How to input external data in the Pybroker backtest #147
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I am working on a project where I try to project the future price of an asset. To do this, my intention is to train the model with a serie of external data that I collected (some CDS, country premiuns, etc). How could I input this inside the code of training suggested in this link (https://www.pybroker.com/en/latest/notebooks/6.%20Training%20a%20Model.html)? After that, run the backtest for the model. Thanks for your help! |
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Replies: 1 comment
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Hi @victorsmoreschi, The easiest way to do this is to probably load your data into a Pandas DataFrame, and then use the DataFrame as a custom Data source. See this notebook: https://www.pybroker.com/en/latest/notebooks/7.%20Creating%20a%20Custom%20Data%20Source.html#Using-a-Pandas-DataFrame |
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Hi @victorsmoreschi,
The easiest way to do this is to probably load your data into a Pandas DataFrame, and then use the DataFrame as a custom Data source. See this notebook: https://www.pybroker.com/en/latest/notebooks/7.%20Creating%20a%20Custom%20Data%20Source.html#Using-a-Pandas-DataFrame