Quick question:
How do we check if our strategy is net long or short at any given minute?
Thanks
maybe look at
context.portfolio.positions_value
This is a positive dollar value when long and a negative dollar value when short. There's a little bit of documentation here https://www.quantopian.com/help#api-portfolio .
Thanks Dan. Do you think that checking context.portfolio.positions_value = 0 will have issues with floating values? I have seen people doing
If context.portfolio.positions_value == 0:
...............
normally this will not work for floating values because they are never equal to 0 exactly.
You are correct it's generally not good practice to check for equality of real numbers. However, it seemed you just wanted to know if the portfolio was net long or net short. In that case use 'greater than" or ' less than'. Depending upon what you are trying to check for you could use
if context.portfolio.positions_value > 0.0:
net_long = True
else:
net_long = False
However, if you want to know if you have ANY positions you could check the quantity of unique SIDs using:
len(context.portfolio.positions) == 0
Dan
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