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Hi I am trying to create pivot points from previous month bar. I have a custom monthly consolidator class, created a dict ‘monthlyBar’ to store the consolidated tradebar and am trying to complete the calculations in OnSecuritiesChanged but when calculating pivot point I get an error that ‘MonthlyBar' object has no attribute ‘close’ (just trying to get anything before do whole calculation).
- How do I use my monthly consolidator tradebar in OnSecuritiesChanged or OnData?
- Will my monthly consolidator automatically update at beginning of new month for securities that remain in the universe?
#--------------------------------------------------------------------------
#if symbol not in self.pp:
# history = self.monthlyBar[symbol].close
# self.pp[symbol] = history[0]
#--------------------------------------------------------------------------
Varad Kabade
Hi Taylor,
To use different attributes of the Tradebar object we should capitalize the start of the attributes ('Close', 'Open', 'High')
To use the consolidated TradeBar inside the OnData or any function we recommend using a RollingWindow to store the latest consolidator:
Refer to the following doc for more information on RollingWindow.
Yes, the consolidators will be updated for securities in the universe.
Best,
Varad Kabade
Taylor Jorgensen
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