def get_history_spec(self, bar_count, frequency, field, ffill):
spec_key = HistorySpec.spec_key(bar_count, frequency, field, ffill)
if spec_key not in self.history_specs:
data_freq = self.sim_params.data_frequency
spec = HistorySpec(
bar_count,
frequency,
field,
ffill,
data_frequency=data_freq,
)
self.history_specs[spec_key] = spec
if not self.history_container:
self.history_container = self.history_container_class(
self.history_specs,
self.current_universe(),
self.datetime,
self.sim_params.data_frequency,
bar_data=self._most_recent_data,
)
self.history_container.ensure_spec(
spec,
self.datetime,
self._most_recent_data,
)
return self.history_specs[spec_key]
def get_history_spec(self, bar_count, frequency, field, ffill):
spec_key = HistorySpec.spec_key(bar_count, frequency, field, ffill)
if spec_key not in self.history_specs:
data_freq = self.sim_params.data_frequency
spec = HistorySpec(
bar_count,
frequency,
field,
ffill,
data_frequency=data_freq,
env=self.trading_environment,
)
self.history_specs[spec_key] = spec
if not self.history_container:
self.history_container = self.history_container_class(
self.history_specs,
self.current_universe(),
self.datetime,
self.sim_params.data_frequency,
bar_data=self._most_recent_data,
env=self.trading_environment,
)
self.history_container.ensure_spec(
spec, self.datetime, self._most_recent_data,
)
return self.history_specs[spec_key]
def history(self, bar_count, frequency, field, ffill=True):
spec_key_str = HistorySpec.spec_key(
bar_count, frequency, field, ffill)
history_spec = self.history_specs[spec_key_str]
return self.history_container.get_history(history_spec, self.datetime)
def history(self, bar_count, frequency, field, ffill=True):
spec_key_str = HistorySpec.spec_key(
bar_count, frequency, field, ffill)
history_spec = self.history_specs[spec_key_str]
return self.history_container.get_history(history_spec, self.datetime)
