feat: add optional adanos market sentiment custom data example#9380
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alexander-schneider wants to merge 3 commits into
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feat: add optional adanos market sentiment custom data example#9380alexander-schneider wants to merge 3 commits into
alexander-schneider wants to merge 3 commits into
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Summary
This PR adds an optional Python custom data example for consuming structured Adanos market sentiment snapshots in LEAN.
It includes:
Algorithm.Python/AdanosMarketSentimentAlgorithm.pyexampleQuantConnect.Algorithm.Python.csprojPythonDataTestscoverage for the new custom data typeWhy
LEAN already has strong support for custom data via
AddData<T>/PythonData, and this change keeps the integration in that example-oriented path rather than introducing a new core data provider.Adanos is used here as structured alternative data for equities:
Design notes
adanos-api-keyis provided.Parameters
adanos-api-key– required to enable requestsadanos-source– one ofnews,reddit,x,polymarketadanos-lookback-days– lookback window passed through to the stock sentiment endpointValidation
Added focused tests in
Tests/Python/PythonDataTests.csfor:found=falsenull handling