Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Another Newbie Question - At least it's simple
Joseph Sorrentino
posted

I'm simply trying to determine if it was a down-day or up-day using an IF statement and I'm getting the error
"ValueError: The truth value of an array is ambiguous. Use a.empty, a.any() or a.all()."

I understand this is because pandas is mad at me for trying to convert something to a bool but I'm too inexperienced to figure out how to fix it.

Would someone mind helping me?

spy_daily = get_pricing(  
    'SPY',  
    start_date='2017-01-01',  
    end_date = '2018-05-11',  
    frequency='daily',  
)

if spy_daily.open_price < spy_daily.close_price:  
    {my operation}  
else:  
    {another operation}
2 responses
Dan Whitnable

The 'get_pricing' method returns a pandas dataframe (in this case). The statement 'spy_daily.open_price' takes the single 'open_price' column from that dataframe and returns it as a pandas series (indexed by date). The if statement doesn't now which date you want to compare and therefore returns the error 'The truth value of an array is ambiguous'. To fix this, one just needs to specify the specific dates to compare. This can be done like this. 

if spy_daily.close_price['2018-05-11'] > spy_daily.open_price['2018-05-11']:  
    print 'SPY up for the day'  
else:  
    print 'SPY is down'

Good luck.

Dan Whitnable

Here's a notebook with the above code in action...

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.