Hi,
I have some problem to access my data outside handler_data. In this example I make a schedule to check for new high at the end of each month but the function newHigh cannot access prices_hist. It says xiv doesn't has attribute .max. How can I do that ? I understand history() must be in data_handler and nowhere else.
Thank's
Florent
def initialize(context):
...
schedule_function(
func=newHigh,
date_rule=date_rules.month_end(days_offset=2),
time_rules.market_open(minutes=15)
) def handle_data(context, data):
#Store historical data
prices_hist = history(21, '1d', 'price')
spy = prices[context.spy]
xiv = prices[context.xiv]
...
def newHigh(context, data):
if xiv.max > context.old_max:
print('new high')
return
