Hi,
I am trying to get the opening and closing price for 15min bars intraday, does anyone have any suggestions on how I can do this?
I found 2 solutions so far, which I am definitely not proud of and find them completely inelegant.
Solution 1
def initialize(context):
schedule_function(open_close, date_rules.every_day(), time_rules.market_close(minutes=15))
schedule_function(open_close, date_rules.every_day(), time_rules.market_close(minutes=30))
schedule_function(open_close, date_rules.every_day(), time_rules.market_close(minutes=45))
schedule_function(open_close, date_rules.every_day(), time_rules.market_close(minutes=60)) Solution 2
def handle_data(context,data):
minute = get_datetime('US/Central').time().minute
if minute == 0 or minute == 15 or minute == 30 or minute == 45:
open_close() the open_close function gets the open and closing price for the 15 min interval
if you have an easier way to do this I would really appreciate it if you could point me in the right direction.
I would also like to get some properties like SMA or RSI in the 15min bars time periods instead of 1day periods, is this possible?
Thank you!
