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How to get the day of week for an item returned from history.
Paul Stearns
posted Apr 12, 2016
API Seeking Help Using Data

I would like to do stuff based on signals I get from days of week from historical data. So I tried;

dailyHistoryOpen = history(context.DaysBackTest, '1d', 'open_price').dropna(axis = 1)  
for indexDays, row in dailyHistoryOpen.iterrows():  
    weekDay = dailyHistoryOpen.keys()[indexDays].datetime.weekday()

Python promptly ralphed on its shoes.

I tried searching the forum, but my search criteria returns 300+ posts, I read a few with no luck. I know the date is in the data, just don't know how to reference it.

1 response
Paul Stearns
Apr 12, 2016

I think I answered my own question, but if there is a better way, let me know; 

dailyHistoryOpen = history(context.DaysBackTest, '1d', 'open_price').dropna(axis = 1)  
for indexDays, row in dailyHistoryOpen.iterrows():  
        currentDay = indexDays.to_datetime()  
        weekday = currentDay.weekday()
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