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how can I get the adjusted price data based on a special date rather than pipe line running date
hamed sh
posted

Hi,
I am going to build a data set for my ML so I need to create a data frame and I need to have adjusted data from the date I am running pipe line not the date which pipeline simulate the running. When pipe line use its today's date, it adjust all the prices based on that date but I want to get data for each day based on a constant reference point like 2018-05-10. I mean when I run pipe line for 2018-02-01 and I calculate sma_10, I want to use the data that are adjusted from 2018-05-10 not 2018-02-01. I was thinking if I can over write the today.date and assign a specific date at each day which pipe line runs for, I will get the adjusted prices from my special date rather than pipe line today's date.
How can I do this? Or if you have a better suggestion.

Thanks,

1 response
Dan Whitnable

Sounds like you want to get data for research. Simply use the 'get_pricing' method ( see https://www.quantopian.com/help#quantopian_research_get_pricing). This returns a dataframe similar to pipeline but adjusts all the data as of the end date.

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