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data.history in Research IDE not recognized
Morley Baker
posted

I'm new to Quantopian and am following along with some of their Youtube tutorials. Looks like some of their videos are dated.

Here's the code: 

def initialize(context):  
    context.security_list = [sid(2190)]  
def before_trading_start(context, data):  
    pass

def handle_data(context, data):  
   print data.history(context.security_list, 'close_price', '2020-01-18', '2020-02-04', 'daily')

The error in the backtest build is: "SyntaxError: Invalid syntax" - from the final 'print' statement.

From this Quantopian documentation, it looks like this final statement should work:

quantopian.research.experimental.history(symbols, fields, start, end, frequency, symbol_reference_date=None, handle_missing='raise', start_offset=0)
https://www.quantopian.com/docs/api-reference/research-api-reference#quantopian.research.experimental.history

Please help!

2 responses
Dan Whitnable

First off, welcome to Quantopian!

There are two distinct environments on the platform. There are 'Notebooks' and there are 'Algorithms'. The 'Notebook' environment is a Jupyter based general purpose interactive python coding environment. The 'Algorithms' environment however is a specialized backtesting tool. Behind the scenes there is a lot of code implementing the trading simulation and looping through each simulation day.

Anyway, the methods and imports available in each environment are similar (and often have the same names) but are different. The history method above is the 'Notebook' (or often times called 'Research' version). When looking at the documentation, ensure you are in the correct 'Research' or 'Algorithm section. In an algorithm (or IDE) environment, one needs to use the following version

https://www.quantopian.com/docs/api-reference/algorithm-api-reference#quantopian.algorithm.interface.BarData.history

The code therefore should look like this (I arbitrarily chose bar_count=2 to fetch 2 days of data)

def handle_data(context, data):  
   print(data.history(context.security_list, 'close', bar_count=2, frequency='1d'))

Notice that dates aren't included in the history method. In an algorithm one very rarely accesses absolute dates. Data is always fetched relative to the current 'simulation date'. As a side note, also notice the parenthesis in the print statement. Python 3 requires these. Python 2 did not.

Disclaimer

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.

Morley Baker

Appreciate the help, Dan.

I figured the function understood which inputs were listed where. Needed to define 'bar_count' and 'frequency'.

And it has been a bit confusing muddling through the docs to determine which resources are for notebooks vs ide.

Thanks again.

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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 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.