I wonder if it is possible to perform HTTP requests on external API, like importing requests in Algogene? If it is not possible, is there any tricks to retrieve external data?
Hello Yam, due to the difficulty for front-running strategy checking during backtest process, our platform is designed to disable the "requests" library.
However, there are some tricks to do so.
- For backtesting, please refer to Guideline to backtest with custom datasets
- For live trading, you can follow Guideline to upload custom data via API for real-time data feed to a cloud directory. Then, follow a similar approach in Guideline to backtest with custom datasets to point to that file and listen to new data feed in your script.
