Is something wrong in my schedule function?

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Is something wrong in my schedule function?

posted

Hi everyone!
I am a beginner in quantopian. I ran the code for several times and I try to fix it again and again. But I still can not find out the problem with the order_target_percent, can somebody answer me what the problem is?
I am so appreciated!
Thank you in advance.

1 response

Instead of the original code

    for stock in context.long_list:  
        if stock in context.long_list:  
            order_target_percent(stock, long_weight)  
    for stock in context.short_list:  
        if stock in context.short_list:  
            order_target_percent(stock, short_weight)

replace it with

    for stock in context.long_list.index:  
            order_target_percent(stock, long_weight)  
    for stock in context.short_list.index:  
            order_target_percent(stock, short_weight)

'context.long_list' and 'context.short_list' are both pandas dataframes which are indexed by the security. All you want is an iterable of the securities so use 'context.short_list.index' in the for loop. Also no need to check if the stock is in the dataframe and can't really do it like that anyway.

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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.