How do I access previous period data?

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How do I access previous period data?

edited

Hello everyone,

I'm trying to access the close price of the last two periods. For the last close price I used the ".latest" method, but I can't figure out how to obtain the close price of the day before that (for example, if the current day is friday, I want both thursday and wednesday close prices).

I tried with a custom factor, however I get this error for which I can't find a solution: "Term.getitem() expected a value of type Asset for argument 'key', but got int instead."
Am I missing something? Can someone help me?

Thank you very much in advance,
D

2 responses

You are doing it exactly right (almost). Simple typo error. Missed some brackets in the following line

    # original without brackets  
    penultimate_close = PreviousClose(inputs=USEquityPricing.close, window_length=2)

    # the `inputs` parameter expects a list so it requires brackets like htis  
    penultimate_close = PreviousClose(inputs=[USEquityPricing.close], window_length=2)

It should work as expected now.

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Thank you very much Dan!

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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.

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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.