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How to get historical data properly?



  • 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!


  • administrators

    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



  • @backtrader Thanks a lot!


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