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Forex Backtest with Quandl



  • Hello,

    Does anyone have an example of getting forex data from Quandl? I've tried getting the data with 'CUR/EUR' as the dataset and I get:

    File "C:\Users\dx\AppData\Local\Programs\Python\Python35-32\lib\site-packages
    backtrader\feed.py", line 692, in preload
    self.f.close()
    AttributeError: 'NoneType' object has no attribute 'close'

    I pass the data with:

    data = bt.feeds.Quandl(
    dataname=args.instrument,
    apikey='MYKEY,
    fromdate = fd,
    todate = td,
    buffered= True
    )

    It works with stocks--any ideas?

    Thanks!



  • Hi, i did not check the following so it may be wrong, but it seems, the symbol is not available completely on quandl. i looked for the data here:

    https://www.quandl.com/api/v3/datasets/CUR/EUR.json?api_key=xxx

    the data only has a close price, no other data available. backtrader will look for ohlc values i believe. There was a few months also some questions about quandl here in this forum with similar issues.