What I would like to do is determine if a security is in my portfolio. I would type:
-> if context.security_list not in context.portfolio.positions:
OR
-> context.security_list in context.portfolio.positions:
however I get a TypeError: unhashable type: 'list'.
What is the best way to resolve this. My goal is that if I already have a security in my portfolio I don't want to purchase it.
Thanks!
Jon
There are, of course, a lot of ways to separate the stocks one currently holds from a list of stocks to buy. I personally like using sets and all the set methods which come with them. So, start with making two sets. The stocks currently in the portfolio and the stocks to open. The python set function makes this easy.
# Assume that context.security_list is a list of all stocks one wishes to open
# Probably from pipeline and may include some stocks already held
current_portfolio = set(context.portfolio.positions)
all_stocks_to_open = set(context.security_list)
Now, using the python set difference operator, one can create the set of stocks which are in 'all_stocks_to_open' but not in the 'current_portfolio'.
new_stocks_to_open = all_stocks_to_open - current_portfolio
The 'new_stocks_to_open' set won't contain any stocks which are in the current portfolio. This set can be iterated to open positions one at a time using one of the order methods, or better yet, used along with order_optimal_portfolio to open all the positions at once.
Good luck.
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.
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.