Does anyone have a more elegant solution (than my algo) for converting a list of stock symbols to a list of sids? Please share it with the community.
Check out the code and the log output for this backtest. Thanks!
Log output:
2015-07-06PRINT[19784, 28667, 48486, 9888, 1078, 40284, 28664, 24532, 38286, 845, 44017, 42531, 24884, 5645, 39782, 23850, 12512, 977, 41978, 915, 25642, 26748, 27369, 45558, 48821, 47510, 21371, 1218, 45880, 42461, 33864, 16169, 26749, 1244, 23857, 1195, 1331, 2034, 47830, 39392, 2514, 25643, 12011, 39052, 1297, 17626, 40180, 1722, 32860, 43421, 16448, 17639, 19962, 1655, 46283, 14700, 41820, 48897, 19056, 32325, 35253, 46241, 24834, 46951, 1577, 1874, 15459, 17358, 33053, 10575, 26876, 17643, 1266, 6267, 15274, 28312, 46551, 47414, 32844, 45980, 1270, 1219, 25313, 33776, 17988, 1375, 19788, 1396, 21342, 10578, 19187, 33648, 42455, 22429, 20961, 33297, 1796, 14484, 1686, 47145, 21603, 16333, 24434, 44764, 44779, 32433, 23109, 13810, 39498, 1485, 1234, 41765, 45847, 26305, 1490, 42474, 40299, 12305, 39041, 1521, 8612, 24789, 44453, 21736, 8613, 43215, 10925, 48932, 16453, 27408]
2015-07-07PRINT[27674, 24891, 20696, 1882, 27251, 26953, 1552, 1480, 46939, 47717, 1585, 33924, 450, 37775, 1703, 1595, 26079, 38971, 42166, 45453, 19364, 25497, 18865, 1753, 49042, 1374, 23428, 26569, 1751, 48026, 1749, 24474, 49016, 38760, 1755, 18403, 14348, 24793, 1636, 26541, 1313, 16343, 11476, 32622, 23667, 34111, 1675, 43460, 46367, 1706, 1974, 15106, 48256, 25646, 27478, 1964, 13007, 34783, 22382, 46307, 45212, 19203, 1696, 39665, 1942, 26191, 27864, 16341, 33284, 40146, 43036, 46678, 39625, 41098, 1884, 46497, 1995, 12023, 32377, 18542, 1308, 13371, 1843, 21374, 28078, 24893, 21481, 8460, 14354, 1926, 16607, 1971, 43503, 26733, 1979, 1984, 18863, 21863, 2015, 42317, 26157, 1999, 45249]
2015-07-08PRINT[20490, 7101, 46648, 37336, 22889, 662, 46598, 47842, 9681, 253, 31, 47123, 28471, 15622, 53, 52, 677, 24465, 26322, 19185, 15934, 45431, 26486, 27570, 33310, 39313, 84, 32790, 12616, 28077, 26277, 484, 110, 46722, 153, 38880, 47191, 11718, 48925, 47380, 13777, 351, 40992, 13775, 23176, 40294, 3949, 162, 45733, 46645, 3424, 33194, 47684, 15064, 41669, 21104, 46977, 25486, 11085, 508, 27231, 32475, 10897, 46583, 8586, 247, 24777, 46869, 43060, 332, 283, 39522, 33016, 21975, 22189, 22861, 24389, 21103, 27500, 39552, 45415, 38633, 43712, 33052, 659, 44636, 43495, 46597, 46027, 25392, 35040, 39928, 40707, 19672, 41792, 11086, 25710, 19949, 27998, 44687, 553, 397, 19037, 366, 405, 23575, 11232, 27819, 26845, 33949, 18655, 23178, 47193, 22862, 40442, 311, 47935, 14329, 42175, 26324, 25565, 8910, 13500, 430, 22418, 39270, 18380, 48981, 474, 38759]
2015-07-09PRINT[24829, 41738, 46634, 24855, 17799, 45503, 35028, 45011, 26998, 49034, 41, 69, 47146, 45200, 21724, 42855, 28450, 6276, 11880, 18027, 44677, 35162, 22192, 526, 10417, 14855, 24761, 2105, 36896, 45796, 25398, 48037, 11999, 40622, 10073, 579, 47325, 10089, 617, 47901, 39942, 610, 28378, 44129, 27532, 14863, 624, 49023, 47422, 42445, 8598, 25265, 13320, 21717, 3189, 694, 33892, 969, 932, 1191, 23943, 8785, 957, 26913, 1028, 22198, 20957, 17264, 27383, 41601, 22093, 17479, 9693, 697, 45797, 9094, 27886, 1117, 42551, 18186, 14469, 26643, 14921, 10728, 18843, 19044, 26479, 48304, 21911, 856, 34229, 45428, 21587, 43476, 20973, 23757, 22657, 22472, 26865, 10905, 23846, 10108, 15525, 1129, 35929, 1144, 15775, 11732, 18803, 913, 26496, 44570, 43283, 20462, 24011, 46505, 47352, 26315, 49000, 46647, 25400, 1016, 27108, 41374, 44089, 49024, 42272, 47980, 24822, 10723]
End of logs.
Append the sids to a new list
context.stocks = [sids(......)]
and it's all good and ready to go.
