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Hello,
I am a former Quantopian rookie quant and want to move my algo to Quantconnect.
I am having trouble with the schedule function. I tried many different ways to make it work and the engine still shows me error despite emulating libray, examples and documentation. I am stuck.
Same thing with these 3 lines that I moved inside the REbalance function. I cannot seem to make them indexing properly. They work inside research but not under the engine.
C = self.prices['close'].unstack(level=0)
H = self.prices['high'].unstack(level=0)
L = self.prices['low'].unstack(level=0)
Can you help me tweak it to make it work.
I will keep workin gin it afterwards to move my algo from Quantopian.
Thanks a lot
Matt
Jing Wu
To schedule an event to fire every day you can refer to this example.
The history request for multiple symbols returns a multi-index dataframe. The following example should work.
# Request history for a list of symbols symbols_slices = self.History(["AAPL", "SPY", "VXX"], 4, Resolution.Daily) # multi-index dataframe # single index dataframe with the closing price of all symbols all_symbols_close = slices["close"].unstack(level=0)Please share the algorithm if the problem persists.
Mathieu Robitaille
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