Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Help with backtest results
Colter Allen
edited Oct 21, 2015

Hi, so I want to find a way to sum the results that I'm getting from a backtest. Currently my algorithm is producing a value for each minute and printing it so it shows up on the log. Is there a way to sum these printed values so I get a total value regardless of how long I choose to backtest? I couldn't figure a way out how to do this as I tried creating a list and putting the end value into the list, but that doesn't work as the algorithm will reset each minute for the backtest. Any ideas?

For Example here are some of the backtest results:
2015-10-19PRINT-0.000180293879023
2015-10-19PRINT-0.000362450163103
2015-10-19PRINT-0.000226551880381
2015-10-19PRINT-0.000362450163103
2015-10-19PRINT0.000272158214642
2015-10-19PRINT-0.000453103760761

I want to sum all of the numbers together.

Thanks!

3 responses
Dan Dunn
Oct 21, 2015

You can store values on the context object, and those are not reset each minute - the context object persists through the entire backtest.

Do something like:

def handle_data(context, data):  
    foo = my_complex_calculation()  
    context.running_foo =  context.running_foo + foo  
    log.info('this minute foo is:' + str(foo) + ' and the running total of foo is: ' str(context.running_foo)')
Disclaimer

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.

Colter Allen
Oct 21, 2015

Thank you so much! However now I'm running into a key error with running_foo
Any ideas what might be causing that?

Jamie McCorriston
Oct 22, 2015

I resolved this with Colter in an email.

Disclaimer

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.

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

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.