# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from AlgorithmImports import * import decimal class CustomPythonData(PythonData): def get_source(self, config, date, is_live): source = Globals.DataFolder + "/equity/usa/daily/ibm.zip" return SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.Csv) def reader(self, config, line, date, is_live): if line == None: return None customPythonData = CustomPythonData() customPythonData.Symbol = config.Symbol scaleFactor = 1 / 10000 csv = line.split(",") customPythonData.Time = datetime.strptime(csv[0], '%Y%m%d %H:%M') customPythonData["Open"] = float(csv[1]) * scaleFactor customPythonData["High"] = float(csv[2]) * scaleFactor customPythonData["Low"] = float(csv[3]) * scaleFactor customPythonData["Close"] = float(csv[4]) * scaleFactor customPythonData["Volume"] = float(csv[5]) return customPythonData class Nifty(PythonData): '''NIFTY Custom Data Class''' def get_source(self, config, date, is_live_mode): return SubscriptionDataSource("https://www.dropbox.com/s/rsmg44jr6wexn2h/CNXNIFTY.csv?dl=1", SubscriptionTransportMedium.REMOTE_FILE) def reader(self, config, line, date, is_live_mode): if not (line.strip() and line[0].isdigit()): return None # New Nifty object index = Nifty() index.symbol = config.symbol try: # Example File Format: # Date, Open High Low Close Volume Turnover # 2011-09-13 7792.9 7799.9 7722.65 7748.7 116534670 6107.78 data = line.split(',') index.time = datetime.strptime(data[0], "%Y-%m-%d") index.value = decimal.Decimal(data[4]) index["Open"] = float(data[1]) index["High"] = float(data[2]) index["Low"] = float(data[3]) index["Close"] = float(data[4]) except ValueError: # Do nothing return None return index