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History more than 1 sid
Moe Williams
posted Nov 28, 2014

I'm just trying to pull the max high over the past 11 days and am running into problems. Any help would be greatly appreciated. Moe

import numpy as np
from pytz import timezone
from datetime import datetime, timedelta

def initialize(context):
# I want to convert to a list of stocks
context.stock = [sid(8554),sid(23921),sid(24)]

def handle_data(context, data):
for stock in data:
max_11_day_high = max(np.array(history()([stock])))(bar_count=11, frequency='1d', field='high')

2 responses
David Edwards
Nov 28, 2014

Hey Moe, the Pandas DataFrame returned by the history function has built-in methods for getting the min/max. This code will give you what you're looking for.

David

Seong Lee
Nov 28, 2014

Hey Moe,

David's answer will be much better than mine! Please use that instead.

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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.