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Hi,
I am looking to load custom data from a local sqlite database into the local installation of LEAN open source. I have looked at the custom data documentation which explains how to load OHLCV prices from a url but there's no mention of SQL or sqlite database. Could anyone please indicate how this can be achieved. I have hourly, daily data in Sqlite and would like to feed it in standard format to LEAN engine.
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Alex Gulkan
hi,
any success with this?
Alexandre Catarino
Hi,
The QuantConnect Engineering Team hasn't tried to implement a SQL data source, since it's not our use case. Consequently, we don't have a tutorial on how to implement a data provider at the moment.
The most common usages of the custom data feature imply transferring files over the internet and reading json from a webpage.
For the SQL Data Provider implementation, you will need to create a class that implements IDataProvider. This was briefly discussed in this GitHub issue.Â
Good luck,
Alex
Abhishek Gupta
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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