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If I'm using a universe set to Minute, can I call the history function with resolution Daily?
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Yan Xiaowei
Hi Warren Harding . Yes! definitely you can. Here is a simple example:
class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): # Set the cash we'd like to use for our backtest # This is ignored in live trading self.SetCash(100000) self.SetStartDate(2016,2,3) self.SetEndDate(2016,2,5) # Add assets you'd like to see self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol def OnData(self,data): if self.Time.hour == 10 and self.Time.minute == 30: history = self.History(self.spy,60,Resolution.Daily) self.Log(str(history))Warren Harding
Thanks Yan.
Warren Harding
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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