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I followed the local lean setup and have downloaded the datasets to my local system. Due to my familiarity with sql, I would like to connect a sql query engine with the downloaded dataset.
is it possible? if so, please point me to the documentation or the steps.
appreciate your help!
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Mia Alissi
Yes, it is possible to load custom data from a local SQL database into the local installation of LEAN. However, the QuantConnect Engineering Team hasn't tried to implement a SQL data source, since it's not their use case. Consequently, they don't have a tutorial on how to implement a data provider at the moment.
For the SQL Data Provider implementation, you will need to create a class that implements IDataProvider. This was briefly discussed in this GitHub issue.
Please note that the most common usages of the custom data feature imply transferring files over the internet and reading json from a webpage. So, you might need to adjust your approach accordingly.
Source: QuantConnect Forum
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.
Ranjith
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.
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