backtrader.feeds.quandl module

Quandl Data Feed Module - Quandl data parsing.

This module provides data feeds for Quandl CSV data and

Quandl API connection.

Classes:

QuandlCSV: Parses pre-downloaded Quandl CSV files. Quandl: Live Quandl data feed.

示例

>>> data = bt.feeds.QuandlCSV(dataname='quandl.csv')
>>> cerebro.adddata(data)

class backtrader.feeds.quandl.QuandlCSV

基类：CSVDataBase

Parses pre-downloaded Quandl CSV Data Feeds (or locally generated if they comply to the Quandl format)

Specific parameters:

• dataname: The filename to parse or a file-like object

• reverse (default: False)

  It is assumed that locally stored files have already been reversed during the download process

• adjclose (default: True)

  Whether to use the dividend/split adjusted close and adjust all values according to it.

• round (default: False)

  Whether to round the values to a specific number of decimals after having adjusted the close

• decimals (default: 2)

  Number of decimals to round to

start()

Start the Quandl CSV data feed.

Reverses data if needed for correct chronological order.

frompackages = ()

packages = ()

class backtrader.feeds.quandl.Quandl

基类：QuandlCSV

Executes a direct download of data from Quandl servers for the given time range.

Specific parameters (or specific meaning):

• dataname

  The ticker to download ('YHOO', for example)

• baseurl

  The server url. Someone might decide to open a Quandl compatible service in the future.

• proxies

  A dict indicating which proxy to go through for the download as in {'http': 'http://myproxy.com'} or {'http': 'http://127.0.0.1:8080'}

• buffered

  If True, the entire socket connection will be buffered locally before parsing starts.

• reverse

  Quandl returns the value in descending order (newest first). If this is True (the default), the request will tell Quandl to return in ascending (oldest to newest) format

• adjclose

  Whether to use the dividend/split adjusted close and adjust all values according to it.

• apikey

  Apikey identification in case it may be needed

• dataset

  String identifying the dataset to query. Defaults to WIKI

__init__(*args, **kwargs)

Initialize a LineMultiple instance.

Sets up the internal state for managing multiple lines, including line type indicator, lines collection, clock reference, and line iterator tracking.

Initializes:

_ltype: Line type indicator (None for base LineMultiple). lines: Collection of line objects (creates if not exists). _clock: Clock reference for synchronization. _lineiterators: Dictionary tracking registered lineiterators. _minperiod: Minimum period requirement (defaults to 1).

start()

Start the Quandl data feed and download data.

Constructs URL with parameters and fetches data from Quandl API.

frompackages = ()

packages = ()