Base Currency different than USD

[jerreyz]

Hi everyone,

I tried changing the base currency to EUR but keep getting an error that prices are not found for USDEUR.
I simply added a dictionary with codename USDEUR and then changed the lambda x:x to lambda x: 1/x. as said in the guide. Ideally the code could figure out concurrent currencies by triangular multiplication or inverting.

[chrism2671]

Did you check that said prices are actually downloaded? Unfortunately Quandl has recently retired its WIKI currency price database, which is a real frustration.

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On 21 May 2018 at 15:24, Jeroen De Ryck ***@***.***> wrote: Hi everyone, I tried changing the base currency to EUR but keep getting an error that prices are not found for USDEUR. I simply added a dictionary with codename USDEUR and then changed the lambda x:x to lambda x: 1/x. as said in the guide. Ideally the code could figure out concurrent currencies by triangular multiplication or inverting. — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#31>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AAb3XfpragBX0OwnuWk7sEmH6-w0nFR5ks5t0s4VgaJpZM4UHEmt> .

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[jerreyz]

Hey Chris, you are correct, no prices have been downloaded. Could you explain how prices/currencies are downloaded exactly because I only see calls being made to the functions in data_feed and not to the Provider classes.
Thanks in advance

[chrism2671]

Normally it downloads everything you need when you download the contract.

The functions to download stuff are in quandl_provider.py. There's a script (download.py) that should download everything too.