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Enhancement request for history()
Dan Bikle
posted Oct 27, 2014

Hello Q-World,

I want to get prices from history().

history() has a parameter called bar_count.

If I set bar_count=4 then I get 4 bars.

I want to pass the value of bar_count in a variable.

When I try to do that, I see an error:

history() parameter "bar_count" must be an int.

My enhancement request is:

Please allow me to set the value of bar_count with a variable rather than a hard-coded int.

In Python I can do this: 

  prices = history(bar_count=4, frequency='1d', field='price')

In Python I want to be able to do this:
is_rowcount = 4 prices = history(bar_count=is_rowcount, frequency='1d', field='price') Dan

2 responses
Dan Bikle
Oct 27, 2014

Now that I think about it, I could get the behavior I want by asking for a large number of bars every time. Then, I could use a variable to get the bars I want from the time-series I have inside my prices object.

Joe Jevnik
Oct 28, 2014

Thanks for the feedback. Currently, history needs to take literal paramaters so that we can pre-allocate the buffer space and backfill the data; however, there is currently work being done on Zipline to support exactly what you are requesting. Your solution of requesting the largest possible history explicitly and then slicing down to the window you want with a variable sounds like a good workaround for now.

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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.