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I want to use a history request to fill my RollingWindow [Tradebar] so it needs open high low close.
history = algo.History(symbol,1,Resolution.Daily)
if not history.empty:
for time, row in history.loc[symbol].iterrows():
self.roc.Update(time,row['close'])The above code works fine because it just needs a closing value, I want to use the above history request to get a tradebar and add it to my rolling window. Below is what I've tried but it doesn't work. I think I need to make a dictionary to store the tradebar but I tried that and it didn't work so I'm not sure how to do it.
history1 = algo.History(symbol, 3,Resolution.Daily)
if not history1.empty:
for time, row in history.loc[symbol].iterrows():
self.Bars.Add(time, row['open'],['high'],['low'],['close'])
self.Bars is my rolling window and when I add that it doesn't work because it isn't a tradebar but I have no idea how to get that data as a tradebar.
Any help will be appreciated thank you!
Vladimir
Emil Visser
Try this way
Emil Visser
Hi Vladimir,
Thank you for that, I get the values I need doing that however it still gives me a TypeError as that data isn't in a tradebar format. Any idea how I can save those for data points into 1 tradebar?
I pasted the error message below.
Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the 'numpy.float64'>) method. Please checkout the API documentation. at __init__ self.Bars.Add(time in main.py: line 110
Adam W
Do you need fine-grained control over it or just to fill in the RollingWindow? If the latter, an alternative way is to use `self.SetWarmUp()` which should populate the rolling window/indicators/etc for you.
Vladimir
Emil Visser
Can you share the complete code.?
Yuri Lopukhov
Hi, Emil, perhaps you want to change last line to
Emil Visser
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