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How would I start going about this? If I wanted the same data I was pulling from this previously using PythonQuandl and instead use NasdaqDataLink to still pull specific Key Economic Indicators. Lets say the following example:
from QuantConnect.Python import PythonQuandl
import numpy as np
class QuandlImporterAlgorithm(QCAlgorithm):
def Initialize(self):
self.quandlCode = "OECD/KEI_LOLITOAA_OECDE_ST_M"
#self.SetBrokerageModel(BrokerageName.AlphaStreams)
## Optional argument - personal token necessary for restricted dataset
#Quandl.SetAuthCode("PrzwuZR28Wqegvv1sdJ7")
self.SetStartDate(2019,1,1) #Set Start Date
self.SetEndDate(2020,1,1) #Set End Date
self.SetCash(25000) #Set Strategy Cash
self.SetWarmup(456)
self.SetBenchmark("SPY")
self.init = True
self.kei = self.AddData(QuandlCustomColumns, self.quandlCode, Resolution.Daily, TimeZones.NewYork).Symbol
self.sma = self.SMA(self.kei, 1)
self.mom = self.MOMP(self.kei, 2)
Any idea where I should first start in trying to solve/understand this?
Axist
I read the forum post here, and my understanding is if I comment out the:
is all I am supposed to do? When I do this, the algo still has the runtime error. How do I understand what the equivalent datasets would be for NasdaqDataLink so my algo will still function as intended?
Here is sample algo that uses the PythonQuandl:
Vladimir
Axist,
Try this way.
Axist
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