Hi, I'm looking to initialise the stock positions held in the algorithm.. Would it be possible for me to do it under initialize?
I guess I'm looking for something similar to below:
def initialize(context):
context.portfolio.positions[ sid(24) ].amount =10000
Hi Burak,
That's an interesting question - I definitely see the use case for initializing a portfolio as something other than all cash, but currently the way the backtester works I'm pretty sure the only way to create a position is using the order() method to buy shares, and that will only work within handle_data().
The best way to effectively get this behavior would be to set up the orders needed to put you into your target 'initial' portfolio on the first call to handle_data and run that code only once (some if statement that is based on time or on checking the context.portfolio object should work).
If you'd like help with an example on that happy to put one together for you. Also better handling of starting portfolios, as well as cash withdrawals and deposits over the course of a backtest are all on our radar as great product enhancements to work on.
Best regards,
Jess
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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.
