Ticker | IGE |
From | 2005-06-10 00:00:00 |
To | 2005-06-10 00:00:00 |
Security Type | Equity |
Market | USA |
Resolution | Daily |
Status | Resolved |
there is a sudden frop from $19 to $10
ige = qb.AddEquity("IGE")
start_date = datetime(2001,11,26)
end_date = datetime(2007,11,26)
df_ige = qb.History([ige.Symbol], start_date, end_date, Resolution.Daily)
ret = df_ige.close.pct_change(1)
df_ige.unstack(0).loc[ret.idxmin() + timedelta(-2) : ret.idxmin()+timedelta(4)]