.000000
2007-11-01 BND price 62.830000
2007-11-01 DBC open 29.093338
2007-11-01 DBC high 29.093338
2007-11-01 DBC low 28.670581
2007-11-01 DBC close 28.930000
2007-11-01 DBC volume 378300.000000
2007-11-01 DBC price 28.930000
2007-11-01 DIA open 119.096427
2007-11-01 DIA high 119.130983
2007-11-01 DIA low 116.953970
2007-11-01 DIA close 117.360000
2007-11-01 DIA volume 25301400.000000
2007-11-01 DIA price 117.360000 
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.