Hello,
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)
history.loc["SPY"]['high'][0]
That works in Research but not in API.
What is correct way?
Thank you,
Peter
Dan Whitnable
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)
Peter P
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