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How do I analyze custom data (lets say a csv file based on earning reports or some other events) using python (pandas/numpy) and generate buy/sell signals and backtest ?
A. Can I analyse the data in quantconnect so I don't have to uplaoda csv file and it could work in real time
B. If I analyse the data outside (lets say google colab), generate a CSV file with buy and sell indicator. Now can I upload to quantconnect and backtest it?
This is not the strategy I am considering but just to give an idea lets say I have earning report from some source which I downlaoded (or used api) and processed with python/pandas (on google colab or quantconnect) and created a csv like this.
Date Symbol EPS. Rating. Buy_indicator. Sell_indicator. Position
2020-1-1 APPL 23 Good. 1 0 1
2020-1-2 GOOG 12 Good 1 0 1
2020-04-1 APPL 30 Good 1 0 2
2020-04-2 GOOG 11 Bad 0 1 1
2020-07-1 APPL 25 Neutral 0 0 2
2020-07-2 GOOG 10 Bad 0 0 0
Now I want to the load the above csv data (if not created within quantconnect) in Quantconnect and backtest the strategy using buy/sell/positon indicators.
Dirk bothof
easiest way is to upload your file to dropbox, in your algoritme you can read-in the file and do what is required to trade.
https://www.quantconnect.com/docs/algorithm-reference/importing-custom-dataShile Wen
Hi Sushil,
Following up on what Dirk said, the link he shared shows how to stream data real-time through Dropbox.As for using custom indicators from a csv, the same link also explains how to import a static file, which you can do with the following:
csv = self.Download("https://www.dropbox.com?....&dl=1") # read file (which needs to be a csv) to a pandas DataFrame. include following imports above # from io import StringIO # import pandas as pd df = pd.read_csv(StringIO(file))Best,
Shile Wen
AM H
Hi Shile
I have successfuly ingested data from Dropbox using the methods in the NIFTY example. I have a problem in passing the new symbol/ticker data to a list. For example my script currently contains this code:
self.tickers = ["VTI", "TLT", "GLD"] for ticker in self.tickers: self.AddEquity(ticker, Resolution.Daily)How can I make a list such as this with my AddData items? For example I initialise the data through:
self.AddData(GoldPhys, "IGLN.L", Resolution.Daily).Symbol self.AddData(Treas20, "IDTL.L", Resolution.Daily).Symbol self.AddData(VanSPY, "VDNR.L", Resolution.Daily).Symbolor
GoldPhys = self.AddData(GoldPhys, "IGLN.L", Resolution.Daily).Symbol Treas20 = self.AddData(Treas20, "IDTL.L", Resolution.Daily).Symbol VanSPY = self.AddData(VanSPY, "VDNR.L", Resolution.Daily).Symboland my custom classes like this:
class GoldPhys(PythonData): '''IGLN.L Custom Data Class''' def GetSource(self, config, date, datafeed): return SubscriptionDataSource("https://www.dropbox.com/s/pqwv2psx3qeysl1/VDNR.csv?dl=0", SubscriptionTransportMedium.Rest) def Reader(self, config, line, date, datafeed): if not (line.strip() and line[0].isdigit()): return None # New GoldPhys object index = GoldPhys() index.Symbol = config.Symbol try: # Example File Format: # Date, Open High Low Close Volume # 2011-09-13 7792.9 7799.9 7722.65 7748.7 116534670 data = line.split(',') index.Time = datetime.strptime(data[0], "%Y-%m-%d") index.Value = data[4] index["open"] = float(data[1]) index["high"] = float(data[2]) index["low"] = float(data[3]) index["close"] = float(data[4]) except ValueError: # Do nothing return None return indexBut I cannot successfuly pull this data into an list of symbols/tickers via the old code here. How can I do this?
self.tickers = ["VTI", "TLT", "GLD"] for ticker in self.tickers: self.AddEquity(ticker, Resolution.Daily)Thanks!
Shile Wen
Hi Am H,
This was answered in this thread.
Best,
Shile Wen
Sushil kumar
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