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I retrieved the history of some 1000+ stocks through adding them to QuantBook() and calling qb.History(qb.Securities.Keys, start_time, end_time, Resolution.Daily). I then attempted to resample the resulting dataframe “history” with history.groupby(level="symbol", group_keys=False).resample("M").last(). This then threw an error “ValueError: Invalid frequency: FD R735QTJ8XC9X”. Which pertains to a hash key in some securities (I presume?)
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Louis Szeto
Hi Nested Technologies
We use .unstack to access the time series → datetimeindex as index. See documentation.
Example:
Cheers
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Nested Technologies
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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