Back

Import my data

hi, guys

I read the document and I didn't find a way to import my local data. For example, my data is located in file:///Users/guolifan/Downloads/h.xls. Could you show me the example to import local data?

 

Best

Update Backtest








Hi Lifan,

Here is an adaptation of the code snipped you can find at Importing Custom Data to accept local data:

public override SubscriptionDataSource GetSource(
SubscriptionDataConfig config,
DateTime date,
bool isLive)
{
var source = <directory> + config.Symbol + ".csv";

return new SubscriptionDataSource(
source,
SubscriptionTransportMedium.LocalFile,
FileFormat.Csv);
}

You could also use the original code snipped and download your own data:
First, you save your data in a public Dropbox folder, gets it's public link, paste it in the GetSource method and let Lean download it for you (click for example) With this setup, you can use your data locally and after you deploy it to QuantConnect.com. 

0

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.


Update Backtest





0

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.


Loading...

This discussion is closed