I am trying to get a list of historical trading days. This is to assist in looking up historical fundamental data at a specific frequency, rather than checking every day of historical data. By getting a list of trading days, I also avoid holidays.
Attached is the backtest I have tried. I have also tried replacing GetTradingDays with GetDaysByType, as shown here. Someone has a python implementation at the bottom of the thread here, but I can't see why mine does not work since it is an almost identical setup.
Any help is appreciated.
Big mak
Here is what the error message looks like when I don't have try and except:
Derek Melchin
Hi Big mak,
Thanks for reporting this. We've created a GitHub Issue to have the problem addressed. Subscribe to our progress here.
Note that it's not currently possible to retrieve historical fundamental data through the QCAlgorithm class. We have an open GitHub Issue for it here.
Best,
Derek Melchin
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Big mak
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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