Yes, one can backtest intraday price changes. Pipeline though, won't work for this. By definition, pipeline only fetches daily data. The data is as of before trading on each backtest date. Pipeline cannot be used to fetch the current day's data.
However, the data.current
and data.history
methods will fetch current, intra-day, data. Actually, the best approach is to run pipeline before the market opens each day to get the list, or universe, of stocks one wants to check. Then, use this list to fetch prices using data.history
.
Check out the attached algo for one approach. Specifically, look at the logs where the days top 5 gainers and losers are listed every minute.
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