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the example project in quantconnect failed to load vix data
Algorithm.Initialize() Error: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/main.pyc. AlgorithmPythonWrapper(): ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.CBOE'; 'QuantConnect.Data.Custom' is not a package at from QuantConnect.Data.Custom.CBOE import CBOE === at Python.Runtime.PythonException.ThrowIfIsNull(IntPtr ob) at Python.Runtime.PythonEngine.ImportModule(String name) at Python.Runtime.Py.Import(String name) at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) at /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 74 in main.py: line 1 ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.CBOE'; 'QuantConnect.Data.Custom' is not a package Stack Trace: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/main.pyc. AlgorithmPythonWrapper(): ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.CBOE'; 'QuantConnect.Data.Custom' is not a package at from QuantConnect.Data.Custom.CBOE import CBOE === at Python.Runtime.PythonException.ThrowIfIsNull(IntPtr ob) at Python.Runtime.PythonEngine.ImportModule(String name) at Python.Runtime.Py.Import(String name) at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) at /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 74 in main.py: line 1 ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.CBOE'; 'QuantConnect.Data.Custom' is not a package
Mak K
Hi Replyxf,
Please refer to this thread https://www.quantconnect.com/forum/discussion/12817/can-039-t-use-vix-data-from-fread/p1
This should show you how to add VIX data, if you have any further questions please ask them here at that point.
Thanks!
Replyxf
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