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Indices problem - don't understand
Andrew Leach
posted Nov 6, 2014

Hi,

I've got this code: 

        daily_prices = history(bar_count=365, frequency='1d', field='price')  
        weekly_prices = daily_prices.resample('1W')  
        weekly_close = np.array(weekly_prices[sid].values.tolist())  
        weekly_sma30 = ta.SMA(weekly_close, timeperiod=30)  
        direction = priceDirection(weekly_sma30[-5:])

where I'm trying to limit the number of values of the weekly_sma30 array sent to a function called priceDirection. I've done this type of thing before but this time I'm getting the followin error and don't understand what I"m doing wrong:

Error Runtime exception: TypeError: list indices must be integers, not builtins.Security

-5 is an integer as far as I understand it.

Any help will be appreciated.

Thanks,
Andrew

3 responses
Andrew Leach
Nov 6, 2014

Fixed it!

It wasnt anything to do with this code it turns out, actually an uninitialised list item that was causing the problem. Sorry to bother you all.

  • Andrew
Dan Dunn
Nov 6, 2014

One thing that I thought of while reading your example - if you're looking for one year of data, you should use a bar_count of 252 rather than 365. Most NYSE years have 252 trading days.

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Andrew Leach
Nov 6, 2014

Ah, ok, interesting. I'll try that!

Thanks Dan.
- Andrew

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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.