Hello, I have an algo that trades options two days before earning release for AAPL. Actually, I paste manually all earning dates in Initialize. The algo look for current date to be 2 days earlier and allow to make orders in that specific date. This logic is implemented in ActivateTransaction().
In the earnings_dates.py file, is a python scripts to retrieve and parse earngins data from AAPL into a datetime object. I cannot use the script because beautifulSoup is not supported yet.
Is webclient suitable for this case? What approach you recommend to get the output of earnings_dates.py as a collection(list, etc) in the Initialization of the algo?
Link Liang
Hi Nicolas,
Here is a list of libraries we support. You could try to find data with those libraries (i.e. quandl).
In addition, you could download Lean and run backtests locally with any libraries you want and custom data{https://www.quantconnect.com/docs/algorithm-reference/importing-custom-data}.
Hope it helps!
Nicolas Ferrari
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