Headbutting the wall... Python fundamental lack of knowledge

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Headbutting the wall... Python fundamental lack of knowledge

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Getting Started Collaboration Request Risk Management

So this is my second foray into Python (the last effort was successful geointegration of photos with lat/long exif data in ArcMap) and I was able to structure a framework that weighs technical indicators to establish an overall "direction" that a stock may be going. My main issue stems from limited Python knowledge... it's something I can do in VBA, but no luck in Python.

I need to figure out how to programmatically create lists with unique names based off of the stock.symbol to store the previously calculated "weight" of the technical indicators. That list is then averaged to figure which "direction" the momentum of the stock is going. As the code sits, the historical indicators are appended to a list, but those historical values for each stock are added to the same list, mucking up the results. When tested with individual stocks, it performs acceptably (but weighted factors need fine tuning). I'm really struggling with defining unique lists programmatically.

Fortunately it seems to limit risk fairly well!

1 response

I'm new to Python as well, but I think what you're looking for is called a "dictionary" in Python, it's like an associative array.

context.pastindicator = {}

then you can

context.pastindicator[stock] = 'whatever'

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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.