history API - how to order sids?

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history API - how to order sids?

posted Dec 6, 2013

With the new history API, is there an elegant way to have the output columns in the same order as a list of sids? For example, in the attached algorithm, I have:

context.stocks = [sid(8554),sid(19920),sid(33652)]

I'd like the dataframe columns to correspond to the list order of 8554, 19920, 33652. As presently coded, the output does not maintain the order:

2013-12-02 PRINT 19920 8554 33652
2013-11-27 21:00:00+00:00 85.22 181.14 80.95
2013-11-29 18:00:00+00:00 85.73 181 80.98
2013-12-02 14:31:00+00:00 85.85 181.17 80.66

Perhaps there is a pandas thingy that will order the columns according to a list?

1 response

Here's one approach that uses sorting, but it is not quite what I'm looking for, since the order of the original list of stocks is not maintained. However, it'll work.

It doesn't seem like the most efficient solution, since the dataframe has to be sorted every call to handle_data.

Other approaches?

By the way, with the history API, how is the dataframe sid ordering determined? Perhaps it should default to ordering by increasing sid number?

Grant

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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.