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_History

QuantConnect.Algorithm._History

__call__ 

__call__(
    tickers: Union[
        Symbol, str, List[Symbol], List[str], Universe, Type
    ],
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    tickers: Union[
        Symbol, str, List[Symbol], List[str], Universe, Type
    ],
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    tickers: Union[
        Symbol, str, List[Symbol], List[str], Universe, Type
    ],
    start: Union[datetime, date],
    end: Union[datetime, date],
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    type: Type,
    tickers: Union[
        Symbol, str, List[Symbol], List[str], Universe, Type
    ],
    start: Union[datetime, date],
    end: Union[datetime, date],
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    type: Type,
    tickers: Union[
        Symbol, str, List[Symbol], List[str], Universe, Type
    ],
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    type: Type,
    tickers: Union[
        Symbol, str, List[Symbol], List[str], Universe, Type
    ],
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    type: Type,
    symbol: Union[Symbol, str, BaseContract, Security],
    start: Union[datetime, date],
    end: Union[datetime, date],
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    type: Type,
    symbol: Union[Symbol, str, BaseContract, Security],
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    type: Type,
    symbol: Union[Symbol, str, BaseContract, Security],
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
    flatten: bool = False,
) -> DataFrame

__call__(
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[Slice]

__call__(
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[Slice]

__call__(
    universe: Universe,
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[BaseDataCollection]

__call__(
    universe: Universe,
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[BaseDataCollection]

__call__(
    universe: Universe,
    start: Union[datetime, date],
    end: Union[datetime, date],
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[BaseDataCollection]

__call__(
    symbol: Union[Symbol, str, BaseContract, Security],
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[TradeBar]

__call__(
    symbol: Union[Symbol, str, BaseContract, Security],
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[TradeBar]

__call__(
    symbol: Union[Symbol, str, BaseContract, Security],
    start: Union[datetime, date],
    end: Union[datetime, date],
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[TradeBar]

__call__(
    symbols: List[Symbol],
    span: timedelta,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[Slice]

__call__(
    symbols: List[Symbol],
    periods: int,
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[Slice]

__call__(
    symbols: List[Symbol],
    start: Union[datetime, date],
    end: Union[datetime, date],
    resolution: Optional[Resolution] = None,
    fill_forward: Optional[bool] = None,
    extended_market_hours: Optional[bool] = None,
    data_mapping_mode: Optional[DataMappingMode] = None,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
    contract_depth_offset: Optional[int] = None,
) -> Sequence[Slice]

__call__(request: HistoryRequest) -> Sequence[Slice]

__call__(requests: List[HistoryRequest]) -> Sequence[Slice]

Signature descriptions:

  • Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.

  • Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection.

  • Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection.

  • Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection.

  • Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

  • Gets the historical data for all symbols of the requested type over the requested span. The symbol's configured values for resolution and fill forward behavior will be used The symbols must exist in the Securities collection.

  • Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

  • Gets the historical data for the specified symbols over the requested span. The symbol's configured values for resolution and fill forward behavior will be used The symbols must exist in the Securities collection.

  • Executes the specified history request

  • Executes the specified history requests

Parameters:

Name Type Description Default
tickers Optional[Union[Symbol, str, List[Symbol], List[str], Universe, Type]]

The symbols to retrieve historical data for

 None
periods Optional[int]

The number of bars to request

 None
resolution Optional[Optional[Resolution]]

The resolution to request

 None
fill_forward Optional[Optional[bool]]

True to fill forward missing data, false otherwise

 None
extended_market_hours Optional[Optional[bool]]

True to include extended market hours data, false otherwise

 None
data_mapping_mode Optional[Optional[DataMappingMode]]

The contract mapping mode to use for the security history request

 None
data_normalization_mode Optional[Optional[DataNormalizationMode]]

The price scaling mode to use for the securities history

 None
contract_depth_offset Optional[Optional[int]]

The continuous contract desired offset from the current front month.

 None
flatten Optional[bool]

Whether to flatten the resulting data frame.

 False
span Optional[timedelta]

The span over which to retrieve recent historical data

 None
start Optional[Union[datetime, date]]

The start time in the algorithm's time zone

 None
end Optional[Union[datetime, date]]

The end time in the algorithm's time zone

 None
type Optional[Type]

The data type of the symbols

 None
symbol Optional[Union[Symbol, str, BaseContract, Security]]

The symbol to retrieve historical data for

 None
universe Optional[Universe]

The universe to fetch the data for

 None
symbols Optional[List[Symbol]]

The symbols to retrieve historical data for

 None
request Optional[HistoryRequest]

the history request to execute

 None
requests Optional[List[HistoryRequest]]

the history requests to execute

 None

Returns:

Type Description
DataFrame | Sequence[Slice] | Sequence[BaseDataCollection] | Sequence[TradeBar]

Depends on the signature used. Case 1: [A python dictionary with pandas DataFrame containing the requested historical data.]; Case 2: [A python dictionary with a pandas DataFrame containing the requested historical data.]; Case 3: [pandas.DataFrame containing the requested historical data.]; Case 4: [An enumerable of slice containing data over the most recent span for all configured securities.]; Case 5: [An enumerable of slice containing the requested historical data.]; Case 6: [An enumerable of slice satisfying the specified history request.]

__getitem__ 

__getitem__(
    type: Type[
        QuantConnect_Algorithm_QCAlgorithm_History_T
    ],
) -> _TypedHistory[
    QuantConnect_Algorithm_QCAlgorithm_History_T
]