Zipline function to get stock price history

[bsobhani]

The function get_benchmark_returns in zipline.data.benchmarks returns an array containing the daily percent changes for the stock you input. Is there a similar function which returns just the stock price history? I could do this with pandas DataReader but I am worried the timestamps might not match up when backtesting.

[freddiev4]

@bsobhani I think what you want is data.history(); let me know if that's not what you're looking for 😃

[bsobhani]

@freddiev4 Correct me if I am wrong but my understanding is that data.history() can only be called from within the handle_data function in a zipline simulation. Is it possible to call something like data.history, but outside of a zipline simulation? I would like to develop an algorithm independent of zipline, while also having the option to backtest the algorithm using zipline. Therefore, I would like to be able to use the same dataset for the algorithm as I use for the zipline simulation. One option would be to first run a dummy zipline simulation where the price of the desired stock price is recorded as a column, and feed that data to the algorithm, but I was wondering if there is a simpler way.

[AndreasClenow]

@bsobhani Perhaps this can help you out.