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Fetcher: How can I import a list of stocks but also with a value for each stock

Hi,

I am trying to fetch a file as a list of stocks but also there is a column containing a single value for each stock I would like to use in the trading algo.

Such as (also in the Backtest):
symbol,Date,Value
AAPL,2015/10/01,1
MSFT,2015/10/31,2
EBAY,2015/11/01,3

The "Value" column is the one I would like to use with the list of stocks. But I was wondering if I could import that information as if I just use data.fetcher_assets, it returns a list of stocks without anything in the "Value" column.

Thank you for your help in advance!

Clone Algorithm
7
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 596cdf5b5a121c4e1225b6b5
There was a runtime error.
4 responses

bump for answers... thanks!

Values from fetcher can be read using the data.current(symbol, key) method.

So in your example, to get the current Value of a security, you would do the following:

symbol = sid(...)  
data.current(symbol, "Value")  

Sorry for the dumb question, but how would this look/work in a functioning algorithm?

Hi Delman,

The attached backtest demonstrates what Ian explained above. I modified your algorithm to log the security and Value every time show_fetched_assets is executed.

Clone Algorithm
10
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5973fe0fe771124e00eae716
There was a runtime error.
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