Previous High (in Python)


I am very new to QuantConnect and have basic question.

How do I get for example previous high of traded stock?

I tried something like this:

def Rebalance(self):
history = self.History("SPY",2, Resolution.Daily)

That works in Research but not in API.

What is correct way?

Thank you,


Update Backtest

There are a few idiosyncrasies with the ‘History’ method. In this specific case, the method doesn’t like a single symbol and wants a list of symbols (even if the list only has a single symbol). Put brackets around the symbol to turn it into a list. The following code should work.

# Get history (notice the brackets to make a list)
history = self.History([“SPY”], 2, Resolution.Daily)

Also, your reference works but I’m fond of the approach below. Also, maybe check out the following post for some more on the 'History' idiosyncrasies.

# Get history (notice the brackets to make a list)
history = self.History([“SPY”], 2, Resolution.Daily)

# Extract just the high prices and use the 'unstack' method to make a column for each equity

high_prices = history.high.unstack(level=0)

# Get the high for just AAPL and take the first value using 'head'
high_aapl = high_prices['AAPL'].head(1)

Update Backtest


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