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Trying to figure out how I can do analytics like a time series showing the average price of an instrument x time after an event happens in my algorithms. The jupyter documentation for quantconnect says I can't import a function from onData. How would I go about this?
The only related information I have seen is about analytics from indicators which I am not even going to touch. I have an algo that places orders throughout the day and I want to see the analytics behind how the price moves after the event happens.
Louis Szeto
Hi Garrison
In research environment, you'll have to iterate Historical data one-by-one to simulate that behavior. Refer to docs for some research examples.Â
Best
Louis
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Garrison Whipple
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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