Quandl Historical Data


I have been trying to pull FRED data from quandl using the following code.

# In Initialize
self.AddData(FRED, 'FRED/IPB52131N', Resolution.Daily)

class FRED(PythonQuandl):
'''Custom quandl data type for setting customized value column name. Value column is used for the primary trading calculations and charting.'''
def __init__(self):
self.ValueColumnName = "Value"

I'm trying to calculate the 12 month change of the index, but I keep running into errors "KeyError". I'm trying to run the Quandl data through self.History and slicing the Pandas dataframe.

Any help is appreciated!


Update Backtest

Quandl provides the monthly FRED data. If you don't set the fillDataForward to be true when you import the custom data, the key only exists in the slice at the month start day. Before retrieving the value, please add "data.ContainsKey('FRED/IPB52131N')" to check if the data exists. See the attached algorithm


Thanks Jing I'll have a play and see wha I come up with


Update Backtest


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