How can I attach volume to the output of these logs? Is there a pandas method to do this?

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

How can I attach volume to the output of these logs? Is there a pandas method to do this?

posted May 22, 2020

API Seeking Help Using Data Pipeline numpy/pandas

I have this algo that computes the top 5 gainers and losers by percentage over the course of a given day.
The final output is coming through from

top_gainers = todays_gain_since_yesterday_close.nlargest(5)  
top_losers = todays_gain_since_yesterday_close.nsmallest(5)  
log.info('top gainers \n{} top losers \n{}'.format(top_gainers, top_losers))

and the output looks like

2020-05-19 08:40 handle_data:75 INFO top gainers  
Equity(25972 [DVAX])    37.796087  
Equity(2385 [DY])       20.426344  
Equity(11120 [EXP])      8.914729  
Equity(50735 [AYX])      7.648747  
Equity(45113 [DOC])      7.509271  
dtype: float64 top losers  
Equity(52864 [GOSS])   -14.993351  
Equity(46206 [CPG])    -14.803625  
Equity(52119 [TCDA])    -9.505703  
Equity(53083 [TPTX])    -8.554688  
Equity(50807 [CVNA])    -7.919286

I know the output is a series, and the series consists of the equity and the calculated percentage. What I would like to know is how to attach volume to the output of these logs? Is there a pandas method to do this?

I want it to look like this, where the third item is the current volume of the respective equity

2020-05-19 08:40 handle_data:75 INFO top gainers  
Equity(25972 [DVAX])    37.796087    3000000  
Equity(2385 [DY])       20.426344    373467  
Equity(11120 [EXP])      8.914729   457345257  
Equity(50735 [AYX])      7.648747   3457345645  
Equity(45113 [DOC])      7.509271    5626232  
dtype: float64 top losers  
Equity(52864 [GOSS])   -14.993351    3456345  
Equity(46206 [CPG])    -14.803625    534563456  
Equity(52119 [TCDA])    -9.505703     4563456345  
Equity(53083 [TPTX])    -8.554688     456345634  
Equity(50807 [CVNA])    -7.919286      576744357

Anyone have any suggestions?

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

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

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.