Hi All,
My use-case of fetch_csv looks simple, but made me crazy.
I want to fetch a csv with some stock's weights once when the algo initialize and set it in a context variable.
I tried with universe_func of fetch_csv, but it seems that the date column should be matched with start of backtest, and that is my problem.
Another question is that is it possible to avoid calling this fetch_csv in live trading everyday?
simple fetch_csv
The backtest can't look backwards in your Fetcher file. For example let's say you have monthly data:
Date Signal
June 1 Buy
July 1 Buy
August 1 Sell
Sept 1 Buy
To get all of the data from this CSV you will need to start your backtest on June 1. If you start it on June 15, then the backtest will do nothing until July 1, the next signal datapoint. Does that help?
In live trading, fetch_csv gets called once per day, in the morning before the market opens. How often would you prefer the CSV get called?
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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.