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Enhancement request for history()

Hello Q-World,

I want to get prices from history().

history() has a parameter called bar_count.

If I set bar_count=4 then I get 4 bars.

I want to pass the value of bar_count in a variable.

When I try to do that, I see an error:

history() parameter "bar_count" must be an int.

My enhancement request is:

Please allow me to set the value of bar_count with a variable rather than a hard-coded int.

In Python I can do this:

  prices = history(bar_count=4, frequency='1d', field='price')  

In Python I want to be able to do this:
is_rowcount = 4 prices = history(bar_count=is_rowcount, frequency='1d', field='price') Dan

Clone Algorithm
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
def initialize(context):
  context.spy = symbol('SPY')

def handle_data(context, data):
  is_rowcount = 4
  # prices = history(bar_count=is_rowcount, frequency='1d', field='price')
  prices = history(bar_count=4, frequency='1d', field='price')
There was a runtime error.
2 responses

Now that I think about it, I could get the behavior I want by asking for a large number of bars every time. Then, I could use a variable to get the bars I want from the time-series I have inside my prices object.

Thanks for the feedback. Currently, history needs to take literal paramaters so that we can pre-allocate the buffer space and backfill the data; however, there is currently work being done on Zipline to support exactly what you are requesting. Your solution of requesting the largest possible history explicitly and then slicing down to the window you want with a variable sounds like a good workaround for now.


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