I'm not sure if I'm missing something but how can I get the price for the previous minute? doesn't have to be 1 minute but does have to be under 5?
Thanks for any help in advance!
You can use the history() function to access previous prices for a stock: https://www.quantopian.com/help#ide-history
context.stock = symbol('AAPL')
prices = history(5, '1m', 'price')[context.stock] #prices for the stock 5 min ago
three_min = prices.iloc[-3] #get the price 3 min ago
last_min = prices.iloc[-1] # get the price 1 min ago
The variable "prices" will return a Pandas Dataframe with the stock prices from the last 5 minutes. You can then index into it to get the price 3 minutes ago or 1 minute ago. Try it out and let me know how it goes.
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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.