How to convert the example ("Automating_Trendline_Feature_Generation") for a currency

Gurminder

One the CodeBOOK app, there is an example name "Automating_Trendline_Feature_Generation" ( Examples/08. Trading/Automating_Trendline_Feature_Generation.ipynb).

In this example, they use the index "0#.FTSE". My request is that i want to use this analysis not for an stock index but for FX currency like EUR/USD; But i do not know how to proceed

jason.ramchandani01

Hi @Gurminder - so the example was created for stock search but of course it can be applied to FX or other asset classes as well. Each of these may have a different data model - for example for FX RICs you might need to use fields=["OPEN_BID","OPEN_ASK","BID_LOW1","ASK_HIGH_1","BID","NUM_BIDS"] instead of fields=["OPEN_PRC", "HIGH_1", "LOW_1","TRDPRC_1","ACVOL_UNS"] for stocks. There are a couple of other places I need to intervene in the code so probably the easiest thing for me to do is to make it generic for different asset classes. I will do this as quickly as I can. In the meantime if you wish to play around with it for yourself the following will give you the asset class which can guide you to the appropriate Historical Pricing fields to use.

sector_df = rd.get_data(universe=["EURGBP=","JPY=","GBPTRY=R"], fields="TR.AssetCategory")

sector_df

I hope this can help.

Gurminder

https://community.developers.refinitiv.com/discussion/comment/123913#Comment_123913

thank you for your help. I will try but as i am not an expert in python, i look forward for your resolution.

Thank you for your help