Cloudquant and Sentiment demos now on Github!
ns553697
Posts: 5
Please check out our new github page: https://github.com/cloudquantai
We'll be posting more scripts there in the future.
Currently, the repository contains new demos of how to use the three types of sentiment data available in CloudQuant (Bloomberg, Alexandria, and Stock Twits). These scripts are also available in the public repositories in CloudQuant.
Note that these features are only available in the Elite Cloudquant, not the Lite version.
Comments
I am getting the following error when attempting to run the sentiment demos (i didn't make any code changes, and fast simulation is disabled). The failure occurs on the second day of the simulation. You can find results under submission hash id 8ace1b3190bda9f3844bdfd58e2e192e. The error message is puzzling as, indeed, the demo only calls query_data from inside the on_start
end of day AAPL alexandria sentiment score: 1.00
Simulation Exception:
strategy=alexandria_demo
symbol=AAPL
simulation_time=2015-06-01T16:00:56.634000
Traceback (most recent call last):
File "run_simulation.py", line 550, in
main(sys.argv[1:])
File "run_simulation.py", line 525, in main
results = simulator()
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/engine.py", line 552, in call
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/engine.py", line 636, in simulate
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/engine.py", line 1795, in setup_simulation_day
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/engine.py", line 1847, in setup_context_collection
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/context.py", line 708, in _collection_caller
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/context.py", line 708, in _collection_caller
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/context.py", line 456, in start
File "job/alexandria_demo.py", line 74, in on_start
hours=sentiment_hours_prior))
File "/var/jenkins_home/miniconda/conda-bld/tradesim_1509125774473/_b_env_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placehold_placeho/lib/python2.7/site-packages/tradesim/service.py", line 221, in _do_not_allow_query_data
NotImplementedError: service.query_data may only be called from on_strategy_start and on_start