I am facing an issue with get history when running in a continuous loop where the latest price in the data frame is inaccurate and keeps referencing the previous candle special after the formation of new candle you can see the screen shot pasted above the snippet of the code that I am ruining is below
while True: for name in watchlist: df = get_historical_data('NSE:' ,name,'5minute', 60) time.sleep(1) df = df.set_index(df['date']) df.index.astype('str')
zrd_name = 'NSE:' + name ltp = kite.ltp(zrd_name)[zrd_name]['last_price']
Even I faced the same issue and I am not sure why there is this inconsistency in the data frame while getting history ....hence cant apply a proper algo logic since the last reference candle is changing after refreshing to the latest candle....can someone look into this issue?
@Tnaagar8@rji_rji For the above scenario, it looks are you are fetching the respective candle data before candle completion. You can go through this thread to understand possible scenerio.
you can see the screen shot pasted above
the snippet of the code that I am ruining is below
while True:
for name in watchlist:
df = get_historical_data('NSE:' ,name,'5minute', 60)
time.sleep(1)
df = df.set_index(df['date'])
df.index.astype('str')
zrd_name = 'NSE:' + name
ltp = kite.ltp(zrd_name)[zrd_name]['last_price']
ct = (datetime.datetime.now().replace(microsecond=0))
df.one = df.index[-1]
one = pd.Timestamp(df.one).tz_localize(None)
diffrence = (ct - one)
diff1 = (ct.minute - df.one.minute)
print("waiting to meet the conditions ",datetime.datetime.now())
print("ltp ",ltp)
print("diffrence ",diffrence)
print("diff1 ",diff1)
print(df)
Will post my screenshot in the next message
For the above scenario, it looks are you are fetching the respective candle data before candle completion. You can go through this thread to understand possible scenerio.