I'm backtesting a strategy, I wanna get historical price between two dates, but I found that the history() load history price for a specified date to yesterday. I'm new to Quantopian, anyone can help??
How close together are the dates? In general you can do something like this:
prices = history(5, '1d', 'price') # get the close price for the last 4 days plus the last minute price
four_day_price = prices[:-1] # only get the prices from the last 4 days
two_day_price = prices[-3:-1] #only get the prices from the last 2 days
history runs on top of pandas, which has powerful indexing capabilities. Take a look at this tutorial for more examples. Let me know if this helps.
Alisa
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Thanks for your reply, I know this would work but I'm looking for a method which might be more efficient. Thanks again
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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.