Get Highest and Lowest value of first 15 Minutes data

avinash

I have 1 minute CSV data. I want to get the highest and lowest value of the first 15 minutes data on a daily basis to calculate other things.

run-out

You can create a highest and lowest variable that reset every day, In the first 15 minutes, compare the highest to the current high and keep the highest, and opposite for low. The code could look like this:

def __init__(self):
    self.highest = 0
    self.lowest = 0


def next(self):
    if self.data.datetime.time() < datetime.time(9, 45, 0):
        if self.data.datetime.date() != self.data.datetime.date(-1):
            print("\n")
            self.highest = self.datas[0].high[0]
            self.lowest = self.datas[0].low[0]


        self.highest = max(self.datas[0].high[0], self.highest)
        self.lowest = min(self.datas[0].low[0], self.lowest)

            self.log(f"highest (high) {self.highest:7.2f} ({self.datas[0].high[0]:7.2f}), "
                             f"lowest (low) {self.lowest:7.2f} ({self.datas[0].low[0]:7.2f})")

Output

2020-04-22 09:31:00, highest (high) 2778.25 (2778.25), lowest (low) 2780.75 (2780.75)
2020-04-22 09:32:00, highest (high) 2778.75 (2778.75), lowest (low) 2780.75 (2781.50)
2020-04-22 09:33:00, highest (high) 2778.75 (2772.25), lowest (low) 2779.25 (2779.25)
2020-04-22 09:34:00, highest (high) 2778.75 (2773.50), lowest (low) 2773.50 (2773.50)
2020-04-22 09:35:00, highest (high) 2778.75 (2774.75), lowest (low) 2773.50 (2776.75)
2020-04-22 09:36:00, highest (high) 2778.75 (2776.50), lowest (low) 2773.50 (2777.25)
2020-04-22 09:37:00, highest (high) 2778.75 (2775.50), lowest (low) 2773.50 (2780.25)
2020-04-22 09:38:00, highest (high) 2778.75 (2774.50), lowest (low) 2773.50 (2776.25)
2020-04-22 09:39:00, highest (high) 2778.75 (2775.75), lowest (low) 2773.50 (2775.75)
2020-04-22 09:40:00, highest (high) 2778.75 (2776.75), lowest (low) 2773.50 (2777.75)
2020-04-22 09:41:00, highest (high) 2780.00 (2780.00), lowest (low) 2773.50 (2781.00)
2020-04-22 09:42:00, highest (high) 2780.00 (2777.75), lowest (low) 2773.50 (2782.25)
2020-04-22 09:43:00, highest (high) 2780.00 (2777.50), lowest (low) 2773.50 (2779.25)
2020-04-22 09:44:00, highest (high) 2780.00 (2777.50), lowest (low) 2773.50 (2778.75)

Eduardo De La Garza

@run-out said in Get Highest and Lowest value of first 15 Minutes data:

if self.data.datetime.date() != self.data.datetime.date(-1):

Can you explain that line of code? When would they not be different?Thanks!

Eduardo De La Garza

@avinash After thinking about it for a while I realized it was because you are using minute data so you want that to update only when the date changed. Please correct me if I'm wrong. Thanks!

run-out

@Eduardo-De-La-Garza said in Get Highest and Lowest value of first 15 Minutes data:

Can you explain that line of code? When would they not be different?Thanks!

One minute date, checking for new date at the beginning of the day. :)