Hello,
When I passed a single field into data.current() function, the data was retrieved well. However if I tried to pass a list of fields into data.current() function, an AttributeError occur. Do you know the reason? Thank you!
continuous_future with data.current
data.current only has TWO arguments. Those are Asset and Field. So if you want multiple fields, you will have to do:
data.current(asset, 'price')
data.current(asset, 'close')
data.current(asset, 'open')
data.current(asset, 'high')
data.current(asset, 'low') You can't just do
data.current(asset, 'close', 'open', 'high', 'low', 'price') because that's sending in 6 parameters when it only accepts 2
Thank you Dustin,
According to the help document, it says:''If a single asset and a list of fields are passed in, a pandas Series is returned whose indices are the fields, and whose values are scalar values for this asset for each field.'' What I input is a list of fields. That means the ['close', 'open', 'high', 'low', 'price'] is the second argument. This looks like
data.current(asset, ['close', 'open', 'high', 'low', 'price'])
Maybe, This function does not allow to return a pandas Series for a continuous_future
Maybe, I am wrong.
Note the addition of volume here:
Not sure about futures, just want to cover the bases for any who might be digging for info in days to come.
This returns a series:
data.current(sid(8554), ['price', 'open', 'high', 'low', 'close', 'volume'])
And input of a list of securities instead of single will return a dataframe:
data.current([sid(8554), sid(39840)], ['close', 'open', 'high', 'low', 'price', 'volume'])
I do not use the word asset, it's only an asset as long as it makes money, otherwise transforms into a liability.
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.