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Persistent Blacklist

Hello,

I am running some backtests using the algorithm lab and I'm wanting to use sort of persistent blacklist of symbols that will be used within the universe selection model and then updated by the risk management model. I don't want the blacklist to reset everytime the code stops and I want to edit the blacklist outside of code (so I can exclude certain symbols from selection manually - but again I want it updated from code also)

Ftp would seem like obvious choice, but I cannot seem to upload/append files via ftp. It seems there is API level and proxy level control in place.

Any other ideas/possibilities?

Greetings,

Pawel

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You can use Download() to download an external file into your algorithm. There are some rate limits on that, but given what you describe, it seems like you would be nowhere near triggering those.

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Thank you for that Douglas, I did not previously consider rate limits. Now that you have mentioned, I agree that a list of symbols for the purpose of persistent blacklist is unlikely to trigger rate limits.

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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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