Files
quantconnect--lean/Algorithm.Python
AlexCatarino 46ead54f79 Implements Quandl support for Python
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
2017-07-27 00:18:08 +01:00
..
2015-09-01 22:17:35 -04:00
2017-05-14 15:11:57 +01:00
2017-04-11 17:09:44 +01:00
2016-02-12 11:07:53 -05:00
2015-09-01 22:17:35 -04:00

QuantConnect Python Algorithm Project:

Set config:

"algorithm-type-name": "BasicTemplateAlgorithm",
"algorithm-language": "Python",
"algorithm-location": "../../../Algorithm.Python/BasicTemplateAlgorithm.py",

Linux

To use Lean-Python on linux you'll need to install Python:

sudo apt-get install -y python-pip

Please checkout the command to install the whitelisted packages here.

Windows

  1. Install Python 2.7

  2. Add an entry to the system path variable (C:\Python27)

  3. Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.win to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

macOS

By default, macOS has python installed.

Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.mac to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

pandas

Install pandas and its dependencies.