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Hello everyone, I am very very new for this technology. I am using Python
Can you please help me to figure out how to read the data value from Quandl.
I am trying to get VIX close value . after call AddData function in the Initialize(),
Is there anyway I can read the data I added from slice in OnData() ? Please let me know how . Thank you
def Initialize(self):
self.SetCash(100000)
self.SetStartDate(2017,5,1)
self.SetEndDate(2017,10,2)
self.quandlCode = "CHRIS/CBOE_VX1"
self.AddData[QuandlFuture](self.quandlCode, Resolution.Daily)
def OnData(self, slice):
!!!!!!!!!!!!!help, what I can do here to get my VX value ?
class QuandlFuture(Quandl):
def __init__(self):
self.ValueColumnName = "Close"
Thomas Chang
See Alex's code here:
Lu Chen
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