Accessing both market and index data in strategy()

[buyers_are_back]

Hi, I'd like to access to access both market and index data in strategy(). Would the following code work? It worked locally but when submitted the "checking" progress does not move at all.

# load data
data = qndata.stocks.load_ndx_data(min_date="2005-01-01")

def strategy(data):
    # get index data
    index_name = 'NDX'
    index_data = qndata.index.load_data(assets=[index_name], min_date='2005-01-01', forward_order=True)
    index_data = xr.align(index_data.sel(asset=index_name), data.isel(field=0), join='right')[0]
    ndx_values = index_data.values

I also tried a load_data function where I load both datasets and use load_data=load_data in qnbt.backtest() , but it quickly leads to a memory leak.

[Vyacheslav_B]

@buyers_are_back Hello.

Here is an example: example link.

You can view the list of available indexes here.

If you want to use the load_data function, take a look at this example. You can implement the index download by analogy:

example link.

[buyers_are_back]

@vyacheslav_b Thank you! I'll have a look

[Vyacheslav_B]

@buyers_are_back Hello.
Here is a new example of stock prediction using index data.
I recommend using the single-pass version.
https://quantiacs.com/documentation/en/data/indexes.html