QuantConnect Community

First off I want to state that I have already read the Documentation on Importing custom data and it sadly has not helped me.

I am having trouble implementing a csv file in my algorithm that consists of the columns INDEX,DATETIME,CLOSE.

I want to Access the DATETIME on a minute basis and buy/sell an FX Pair when the CLOSE in my csv has a certain value

I have tried the AddData() method but I think since it requires a “ticker string” argument and my data is not data from a specific ticker it has not been successful.

class Futures_CSV(QCAlgorithm):



    def Initialize(self):

        self.SetCash(100000)

        self.SetStartDate(2021, 6, 1)

        self.SetTimeZone('America/New_York')

        

        #CAD Futureshttps://www.quantconnect.com/project/8692527#

        self.symbol = self.AddData(Difference, "Difference", Resolution.Minute).Symbol

        

        self.SetBrokerageModel(BrokerageName.OandaBrokerage)

        

        self.AddForex("USDCAD", Resolution.Minute, Market.Oanda)

        



    def OnData(self, data):

        if data.ContainsKey(self.symbol):

            self.Plot("Difference", "CLOSE", data[self.symbol].Close)

        

        #Entry

        if self.symbol <= -0.0015 and not self.Portfolio.Invested:

                self.SetHoldings("USDCAD", -10)  

        elif self.symbol >= 0.0015 and not self.Portfolio.Invested:

                self.SetHoldings("USDCAD", 10) 

        else:

            pass

         

            

        #Exit

        if self.Portfolio["USDCAD"].IsLong and difference.Value <= 0:

                self.Liquidate()

        elif self.Portfolio["USDCAD"].IsShort and difference.Value >= 0:

                self.Liquidate()

        else:

            pass  

          

 

class Difference(PythonData):



    def GetSource(self, config, date, isLive):

        source = "https://raw.githubusercontent.com/LeonidNID/test/master/Difference_MINUTES_SHORTENED.csv?token=ALPEJH5MWEXBOP4PF6JDAM3A3XO2O"

        return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile);





    def Reader(self, config, line, date, isLive):

        # If first character is not digit, pass

        if not (line.strip() and line[0].isdigit()): return None



        data = line.split(',')

        difference = Difference()

        difference.Symbol = config.Symbol

        difference.Time = datetime.strptime(data[1], '%Y-%m%-dT%h:%M:%s')

        difference.Value = float(data[2])

        difference["CLOSE"] = float(data[2])

        

        return difference

This is my buggy code I have now (This throws up the error: in main.py:line 23 TypeError : Cannot get managed object)

I hope one of the more experienced members can help me, thanks in advance!