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Implements Quandl support for Python

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Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
This commit is contained in:
AlexCatarino
2017-07-27 00:18:08 +01:00
parent b9e57d09e1
commit 46ead54f79
11 changed files with 162 additions and 43 deletions
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Algorithm.Python/CustomDataNIFTYAlgorithm.py
+1 -1
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@@ -66,7 +66,7 @@ class CustomDataNIFTYAlgorithm(QCAlgorithm):
if self.Time.weekday() != 2: return
cur_qnty = self.Portfolio["NIFTY"].Quantity
quantity = math.floor(self.Portfolio.MarginRemaining * decimal.Decimal(0.9) / data["NIFTY"].Close)
quantity = decimal.Decimal(math.floor(self.Portfolio.MarginRemaining * decimal.Decimal(0.9) / data["NIFTY"].Close))
hi_nifty = max(price.NiftyPrice for price in self.prices)
lo_nifty = min(price.NiftyPrice for price in self.prices)