Back

Quantopian to Quantconnect -- Get current and history of Price

I am trying to transalte some Quantopian code, and am not sure of the proper C# methods to use.

Quantopian code:

 Assume that "context.XIV" is pointing to the XIV position.

 high = (data.history(context.XIV, "high", 119, "1m")).max()

 price = data.current(context.XIV, 'price')

Thanks

Update Backtest







Requesting historical data is easily implementable in QuantConnect. The History() method call is extremely flexible, and returns as an enumerable. As a result, the highest high price can be found via historyarray.max().

https://msdn.microsoft.com/en-us/library/system.linq.enumerable.max(v=vs.110).aspx

The price of a security can be called via Securities[Symbol].Price

0

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.


Update Backtest





0

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.


Loading...

This discussion is closed