Hi,
I'm calculating a SMA over a daily period but I now need to find the corresponding timeseries object corresponding with the SMA I'm calculating.
For instance, if I'm calculating an SMA over a 5 day period. How do I get the dates of the previous 5 days over which the SMA is calculated. To my knowledge, get_datetime() just gives the date at which the algo is running.
Any help, is appreciated.
Andrew
I've worked out where the data needs to come from.
I'm usng the following code:
daily_prices = history(bar_count=252, frequency='1d', field='price') which creates a pandas dataframe. What I now need to do is access the datetime field of the dataframe but I don't know how to.
Any help?
If you only want the datetimes, you can use:
daily_prices = history(bar_count=252, frequency='1d', field='price')
datetimes = daily_prices.index In this example, 'datetimes' will be a 'DatetimeIndex' object from pandas.
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