Hello everyone,
I have been having trouble getting just the twelve minute price from a trailing window of data. I didn't start having trouble getting the value from the trailing window until I implemented pipeline. Now every time I try to get the [0] value I get a key error. I want to get the twelve minute price to perform a calculation please help.
Getting Value from Trailing Window
I believe your problem is with this statement
context.assets = context.output.index
Change it to
context.assets = context.output.index.tolist()
By just using the index, 'context.assets' becomes a Pandas index object. The 'current' and 'history' methods really expect a list. Turning 'context.assets' into a list with the 'tolist()' method ensures those methods work the same when using either pipeline results or a static list of securities.
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