Importing remote csv file

Here's the corrected version of the sample code to retrieve a remote CSV file containing dates and boolean signals and use it in the OnData method every day:

from AlgorithmImports import *

class CustomSignalData(PythonData):
    def get_source(self, config: SubscriptionDataConfig, date: datetime.datetime, is_live_mode: bool) -> SubscriptionDataSource:
        # URL of the remote CSV file
        source = "https://example.com/path_to_your_csv.csv"
        return SubscriptionDataSource(source, SubscriptionTransportMedium.REMOTE_FILE)

    def reader(self, config: SubscriptionDataConfig, line: str, date: datetime.datetime, is_live_mode: bool) -> BaseData:
        if not line.strip():
            return None

        data = line.split(',')
        custom_data = CustomSignalData()
        custom_data.symbol = config.symbol

        try:
            # Assuming the CSV format is: Date,Signal
            custom_data.time = datetime.datetime.strptime(data[0], '%Y-%m-%d')
            custom_data.value = bool(int(data[1]))  # Assuming signal is 0 or 1
        except ValueError:
            return None

        return custom_data

class CustomDataAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2021, 12, 31)
        self.set_cash(100000)

        # Add custom data
        self.custom_symbol = self.add_data(CustomSignalData, "CustomSignalData", Resolution.DAILY).symbol

    def on_data(self, data: Slice):
        if data.contains_key(self.custom_symbol):
            custom_data = data[self.custom_symbol]
            self.debug(f"Date: {custom_data.time}, Signal: {custom_data.value}")

            # Implement your trading logic based on the signal
            if custom_data.value:
                self.set_holdings("SPY", 1)
            else:
                self.liquidate("SPY")

Explanation:

• CustomSignalData Class: This class inherits from PythonData and implements the get_source and reader methods to fetch and parse the CSV data.
• get_source Method: Specifies the URL of the remote CSV file and sets the transport medium to REMOTE_FILE.
• reader Method: Parses each line of the CSV file to extract the date and boolean signal.
• CustomDataAlgorithm Class: Initializes the algorithm, adds the custom data, and implements the on_data method to process the signals and execute trades.

Sources: Requesting Data - QuantConnect.com, CSV Format Example - QuantConnect.com, Custom Data Object Store Regression Algorithm, JSON Format Example - QuantConnect.com, Key Concepts - QuantConnect.com

Thank you for the solution. Incidentally, it doesn't work if custom_data.value is a boolean. I converted boolean in the csv to integer and it worked.

ustom_data.value = 1 if data[1].strip().lower() == 'true' else 0

Note: My CSV file only has daily dates and OnData is invoked at 0:00 every day if I add the custom data. To invoke it at 16:00 like other stocks, this line should be added where the date is read.

custom_data.time = datetime.datetime.strptime(data[0], '%Y-%m-%d').replace(hour=16)