So I had a SMA crossover algorithm that doesnt seem to work with the update. It used to look a bit like this.
MA25 = data[stock].mavg(25)
MA50 = data[stock].mavg(50)
if MA25 > MA50:
order(context.security, 300, style=LimitOrder(order_price))
The Q2 migration guide looks like SMA changed to something like this
MA25 = data.history(context.stocks, 'price', 25, '1m')
MA50 = data.history(context.stocks, 'price', 50, '1m')
but if I change it i get the error "ValueError: Can only compare identically-labeled DataFrame objects"