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Saving daily price in a numpy array
Claudio Macieira
posted Jul 30, 2018

Hi. I'm trying to code my first algo, so please go easy.

I want to acess historical prices, pick data with a 15minute interval and save it in a 27 entries-sized array. That for each day of data, so I'm thinking about a nice matrix.

I will then operate that matrix.

By now, I know how to convert 1m data into 15 minute data, I'm using:

def handle_data(context,data):
amd_15m = data.history(symbol('AMD'), 'close', 300, '1m').resample('15T').last()
print(amd_15m)

So instead of printing, I would like to save the data.

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