algo2t / alphatrade

Python APIs for SAS Online Alpha Trade Web platform for creating algo trading using python
https://algo2t.github.io/alphatrade
MIT License
44 stars 23 forks source link

How do we get daily/weekly/monthly historical data? #26

Closed dccgarch closed 2 years ago

dccgarch commented 2 years ago

Interval param is interger. So we can only pass minutes. I could do like 375 minutes and it would return daily data. But is there a better way?

algo2t commented 2 years ago

@dccgarch check the code for history API. you cannot use something like 375 minutes, you must use standard parameter. Create alpha SAS object and use the sas.history(scrip, start_date, end_date, interval)

Sorry that the documentation is not done for this as it is dependent on AliceBlue platform.

Refer here and here