quandl data level type mismatch in panama_price() function

chrism2671 / PyTrendFollow

PyTrendFollow - systematic futures trading using trend following

MIT License

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quandl data level type mismatch in panama_price() function #33

Open wyd1582 opened 2 years ago

wyd1582 commented 2 years ago

Hi I got this error in running for corn price panama_pricec() fuction:

' TypeError: Level type mismatch: 199312 '

Could i please get some help, whether this is related to the data level is only monthly frequency? is there any place i could change the config frequency for price regression functions? thanks :)

chrism2671 commented 2 years ago

You'll have to debug this yourself I'm afraid, but here's some background:

The "panama" prices are a synthetic price series made from stitching together consecutive contracts. The data is daily, but contracts can be monthly, quarterly or annual.
The purpose of it is to eliminate the discontinuities in price that occur from contract-to-contract, allowing you to calculate trends on data going back further than one contract.

wyd1582 commented 2 years ago

i see thanks a lot on the background chirsm! btw if the download always stuck at some point like 'us2' instrument. what is the best practice, like stop the download and restart? thanks in advance

chrism2671 commented 2 years ago

The download is based on Quandl datasets, which may have changed since this was written. I would just debug the bit that does the downloading and check to see if it still sees everything in the right place. If it's one instrument, you can always disable that instrument and see if the rest download OK.