quandl

问题 I'm trying to fetch one value from the data source website Quandl to be used within a MetaTrader4 script. The data source site provides a method to export data via API formats including .csv , .json or .xml . I have chosen the .csv format, which the data source website then provides an API call for me to use in the following format: https://www.quandl.com/api/v3/datasets/ADB/LAB_UNEMP_JPN.csv?rows=1&api_key=my_api_key By using the rows=1 parameter in the above API call , I can choose to just

问题 I have already installed quandl library at command prompt using command: pip3 install quandl And I am able to use various quandl methods. But in my Jupyter Notebook, when I do "import quandl", it says: No module named 'quandl' I have restarted Jupyter notebook, even then the same results. Other modules like Numpy, Pandas, Matplotlib work fine for me at the command-prompt and also in Jupyter Notebooks. I have already gone through other posts mentioning the same issue, but all of them just

问题 I want to create a continuous futures series, that is to eliminate a gap between two series. First thing I want is to download all individual contracts from the beginning to the now, the syntax is always the same: Quandl("CME/INSTRUMENT_MONTHCODE_YEAR") 1.INSTRUMENT is GC (gold) in this case 2.MONTHCODE is G J M Q V Z 3.YEAR is from 1975 to 2017 (the actual contract) With the data, I start working from the last contract, in this case "CME/GCG1975" and with the next contract "CME/GCJ1975".

问题 I'm running R version 3.2 because it is a requirement for ggplots2. However it seems that I cannot install package "Quandl". I'm getting the following warnings: No package 'libcurl' found Using PKG_CFLAGS= Using PKG_LIBS=-lcurl ------------------------- ANTICONF ERROR --------------------------- Configuration failed because libcurl was not found. Try installing: * deb: libcurl4-openssl-dev (Debian, Ubuntu, etc) and some others. The result is: Warning in install.packages : installation of

问题 Here's a simple code for downloading daily stock data and computing Bollinger band indicator, but what I am not able to do is set up a logic for generating a buy and sell signal. Can someone help me with that. What i want is for the system to check if previous close price is less than Bollinger Band low and last close price should be above the Bollinger Band low. if yes then the system should show it as a buy and vice versa. PS: I am only using Pandas, numpy, matplotlib and Quandl. Code:

问题 I'm starting programming R. I use Quandl to download historical futures data (GCG1975, GCJ1975, GCM1975, GCQ1975, GCV1975, GCZ1975, GCG1976, GCJ1976, GCM1976, ..., GCZ2016) . Month codes: G J M Q V Z Years: 1975:2016 I want to download it all , but I don't want to tape it all, so I think I want a function that downloads a year with all the months and then the next year again all the months. As an example, to download the first year: require(Quandl) Quandl("CME/GCG1975") Any tip about the

问题 I'm using C# and I want to know how to use the Quandl API to get data via xml, like a stock price. I've never used an API before so I'm really lost. I was looking at their quick start guide, but I don't understand how something like "https://www.quandl.com/api/v3/datasets/WIKI/FB.xml" gets you anything. How do I make the API work? Can I even do it with C#? 回答1: With javascript you'd rather use the json format of your chosen dataset: https://www.quandl.com/api/v3/datasets/WIKI/FB.json, instead

问题 I tried the following code (written in a file test.py): import pandas as pd import quandl d=quandl.get('WIKI/PRICES') And I got this error message: Traceback (most recent call last): File "C:\Python36\lib\site-packages\quandl\connection.py", line 55, in parse return response.json() File "C:\Python36\lib\site-packages\requests\models.py", line 892, in json return complexjson.loads(self.text, **kwargs) File "C:\Python36\lib\json\__init__.py", line 354, in loads return _default_decoder.decode(s)

问题 I was trying to plot a candlestick graph using stock data extracted from quandl. However, the graph looks eerie, only a few bars showed up. I have no idea what is going on. Any help is greatly appreciated. Here is the code: start=dt.datetime(2000,1,1) end=dt.datetime(2017,9,20) df=quandl.get('WIKI/TWTR',start_date=start,end_date=end) date_val=[x for x in range(len(df.index))] open_val=np.array(df['Adj. Open'],dtype=np.float64) high_val=np.array(df['Adj. High'],dtype=np.float64) low_val=np

问题 EDIT: Hi everyone, I want to download all Gold individual contracts from Quandl. The contracts are from 1975 to 2016 with the month codes: G(February) J(April) M(June) Q(August) V(October) Z(December). At the bottom of the link appears all of them CME Gold Futures. So if you click on one individual contract, let's say the oldest one, is February 1975 and the syntax to download it in R is: require(Quandl) Quandl("CME/GCG1975") General Syntax: Quandl(":database_code/:dataset_code", type = "