Can I get a help with this logic?

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Can I get a help with this logic?

posted

Hello,
I have a code to get out of the market (sell it from a long position once it reaches a certain return, say 10%).

for sid in context.portfolio.positions.items():  
    costBasis = context.portfolio.positions[sid].cost_basis  
    marketPrice = context.portfolio.positions[sid].last_sale_price  
    if (float(marketPrice) / max(float(costBasis),0.01)) > 1.1:  
        sell(context, sid)

of course ...

def sell(context, sid):
if sid not in get_open_orders():
order_target_percent(sid, 0)

However , it is not working. I feel like there is something going on with "sid" and the way "context.portfolio.positions[sid].cost_basis" is supposed to work. Than you very much for your help.

3 responses

When I changed the code slightly to

for sid in context.portfolio.positions:  
    costBasis = context.portfolio.positions[sid].cost_basis  
    marketPrice = context.portfolio.positions[sid].last_sale_price  
    if (float(marketPrice) / max(float(costBasis),0.01)) > 1.5:  
        sell(context, sid)  
        log.info("Got 50 %s" % (sid.symbol))

It seems to be working. Could anyone explain to me what is the difference between having ".items()" and not having it.

The .items() function returns a list of tuples, so iterating over it means that each element will contain 2 values.

data = {'a': 1, 'b': 2}  
data.items() ==> [('a', 1), ('b', 2)]

You can change the syntax to


for sid, position in context.portfolio.positions.items():  
    cost_basis = position.cost_basis

# or use .iteritems(), this is faster because a generator is returned without creating a new list.

for sid, position in context.portfolio.positions.iteritems():  
    cost_basis = position.cost_basis

Many thanks Edwards!

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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.