Hi,
I am playing around with historical data.
I try to get the list of the historical data (just the closing price) from the dataframe.
def initialize(context):
context.stocks = [sid(15596)]
def handle_data(context, data):
hist = history(10, '1d','close_price')
Hist_price_TD = hist["Security(15596 [TD]) "].values.tolist()
Hist_price_TD doesn't seem like it works.
p.s. I'm new to Quantopian and Python
Thanks.
Phume, welcome! You almost had the right syntax for your list call:
hist[sid(15596)].values.tolist() "hist" will return a dataframe with the securities as columns and dates as the rows. The value of each cell is the close_price. To index into the dataframe, to get data for a specific security, you only need to pass in the stock variable. You don't need quotes or other syntax. Then you can access the list values.
Here is a good pandas tutorial that Scott, one of our developers, shared: https://www.quantopian.com/posts/working-with-history-dataframes
And if you're looking to get ramped up on Quantopian and learn the API, try out the tutorial series.
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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.