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Apr 5th, 2018
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Python 0.44 KB | None | 0 0
  1. def average(string, days):
  2.     if days > 300:
  3.         days = 300
  4.     average = data.history(context.asset, string, bar_count=int(
  5.         days), frequency="1d").mean()
  6.  
  7.     return average
  8.  
  9.  
  10. def handle_data(context, data):
  11.     # Skip first 300 days to get full windows
  12.     context.i += 1
  13.     if context.i < 300:
  14.         return
  15.  
  16.     print(data.history(context.asset, 'price', bar_count=100, frequency="1d").mean())
  17.     average(string, days)
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