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I haven't been able to find documentation on leveraging quandl data using python. Keep getting an error, e.g. "Property with name 'close' does not exist. Properties: Time, Symbol, Value value" when I refer to a slice["quandlecode"].
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Karl2so
I found this link which might be helpful, but now just keep getting this error: "'PythonQuandl' object has no attribute 'ValueColumnName'"
Alexandre Catarino
In our Quandl data implementation, the members of data object are dynamically created based in the column names. By default, we use the value from the column "close" to set the Value member of the object. When the column close is not present the error you mentionned is thrown.
The solution is to create a class that inherits from Quandl class (PythonQuandl for python algorithms) and choose another column for the Value member.
We couldn't reproduce the issue with the example you pointed out.
Please checkout attached backtest.
Karl2so
Thanks for the response. I just figured it out. I had a syntax error in my Initialize function that was causing my second issue. All that said, it was really hard to find that example and get all the syntax right, not sure if you guys are planning to add more python specific examples - the docs are fine but examples are the most helpful to see how things run.
Jared Broad
Thanks Karl we're really trying! Please be patient with us as we add the detailed python support. If I get permission from my wife I'll do it this holiday weekend ;)
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.
Karl2so
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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