Please help!
def OnDailyData(self, sender, bar):
self.Log(f"{bar[0].Time}")
self.Log(f"{bar[1].Time}")
why can I not do this? I created two trade bars and aggregated them into consolidated data. But how do i grab each day individually!?
QUANTCONNECT COMMUNITY
Please help!
def OnDailyData(self, sender, bar):
self.Log(f"{bar[0].Time}")
self.Log(f"{bar[1].Time}")
why can I not do this? I created two trade bars and aggregated them into consolidated data. But how do i grab each day individually!?
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Jesse Fleming
in other words,
first, I defined a one day trade bar that produces one consolidated piece of data after a day has passed
then
I produced a consolidated piece of data after it sees 2 days of data
but how do I grab each day so that i can define first day and second day!
Adam W
LEAN is an event-driven backtester, which means that data is passed to your algorithm as events are fired (such as a new TradeBar).
If you need to access the previous TradeBar, consider storing it into a variable, list, or RollingWindow.
Jesse Fleming
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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