How to get historical data properly?

eggachecat

Hi guys,

I am a newbie for backtrader and I need for you help..

Let's say that I have a strategy concerning with average price (like the average price of last 5 days）

So I always need the last 5 days data, sure I can use a variable to track the index and use some thing like

n_avg = 5
hisrotical_prices = [self.dataclose[x - n_avg] for x in range(n_avg )]
# without considering the first 4 days from beginning

Any better approach for this?

And what if the strategy need all the historical data? I would expect better than this

def __init__(self):
    self.idx = 0 #track the timeline

def next(self):
    hisrotical_prices = [self.dataclose[x - self.idx] for x in range(self.idx)]
    #blablabla
    self.idx += 1

Because I think there's some reason that the framework hide the real idx variable and I don't want to break it...

Thanks a lot!

backtrader

data.get(size=x, ago=y), where the default is ago=0 to start at the current point in time.

Everything that has to do with the indexing model is explained here: Docs - Platform Concepts

eggachecat

@backtrader Thanks a lot!