AlexCatarino
46ead54f79
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
45 lines
1.5 KiB
C#
45 lines
1.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Data;
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using QuantConnect.Data.Custom;
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Dynamic data class for Python algorithms.
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/// </summary>
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public class PythonQuandl : Quandl
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{
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/// <summary>
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/// Constructor for initialising the PythonQuandl class
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/// </summary>
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public PythonQuandl() : base("Close")
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{
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//Empty constructor required for fast-reflection initialization
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}
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/// <summary>
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/// Constructor for creating customized quandl instance which doesn't use "Close" as its value item.
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/// </summary>
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/// <param name="valueColumnName"></param>
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public PythonQuandl(string valueColumnName) : base(valueColumnName)
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{
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//
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}
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}
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} |