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I posted this question on an old thread, but realized I should probably start a new thread.
Is it possible to add multiple columns from the same Quandl table? e.g.:
MyAlgo(QCAlgorithm):
def Initialize(self):
self.onemo = self.AddData(Quandl1moRate, "USTREASURY/YIELD", Resolution.Daily, DateTimeZone.Utc, True)
self.oneyr = self.AddData(Quandl1yrRate, "USTREASURY/YIELD", Resolution.Daily, DateTimeZone.Utc, True)
class Quandl1moRate(PythonQuandl):
def __init__(self):
self.ValueColumnName = "1 mo"
class Quandl1yrRate(PythonQuandl):
def __init__(self):
self.ValueColumnName = "1 yr"This doesn't work for me. (I get "Trying to dynamically access a method that does not exist throws a TypeError exception.")
Somewhat related, how do I go about adding Quandl data that comes in monthly increments?
Benjamin Ettinger
OK, I was able to figure out that I shouldn't be assigning a variable to AddData, so I changed my code to:
MyAlgo(QCAlgorithm): def Initialize(self): self.AddData(Quandl1moRate, "USTREASURY/YIELD", Resolution.Daily, DateTimeZone.Utc, True) self.AddData(Quandl1yrRate, "USTREASURY/YIELD", Resolution.Daily, DateTimeZone.Utc, True) class Quandl1moRate(PythonQuandl): def __init__(self): self.ValueColumnName = "1 mo" class Quandl1yrRate(PythonQuandl): def __init__(self): self.ValueColumnName = "1 yr"In Rebalance, I attempt to access the values with:
data["Quandl1yrRate"].Valuebut I get the error:
Runtime Error: In Scheduled Event 'SPY: MonthStart: SPY: 0 min after MarketOpen', KeyNotFoundException : The given key ' ' was not present in the dictionary.How should I be accessing the two separate data streams for "USTREASURY/YIELD"??
Link Liang
Hi Benjamin,
We could subscribe this Quandl table with one of the column name, and access the other one with
slice["USTREASURY/YIELD"].GetProperty(column2_name)Here is my attempt with a backtest. Let us know if you have further questions!
Benjamin Ettinger
Thank you! This is what I was looking for.
I attempted to incorporate this into my code, but I'm running into a problem when attempting to access the history thus:
def OnData(self, slice): data = slice["USTREASURY/YIELD"] self.one_year = data.GetProperty("1 yr") hist = self.History(self.one_year,self.start,self.end,Resolution.Daily)This doesn't work. What should go in the first argument of self.History() to access the history of the "1 yr" property of "USTREASURY/YIELD"? Apologies for the beginner questions.
Link Liang
Hi Benjamin,
The first argument of History() method should be symbols or ticker names. In this case, the ticker name is "USTREASURY/YIELD", as the way Quandl custom data is implemented. Therefore here is how we should access the historical data:
hist = self.History(["USTREASURY/YIELD"],timedelta(days = 10),Resolution.Daily)And it would return a pandas dataframe. Here is how to access a column of it:
hist["1 mo"]You could read pandas documentation regarding more usage of dataframe. Hope it helps.
Benjamin Ettinger
Perfect, thank you! I'm familiar with pandas but I didn't realize this output was going into a pandas dataframe.
Benjamin Ettinger
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