chrism2671
Base Currency different than USD
Hi everyone,
I tried changing the base currency to EUR but keep getting an error that prices are not found for USDEUR. I simply added a dictionary with codename USDEUR and then changed the lambda x:x to lambda x: 1/x. as said in the guide. Ideally the code could figure out concurrent currencies by triangular multiplication or inverting.
Did you check that said prices are actually downloaded? Unfortunately Quandl has recently retired its WIKI currency price database, which is a real frustration.
On 21 May 2018 at 15:24, Jeroen De Ryck [email protected] wrote:
Hi everyone,
I tried changing the base currency to EUR but keep getting an error that prices are not found for USDEUR. I simply added a dictionary with codename USDEUR and then changed the lambda x:x to lambda x: 1/x. as said in the guide. Ideally the code could figure out concurrent currencies by triangular multiplication or inverting.
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Hey Chris, you are correct, no prices have been downloaded. Could you explain how prices/currencies are downloaded exactly because I only see calls being made to the functions in data_feed and not to the Provider classes.
Thanks in advance
Normally it downloads everything you need when you download the contract.
The functions to download stuff are in quandl_provider.py. There's a script (download.py) that should download everything too.