Hello,
Does anyone know if there is a simple way to get the all time high for a ticker from the start of the dataset to the current day of the backtest?
My current solution would involve running through each day to build the history manually, is there a better approach?
Thanks
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Hi Matthew,
Assuming you're working in Python, you can use the methodology linked here:
You would need to use a high number to get as much of the data as possible. Then history["close"] can be accessed like a dataframe, meaning it can be sorted and the highest value can be extracted.
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.
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