Hi,
I'm trying to copy the CustomDataBitcoinAlgorithm.py script to integrate Kraken ticker data. The issue I've got is the data is returned as either Today or Last 24 Hours and I'm not sure which I should use to integrate property?
Thanks,
Tim
last_24_hours = 1
# Today's opening price
# "o":"48787.70000"
coin["Open"] = float(ticker["o"])
# High [<today>, <last 24 hours>]
# "h":["48900.00000","49475.00000"]
coin["High"] = float(ticker["h"][last_24_hours])
# Low [<today>, <last 24 hours>]
# "l":["47422.80000","47422.80000"]
coin["Low"] = float(ticker["l"][last_24_hours])
# Last trade closed [<price>, <lot volume>]
# "c":["47603.40000","0.00928278"]
coin["Close"] = float(ticker["c"][0])
# Ask [<price>, <whole lot volume>, <lot volume>]
# "a":["47603.40000","1","1.000"]
coin["Ask"] = float(ticker["a"][0])
# Bid [<price>, <whole lot volume>, <lot volume>]
# "b":["47603.30000","10","10.000"]
coin["Bid"] = float(ticker["b"][0])
# Volume [<today>, <last 24 hours>]
# "v":["1115.61680272","1886.16868058"]
coin["VolumeBTC"] = float(ticker["v"][last_24_hours])
# Volume weighted average price [<today>, <last 24 hours>]
# "p":["48021.32998","48400.74233"]
coin["WeightedPrice"] = float(ticker["p"][last_24_hours])
# Number of trades [<today>, <last 24 hours>]
# "t":[11754,20043]
Varad Kabade
Hi Tim,
We recommend going through the following docs on using custom data. For further assistance, please attach a code snippet/backtest highlighting the issue. We are excited to share we are actively working on Kraken integration. We will share more news soon. Thanks for the patience:
https://github.com/QuantConnect/Lean/issues/2003
Best,
Varad Kabade
ID349080423
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!