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Hello, I'm very much a struggling beginner.
I've spent hours in Documentation and in Community looking for python solution to doing a history update of ATR for multiple stocks in a universe. Also thanks to Alex who kindly helped me at an earlier stage (unfortunately before I added ATR indicator to my attempt).
I'm struggling with the final part. I seem to have a panda row with OHLC data but it is the wrong type for passing to ATR Update; and I've run out of ideas.
Is anyone able to point me in the right direction please?
error message which is triggered from code line 127 where I want to pass to warmupindicatorbar from within onsecuritieschanged:
Runtime Error: Trying to dynamically access a method that does not exist throws a TypeError exception
Gkiwi
After reading the Historical Data Requests documentation page (for the nth time). I think I sorted my own issue out. difference between self.history request using [symbol] which delivers a panda thingy and str(symbol) which delivers a bar that can be fed into Update() I don't actually know what all that means but seems to be working.
So now I think I have the beginning of a multi symbol universe that updates with history for simple price/data point indicators and bar indicators such as ATR.
Halldor Andersen
Hi Gkiwi.
Thanks for sharing! As you mentioned, the method History() returns a pandas DataFrame object when the given input is a Python list object. However, you can retrieve a TradeBar by using a string symbol as an input, as you have done. Pandas DataFrame object can't be used to update an indicator such as ATR, and this is the reason why you need a TradeBar instead.
For future reference, check out the documentation on LEAN, it covers various methods in detail, such as History(). Good luck!
Gkiwi
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