Hello,
I have a csv file which has daily historical data of last 2 years. I am using that CSV file for my backtest. It seems like that the fetch_csv fetches those rows whose datestamp is been set to current date only. I need last 7 days data to compute some pivots which i use for signal generating. How can i access last 7 days data from CSV file?
Note : The historical data of stock I am working with is VIX whose historical data is not available in quantopian. So history() will not work for me.
You're right that history() only works on data native in the backtester, it won't apply to fetched data. To access previous data in your CSV, try this approach: https://www.quantopian.com/posts/method-to-get-historic-values-from-fetcher-data
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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.
