Cannot Open a File

Hello Adrien,

The error you're encountering is because the self.Download() method returns the content of the file as a string, not the file itself. When you try to pass this string content directly to pd.read_csv(), it's interpreting the entire content of your file as a file name, hence the "File name too long" error.

Here's how you can correctly load your CSV file:

from io import StringIO
import pandas as pd

# Download the file content as a string
file_content = self.Download("http://my_ip_address/share/file.csv")

# Convert the string content to a pandas DataFrame
df = pd.read_csv(StringIO(file_content))

This code first downloads the content of your CSV file as a string, then uses StringIO to convert this string into a file-like object that pd.read_csv() can read.

Please note that if your CSV file is too large, you might encounter issues due to memory limitations. In such cases, you might need to consider splitting your data into smaller files or using a different data storage solution that doesn't have such limitations. For more details, you can refer to the QuantConnect Documentation.

Also, please be aware that due to data licensing agreements, exporting data isn't allowed on QuantConnect unless it is a tiny volume of data (less than 10kb) source.

I hope this helps! Let me know if you have any other questions.

Sources:

• QuantConnect Documentation: Key Concepts
• QuantConnect Forum: Using Machine Learning in Backtesting
• QuantConnect Documentation: Bulk Downloads