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I try to move my algo from QuantOpian to QC. One of my algos uses fetch_csv() and I do as follow here by QC:
class BasicTemplateAlgorithm(QCAlgorithm):
def Initialize(self):
# Set the cash we'd like to use for our backtest
# This is ignored in live trading
self.SetCash(100000)
# Start and end dates for the backtest.
# These are ignored in live trading.
self.SetStartDate(2017,1,1)
self.SetEndDate(2017,1,1)
# Add assets you'd like to see
self.spy = self.AddEquity("SPY")
vixUrl = 'http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/vixcurrent.csv'
fetch_csv(vixUrl,
symbol='VIX',
skiprows=1,
date_column='Date',
pre_func=addFieldsVIX,
post_func=shift_data)
def OnData(self, slice):
# Simple buy and hold template
if not self.Portfolio.Invested:
self.SetHoldings(self.spy, 1)
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
As I complie the program it says it is successful. I find this is quite strange since the function addFieldsVIX and shift_data in fetch_csv() are not yet coded. If I compile this by QuantOpian, I will get error that these both functions are not yet defined.
Then I start the Backtest and from right now I get error message:
Failed to initialize algorithm: Initialize(): Python.Runtime.PythonException: NameError : global name 'fetch_csv' is not defined
at Python.Runtime.PyObject.Invoke (Python.Runtime.PyTuple args, Python.Runtime.PyDict kw) [0x00033] in <14452d8e618b4a588d1da22cca9cdbfe>:0
at Python.Runtime.PyObject.InvokeMethod (System.String name, Python.Runtime.PyTuple args, Python.Runtime.PyDict kw) [0x00007] in <14452d8e618b4a588d1da22cca9cdbfe>:0
at Python.Runtime.PyObject.TryInvokeMember (System.Dynamic.InvokeMemberBinder binder, System.Object[] args, System.Object& result) [0x0003e] in <14452d8e618b4a588d1da22cca9cdbfe>:0
at (wrapper dynamic-method) System.Object:CallSite.Target (System.Runtime.CompilerServices.Closure,System.Runtime.CompilerServices.CallSite,object)
at System.Dynamic.UpdateDelegates.UpdateAndExecuteVoid1[T0] (System.Runtime.CompilerServices.CallSite site, T0 arg0) [0x0011d] in <63992662b765477a898ef49cdcc99ee2>:0
at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.Initialize () [0x00045] in <c6cfed4e549c48eeb4dd0cdf4703b650>:0
at QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler+<>c__DisplayClass19_0.<Setup>b__0 () [0x00053] in <55fffdae2c13477494bf8667b6c09ec3>:0
Alexandre Catarino
fetch_csv is a method from Quantopian API.
From the structure of the file, I believe it should be used as an external data source.
Please checkout the docs, under Importing Custom Data section for details.
Manfred Bastero
Thomas, were you able to get this done?if so can you please share the code? Thanks
Thomas Chang
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