Old Formula
def ordering_logic(context, data):
if 'Close' in data['ABC'] and 'Close' in data['XYZ']:
ABC = data['ABC']['Close']
XYZ = data['XYZ']['Close']
New Formula??
def ordering_logic(context, data):
if 'Close' in data['ABC'] and 'Close' in data['XYZ']: << How do I change this line, I keep getting errors...
vix = data.current('ABC','Close')
vxst = data.current('XYZ','Close')
Many THanks!!!
Also how about this part too please?
Do you know how to convert this to the new formula?
if 'price' in data['sid']: