QUANTCONNECT COMMUNITY
I would like to have a time series over an arbitrary time period stored in a vector. So for example, I would like something like “SPY” stored within a vector for the past year spaced by daily time steps. The vector would therefore be size 365 and I would be able to call the ith day from it by spy[i]. How do I make a variable that stores a time series in this way?
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.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Fred Painchaud
Hi Space man,
You can use a RollingWindow[TradeBar](365) and store daily bars into it.
[0] will be the last bar added, and [364] the first one (the most dated one). It will loose the most ancient day as the most recent one is added, once full.
Will feel similar to other algotrading languages… 😊 😊
Fred
Thespaceman
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!