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How to use CSV data

Below is my code that tests overreaction of a stock based on past 200 day data. I want to implement it using csv so that I can include datasets not on Quantopian. Thanks in advance.

from zipline.utils.tradingcalendar import get_early_closes

def initialize(context):  
    context.stock = sid(16841) # AAPL  

    context.early_closes = get_early_closes(  
        context.stock.start_date, context.stock.end_date).date  
def check_and_buy(context, data):  
    if get_datetime().date() in context.early_closes: 'Early close: no trading')  
        if context.stock in data:  
            highs = history(bar_count=200, frequency='1d', field='high')  
            lows = history(bar_count=200, frequency='1d', field='low')  
            opens =  history(bar_count=5, frequency='1d', field='open_price')  
            close =  history(bar_count=5, frequency='1d', field='close_price')  
            for s in data:  
                 retns = (close[s][-2]-opens[s][-2])  
            ret = ((highs-lows)/lows)*100  
            retstd = ret.std()  
            retavg = ret.mean()  
            over = retavg+retstd  
            negover = -1*over  
            for s in data:  
                 prev_ret = ret[s][-2]  
            # Insert your calculations here, and then depending  
            # on the result, set "buy" to True or False  
        if (retns > 0 and prev_ret > over):  
            if (retns <0 and prev_ret < negover):  
              order_target_percent(context.stock, 1)  

def sell_all(context, data):  
    if context.stock in data:  
        if context.portfolio.positions[context.stock].amount != 0:  
            order_target_percent(context.stock, 0)  
def handle_data(context, data):  
2 responses

Hi Yatharth,

We provide a generic capability called Fetcher to load in external CSV. Documentation can be found here:

Hope that helps.

All the best,


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