I am trying to get the OHLC from the previous bar. I understand how the history method works but it seems in order to pull the data I want I would need to run history() 4 times, once for each the O,H,L, and C.
Is this the only way to get yesterdays data or am I missing something here?
Hi Chris, That's right you will need a separate history call for each price value that you'd like.
For example:
yesterday_open = history(2, '1d', 'open_price').iloc[0]
yesterday_high = history(2, '1d', 'high').iloc[0]
yesterday_low = history(2, '1d', 'low').iloc[0]
yesterday_close = history(2, '1d', 'price').iloc[0] Here's another post that talked about getting yesterday's close price: https://www.quantopian.com/posts/how-to-get-the-closing-price-of-the-last-trading-day
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Thank you, I wasn't sure if there was an easier or simpler way to access yesterdays data as a whole. But this works for what I am trying to do, thanks again!
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.
