Historical prices in alpha insights

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Hi everyone,

For some days now i cannot figure out how to access historical data in an alpha framework.

I tried to rewrite some example with my own trading mechanism, but I am unable to load historical prices into the update function. Could someone help me figure out what I am doing wrong?

Best regards

 

Update Backtest








 
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Hi Korbinian,

You can make history calls anywhere you have access the QCAlgorithm. The Update method in the AlphaModel as the algorithm parameter, which represents the instance of QCAlgorithm which the AlphaModel belongs to. We can make a history call within the Update method using

algorithm.History(symbols, period, resolution)

You can learn more about historical data and alpha models in the documentation.

Best
Rahul

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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.


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