Hi,

I added weather data as a custom data source (as described here: https://www.quantconnect.com/docs/algorithm-reference/importing-custom-data), but the data is never downloaded. What am I doing wrong?

from Weather import Weather

class WeatherSimple(QCAlgorithm):
# Taking weather into account using a custom data source (I called it simple because it will not be using the Algorithm Framework)

def Initialize(self):
# Set Strategy Cash. In live trading, this is ignored and replaced with the actual cash of the account
self.SetCash(50 * 1000)

# Set start and end date
start_date = datetime(year=2017, month=1, day=1)
self.SetStartDate(start_date)
self.SetEndDate(start_date + timedelta(weeks=12 * 4))

# Set brokerage model
self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)

# Set benchmark - this is the performance that we want to beat if we aim to "beat the market"
self.SetBenchmark("SPY")

# Add securities
resolution = Resolution.Daily
self.tickers = ["AAPL", "IBM", "TSLA", "GOOG"]
for ticker in self.tickers:

# Request the data
symbol = self.AddEquity(ticker, resolution, Market.USA).Symbol

# Set data normalization mode
self.Securities[ticker].SetDataNormalizationMode(DataNormalizationMode.SplitAdjusted)
# SplitAdjusted means that the price is adjusted for splits but dividends are paid directly to my balance

# Add WEATHER DATA - as a custom data source
self.AddData(Weather, self.tickers[0], resolution)


def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''

# Set Holdings such that each ticker gets the same fraction of our money
num_tickers = len(self.tickers)
fraction_per_ticker = 1. / num_tickers
self.SetHoldings([PortfolioTarget(ticker, fraction_per_ticker) for ticker in self.tickers])

# Get bars for each ticker
trade_bars = data.Bars
for ticker in self.tickers:

# Sometimes, there is no info for some of the symbols
if ticker not in trade_bars:
continue

bar = trade_bars[ticker]
# self.Debug(f"{ticker} price at {self.Time}: {bar}")

# Check if dividends were paid out during the current time slice
for ticker in self.tickers:
if data.Dividends.ContainsKey(ticker):
## Log the dividend distribution
distribution = data.Dividends[ticker].Distribution
self.Debug(f"{ticker} paid a dividend of {distribution}")class Weather(PythonData):
''' Weather based rebalancing'''

def GetSource(self, config, date, isLive):
source = "https://www.wunderground.com/history/airport/{0}/{1}/1/1/CustomHistory.html?dayend=31&monthend=12&yearend={1}&format=1".format(config.Symbol, date.year);
return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile);


def Reader(self, config, line, date, isLive):
# If first character is not digit, pass
if not (line.strip() and line[0].isdigit()):
return None

data = line.split(',')
weather = Weather()
weather.Symbol = config.Symbol
weather.Time = datetime.strptime(data[0], '%Y-%m-%d') + timedelta(hours=20) # Make sure we only get this data AFTER trading day - don't want forward bias.
weather.Value = decimal.Decimal(data[2])
weather["MaxC"] = float(data[1])
weather["MinC"] = float(data[3])

return weather

Thanks!