I am trying to write a custom data import code in python. I am using this algo as an example: https://raw.githubusercontent.com/QuantConnect/Lean/master/Algorithm.Python/CustomDataBitcoinAlgorithm.py
Every time I use "SubscriptionDataSource" with RemoteFIle paramter I get the following error "Protocol Error"
Backtest Handled Error: Error downloading custom data source file, skipped: RemoteFile: Csv https://www.quandl.com/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc Error: Error: ProtocolError (Open Stacktrace)
class Bitcoin(PythonData):
'''Custom Data Type: Bitcoin data from Quandl - http://www.quandl.com/help/api-for-bitcoin-data'''
def GetSource(self, config, date, isLiveMode):
if isLiveMode:
return SubscriptionDataSource("https://www.bitstamp.net/api/ticker/", SubscriptionTransportMedium.Rest);
#return "http://my-ftp-server.com/futures-data-" + date.ToString("Ymd") + ".zip";
# OR simply return a fixed small data file. Large files will slow down your backtest
return SubscriptionDataSource("https://www.quandl.com/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc", SubscriptionTransportMedium.RemoteFile);
def Reader(self, config, line, date, isLiveMode):
coin = Bitcoin()
coin.Symbol = config.Symbol
if isLiveMode:
# Example Line Format:
# {"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
try:
liveBTC = json.loads(line)
# If value is zero, return None
value = liveBTC["last"]
if value == 0: return None
coin.Time = datetime.now()
coin.Value = value
coin["Open"] = float(liveBTC["open"])
coin["High"] = float(liveBTC["high"])
coin["Low"] = float(liveBTC["low"])
coin["Close"] = float(liveBTC["last"])
coin["Ask"] = float(liveBTC["ask"])
coin["Bid"] = float(liveBTC["bid"])
coin["VolumeBTC"] = float(liveBTC["volume"])
coin["WeightedPrice"] = float(liveBTC["vwap"])
return coin
except ValueError:
# Do nothing, possible error in json decoding
return None
I've tried number of other datasources and they all return this cryptic error message.
class Weather(PythonData):
''' Weather based rebalancing'''
def GetSource(self, config, date, isLive):
source = "https://www.wunderground.com/history/airport/{0}/{1}/1/1/CustomHistory.html?dayend=31&monthend=12&yearend={1}&format=1".format(config.Symbol, date.year);
return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile);
def Reader(self, config, line, date, isLive):
# If first character is not digit, pass
if not (line.strip() and line[0].isdigit()): return None
data = line.split(',')
weather = Weather()
weather.Symbol = config.Symbol
weather.Time = datetime.strptime(data[0], '%Y-%m-%d') + timedelta(hours=20) # Make sure we only get this data AFTER trading day - don't want forward bias.
weather.Value = decimal.Decimal(data[2])
weather["MaxC"] = float(data[1])
weather["MinC"] = float(data[3])
return weather
Can anyone shed some light on this ?
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!