For this method history(bar_count, frequency, field, ffill=True)
How do I tell say for SPY the max number of bars so I can pass that into bar_count variable ?
Could you give more context to the question? What do you mean by 'all the bars', are you trying to calculate different trailing windows?
Here is an example of using history to get different trailing windows:
five_day_prices = history(6, '1d', 'price') #close prices from last 5 days and price from the last minute
price_three_days_ago = five_day_prices.iloc[-4]
price_yesterday = five_day_prices.iloc[-2]
price_last_minute = five_day_prices.iloc[-1] Disclaimer
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sometimes, indicator values seem to change based on the number of bars you give. For example, if we are doing cumulative sum of say closing price, the value would change depends on where you start. For SPY if I know how many bars are there in the series, I can give that in the history argument. It is like asking for the size of an array. ..
I'm still a little confused as to what you're asking, but going off of Alisa's example, you can do:
five_day_prices = history(6, '1d', 'price') #close prices from last 5 days and price from the last minute
recent_prices = five_day_prices.iloc[-3:] # 3 most recent prices Which allows you to "ask for the size" like you said.
Disclaimer
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.