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Hello,
I am running some backtests using the algorithm lab and I'm wanting to use sort of persistent blacklist of symbols that will be used within the universe selection model and then updated by the risk management model. I don't want the blacklist to reset everytime the code stops and I want to edit the blacklist outside of code (so I can exclude certain symbols from selection manually - but again I want it updated from code also)
Ftp would seem like obvious choice, but I cannot seem to upload/append files via ftp. It seems there is API level and proxy level control in place.
Any other ideas/possibilities?
Greetings,
Pawel
Douglas Stridsberg
You can use Download() to download an external file into your algorithm. There are some rate limits on that, but given what you describe, it seems like you would be nowhere near triggering those.
Pawel Kowalke
Thank you for that Douglas, I did not previously consider rate limits. Now that you have mentioned, I agree that a list of symbols for the purpose of persistent blacklist is unlikely to trigger rate limits.
Pawel Kowalke
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