Quandl

Support has been added for Quandl data (#15) using the pandas Web data reader, e.g., you can now specify quandl_wiki in the schema field. Note that WIKI is a source of free end-of-day stock data from Quandl, but its data history is limited. Regarding the state of Google and Yahoo stock data, AlphaPy can still get intraday data from Google, but end-of-day data is no longer available from Google. Getting end-of-day stock data from Yahoo is sporadic, so we recommend a paid provider for consistency.

You can now drop files into the data directory: intraday data, daily data, or any other regular time series. Intraday data must have a separate date and time column, along with the OHLCV columns. Daily data and higher requires only the date column. To use local data, specify schema: data in the market.yml file. The file names must conform to the convention: symbol_subject_schema_fractal.csv, e.g., aapl_stock_data_1d.csv.

We added a new crypto subject to test out AlphaPy on cryptocurrency data. We will contribute another tutorial shortly for testing an open range breakout system on btc_crypto_data_1min.csv. Note that fractals now conform to Pandas series offsets if the user chooses to resample from the original data (#16).