Hi,
How would I go about getting past minute or second data for certian stocks? I keep getting errors saying minute is not defined and I was also wondering how would I define that?
import numpy as np
from datetime import datetime
import pandas as pd
import math
class VolTrading(QCAlgorithm):
def __init__(self):
self.previous = None
self.position = None
def Initialize(self):
self.SetStartDate(2007,1,1) #Set Start Date
#self.SetEndDate(2018,10,29) #Set End Date
self.SetCash(10000) #Set Strategy Cash
self.AddSecurity(SecurityType.Equity, "x", Resolution.Minute)
self.AddSecurity(SecurityType.Equity, "y", Resolution.Minute)
self.SetWarmUp(440)
self.History("x","y",-1, Minute)
def OnData(self, data):
self.xPercent = math.log((self.Identity(x").Current.Value)/
(History(x",-1, Resolution.Minute)))
self.yPercent = math.log((self.Identity("y").Current.Value)/
(History("y",-1, Resolution.Minute)))