I created a github repository, for the purpose of managing and sharing code to be run on Quantopian (and learning github):
https://github.com/gkiehne/quantopian
As a test case, I posted a function:
def rebalance_portfolio(context, data, desired_port):
#rebalance portfolio
current_amount = np.zeros_like(desired_port)
desired_amount = np.zeros_like(desired_port)
if not context.init:
positions_value = context.portfolio.starting_cash
else:
positions_value = context.portfolio.positions_value + context.portfolio.cash
for i, stock in enumerate(context.stocks):
current_amount[i] = context.portfolio.positions[stock].amount
desired_amount[i] = desired_port[i]*positions_value/data[stock].price
diff_amount = desired_amount - current_amount
for i, stock in enumerate(context.stocks):
order(stock, diff_amount[i]) #order_stock
If you have suggested improvements to the rebalance function, please comment on github (not sure...perhaps I'll need to grant access on an individual basis...if so, just post a request here...or via github, if you can).
Grant
