Here is an example of a simple function that asks for a ticker and returns its current Yahoo Finance value. I needed this to solve for the VIX live value, hope this helps someone else as well.
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Function retrieves current Yahoo Finance value for a given ticker; used to solve for VIX live value with 15m delay.
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Solved: VIX live price with 15m delay.
Daniel Hai | November 2015
Here is an example of a simple function that asks for a ticker and returns its current Yahoo Finance value. I needed this to solve for the VIX live value, hope this helps someone else as well.
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Tadas Talaikis
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Jared Broad
Our decimal wrapper was removed. You can just remove the header `import decimal as d` and then replace the uses of it like "self.Lev = d.Decimal(1.0)" to self.Lev = 1.0
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.
Clemens Fruhwirth
Thank you Alex Muci for sharing the code!
I brought the code forward to run with the latest LEAN changes. Also I changed the data resolution to hourly, because the only thing requiring minute data was the rebalance done at 10:01. I moved that to 10:00. Now, the backtest runs much faster.
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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