Hello everyone,
As mentioned in this thread:-
https://www.quantopian.com/posts/how-to-access-history-volume-by-time
I am trying to access the volume form history via time stamp, which I successfully did,
but i run into problem:
first I got execution time out
then
I used the schedule_function to set the function to run only once a day
then
I got the too much time spent in handle_data call
note: I am only using one stock(at the moment and planning to use 500 stocks later) and accessing its minutes volume for the last 20 days(20*390), which is then got saved into a dictionary keyed by time intervals
what else shall I do?