[av_heading tag=’h1′ padding=’10’ heading=’Introduction to Candlestick Bars in Market Data for Algo Programmers’ color=” style=” custom_font=” size=” subheading_active=” subheading_size=’15’ custom_class=” admin_preview_bg=”]
In this video, we introduce you to Candlestick Bars, a store of Historic Market Data, how to access that data via Pythons Lists and how pointers work in lists.
[av_video src=’https://www.youtube.com/watch?v=cOQjobA7Nj8′ format=’16-9′ width=’16’ height=’9′]
The following code in Python will work with CloudQuant’s backtesting simulation environment to see the bar data.
# Python Code to retreive information about the symbol and the daily bars market data.
print self.symbol
print
print "Open 1 day ago",daily_bars.open[-1]
print "High 1 day ago",daily_bars.high[-1]
print "Low 1 day ago",daily_bars.low[-1]
print "Close 1 day ago",daily_bars.close[-1]
print "Volume 1 day ago",daily_bars.volume[-1]
print
print "Close 1 day ago",daily_bars.close[-1]
print "Close 2 days ago",daily_bars.close[-2]
print "Close 3 days ago",daily_bars.close[-3]
print "Close 4 days ago",daily_bars.close[-4]
print "Close 5 days ago",daily_bars.close[-5]
print
print "Close for all fetched bars",daily_bars.close[:]
print
print "Average Volume for all fetched bars",sum(daily_bars.volume)/len(daily_bars.volume)
print
print "Average Volume for most recent 10 bars",sum(daily_bars.volume[-10:])/len(daily_bars.volume[-10:])
print
print "Average Volume for 10 bars before that",sum(daily_bars.volume[-20:-10])/len(daily_bars.volume[-20:-10])
print
Output for symbol Google.
GOOG
Open 1 day ago 1042.68005371
High 1 day ago 1044.07995605
Low 1 day ago 1015.65002441
Close 1 day ago 1021.65997314
Volume 1 day ago 2459426
Close 1 day ago 1021.65997314
Close 2 days ago 1047.41003418
Close 3 days ago 1054.20996094
Close 4 days ago 1040.60998535
Close 5 days ago 1035.95996094
Close for all fetched bars [ 1025.5 1025.57995605 1032.47998047 1025.90002441 1033.32995605
1039.84997559 1031.26000977 1028.06994629 1025.75 1026.
1020.90997314 1032.5 1019.09002686 1018.38000488 1034.48999023
1035.95996094 1040.60998535 1054.20996094 1047.41003418 1021.65997314]
Average Volume for all fetched bars 1131964
Average Volume for most recent 10 bars 1194879
Average Volume for 10 bars before that 1069049
