Hello, I am totally new to quantopian and trading.
The following code creates the error: "ValueError: could not convert string to float: Equity(27543 [EXPE])
..." within the function handle_data().
I'm not so sure how I can change the data type stored in the temp array (defined within handle_data) to float data type so that I can do arithmetic
calculations with it. Please help! Thanks
def initialize(context):
context.minuteCounter = 0 # keeps track of number of minutes
# 100 different nasdaq stocks
context.securities = [sid(24), sid(114), sid(122), sid(630) , sid(67),
sid(20680), sid(328), sid(14328), sid(368), sid(16841),
sid(9883), sid(337), sid(38650), sid(739), sid(27533),
sid(3806), sid(18529), sid(1209), sid(40207), sid(1419),
sid(15101), sid(17632), sid(39095), sid(1637), sid(1900),
sid(32301), sid(18870), sid(14014), sid(25317), sid(36930),
sid(12652), sid(26111), sid(24819), sid(24482), sid(2618),
sid(2663), sid(27543), sid(27543), sid(2696), sid(42950),
sid(20208), sid(2853), sid(8816), sid(5530), sid(3212),
sid(9736), sid(23906), sid(26578), sid(22316), sid(13862),
sid(3951), sid(8655), sid(25339), sid(4246), sid(43405),
sid(27357), sid(32046), sid(4485), sid(43919), sid(4668),
sid(8677), sid(22802), sid(3450), sid(5061), sid(5121),
sid(5149), sid(5166), sid(23709), sid(13905), sid(19926),
sid(19725), sid(8857), sid(5767), sid(5787), sid(19917),
sid(6295), sid(6413), sid(6546), sid(20281), sid(6683),
sid(26169), sid(6872), sid(11901), sid(13940), sid(7061),
sid(15581), sid(24518), sid(7272), sid(39840), sid(7671),
sid(27872), sid(8017), sid(38817), sid(8045), sid(8132),
sid(8158), sid(24124), sid(8344), sid(8352), sid(14848)]
def handle_data(context,data):
context.minuteCounter += 1
if context.minuteCounter >= 30:
context.minuteCounter = 0
price_history = data.history(context.securities,fields="price",bar_count=250,frequency="1m")
data_arr = []
for s in context.securities:
data_arr.append(price_history[s]) # data_arr: 100 x 250 array
# below is the part with problems
for i in range(0,len(data_arr)):
temp = []
for j in data_arr[i]:
temp.append(j)
for j in range(0,len(temp)):
print float(str(temp[j]))+1