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I am trying to backtest a strategy using custom one minute bar data for foreign equities that I've downloaded. I am trying to setup a custom data class to read this data. I've tried to follow the python examples from here among many others, but I've had no luck on this.
The current backtest is a very simple day trading strategy. It buys the assets at a set time, which calls the MyEntries function, then closes all open positions at the end of the day.
An example of the published csv data can be found here: link_to_csv
Can someone point me in the right direction for this?
Thanks,
Aaron
Halldor Andersen
Hi Aaron.
Thank you for sharing with the QuantConnect community. Going through the documentation section is a good start to learn how to import custom data. However, some of the examples need to be adjusted when dealing with data in a different time resolution, such as a minute resolution data.
I've attached a backtest where your custom data is loaded, to point you in the right direction. Note that prices are printed out to the attached log file.
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