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Hello all,
I am trying to use local data to run an algorithm (implementing a csharp program that uses the NuGet packages). I've seen a couple of examples on the site that show using local data, but I want to get it from a custom location, with a different folder structure and multiple files (one per day).
What are the classes/methods I need to override to achieve this? I imagine I can create my own file reader that can offer a seamless experience by opening the necessary files and returning a stream of ticks. I'm just not sure where to plug it yet.
Thanks for any tip
Varad Kabade
Hi Alex P,
Thank you for your patience.
To use custom data from any source, you need to extend BaseData and override the Reader and GetSource methods. We recommend going through the following docs and the example algorithms for more information.
Best,
Varad Kabade
Alex P
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