Bar Series Question

Dustin_Lang

Is there a way to iterate only once over a bar series and get several data items from the same bar ? For example, if I want to make a ordered list of open/close prices : pseudo code list = [] bars = function to get list of bars for bar in bars: list.append(bar.open) list.append(bar.close) instead of iterate over bars.open once and on bars.close once ?

shayne

I'm sure there are other approaches, using itertools works

from cloudquant.interfaces import Strategy
import itertools

class ZipBars(Strategy):
    @staticmethod
    def in_symbol_universe(symbol, md, service):
        return symbol == 'TQQQ'


    def on_start(self, md, order, service, account):
        bar = md.bar.daily(start=-100)


        ## itertools zip iterates over two equal length arrays
        for open, close in itertools.izip(bar.open,bar.close):
            print( '{:.2f}\t{:.2f}\t{:.2f}'.format(open, close, open-close) )


        service.terminate()