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Hi,
I have my own pricing data, running Lean on my local machine, and I have succesfully loaded it in my test code. I also have corporate actions, and the vendor I use has their own symbology, so I added the stocks in my universe to the csv file under /Data where the security definitions live. I would also like for Lean to pick up my split data, but so far I have not found where it is loaded from. Thanks.,
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Jared Broad
This from the factor files, we also have Yahoo factor file generator.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
George coles
Thanks, I adapted my code from the yahoo downloader and the FactorFile thing. I will get to testimg tomorrow.
So is the convention of having the split date be a day earlier than the effective split an artifact of the yahoo feed? Or an adjustment you made,to facilitate event flow in the auxiliary / factor feed handler?
Jared Broad
I'm not 100% why; you might find more information about it from the original data source (1, 2).
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
George coles
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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