How would I start going about this?  If I wanted the same data I was pulling from this previously using PythonQuandl and instead use NasdaqDataLink to still pull specific Key Economic Indicators. Lets say the following example:

  1. from QuantConnect.Python import PythonQuandl
  2. import numpy as np
  3. class QuandlImporterAlgorithm(QCAlgorithm):
  4.    def Initialize(self):
  5.        self.quandlCode = "OECD/KEI_LOLITOAA_OECDE_ST_M"
  6.        #self.SetBrokerageModel(BrokerageName.AlphaStreams)
  7.    ## Optional argument - personal token necessary for restricted dataset
  8.        #Quandl.SetAuthCode("PrzwuZR28Wqegvv1sdJ7")
  9.        
  10.        self.SetStartDate(2019,1,1)                                 #Set Start Date
  11.        self.SetEndDate(2020,1,1)            #Set End Date
  12.        self.SetCash(25000)                                         #Set Strategy Cash
  13.        self.SetWarmup(456)
  14.        self.SetBenchmark("SPY")
  15.        self.init = True
  16.        self.kei = self.AddData(QuandlCustomColumns, self.quandlCode, Resolution.Daily, TimeZones.NewYork).Symbol
  17.        self.sma = self.SMA(self.kei, 1)
  18.        self.mom = self.MOMP(self.kei, 2)
+ Expand

       

Any idea where I should first start in trying to solve/understand this?

Author

Axist

January 2022