I have 2 questions with regard to data.current() and data.history() functions:
(1) I referred the doc and it says that both data.current(index,'close') and data.current(index,'price') return last close price, thus I'm wondering what the difference is between the two.
(2) Also, if I set frequency='1m' and bar_count=60, data.history() returns price data of the last hour right?
Can anyone please explain it for me?
Thanks.
1) In the general case, 'close' and 'price' are the same. However, close is never forward filled, and price is forward filled when possible. For most purposes, price is the most convenient field to look at. But if you really want the close of a particular bar, it is available. Docs here and here.
2) On questions like that, often the best answer is to jump into the code and just see what it looks like. I made this tiny example and set it to 5 minutes, not 60. You can see in the logging that in the first minute of the trading day it logs the current price, and it also includes the last 4 minutes of yesterday. By the 5th minute of the day, it's showing the data from the first 5 minutes of today, and so on.
Rather than logging, you can also do this by using the debugger. In the IDE, click on the "30" of line 30 to enable the debugger, then build the algo again. When the console pops up, type the name of the interesting variable - previous in this case. You can explore the data structures that way, too.
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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.
