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Question about Fetcher and universe
Linh Dao
posted May 23, 2015

Hi Quantopian

On your help API, I saw some thing about universe and Fetcher as below.
Using Fetcher to create a custom universe
Your algorithm's universe can be defined from your Fetcher data file by using the optional universe_func parameter in Fetcher. universe_func allows you to create a universe of up to 500 securities (SIDs) without manually entering each security in the initialize function.

I'm really take care about this function, I've tried to run the back test but I don't know how to configure it.

My expectation as :
On the pass, I use context.stocks = symbols('JNJ','SPY','AAPL') to add the list of symbol
And now I want to add this symbols list by csv file.

But I don't understand why it did not work.

Could you please help me on this?

Thanks,
Linh

3 responses
Alisa Deychman
May 26, 2015

Data gets fed into your algorithm when it becomes available in the file, to avoid look-ahead bias. That file has data on 2/13/2012, whereas your backtest was run in 2002.

If you change the backtest dates, and start the test on 2/13/2012 then you'll get data.

Cheers,
Alisa

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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.

Av Pel
Jun 22, 2016

Hi Alisa,
I've been trying to use the fetcher_csv to create a custom universe. I cannot however, get the universe_func to be called. The last thing I tried was to clone the algorithm above and run it, as is, making sure the backtest dates start before and end after 2/13/2012. Doesn't even work when I run a full backtest.
Any suggestions ? Has something changed since 2015?
Cheers.

Brian Miller
May 23, 2017

bump. I have the same problem.

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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.