This algo is dollar neutral buying underperforming bond etf's relative to their averages and selling outperforming bond etf's relative to their averages and hedging with spy. Exits when price meets average and each trade value is 2.5% of portfolio cash value. Please add suggestions.

import pytz  
from itertools import imap  
import numpy as np  
import math

def initialize(context):  
    context.sec=[ sid(34846),sid(23881),sid(34831),sid(33147),sid(35175),sid(35927),sid(34793),  
                 sid(33541),sid(34830),sid(32984),sid(33649)]  
    context.spy=sid(8554)  
    context.max_notional = 1000000.1  
    context.min_notional = -1000000.0  
    set_commission(commission.PerShare(cost=.0035))  


def handle_data(context, data): 


    sp=data[context.spy].close_price  
    hi=data[context.spy].high  
    lo=data[context.spy].low  
    vwaps=data[context.spy].vwap(2)  
    mavgs=data[context.spy].mavg(20)  
    current_share = context.portfolio.positions[context.spy].amount  
    cash=context.portfolio.positions_value  
    pam=(sp+hi+lo+vwaps+mavgs)/5  
    c=context.portfolio.cash

    for stock in context.sec:  
        price=data[stock].close_price  
        mavg=data[stock].mavg(20)  
        vwap=data[stock].vwap(5)  
        high=data[stock].high  
        low=data[stock].low  
        vwap=data[stock].vwap(2)  
        buy =(context.portfolio.cash * .025)/price  
        buys =(context.portfolio.cash * .025)/sp  
        pamo=(price+high+low+vwap+mavg)/5

        current_shares = context.portfolio.positions[stock].amount  
        do=cash+c

        if price>pamo :  
            order(stock,-buy)  
            order(sid(8554),buys)  


        if price<pamo :  
            order(stock,buy)  
            order(sid(8554),-buys)  
        if price==pamo:  
            order(stock,-1*current_shares)  
            order(sid(8554),-1*current_share)  
            if sp==pam:  
                order(stock,-1*current_shares)  
                order(sid(8554),-1*current_share)  
                if do <1000000:  
                     order(stock,-1*current_shares)  
                     order(sid(8554),-1*current_share)