Hi,
How would I go about listing all the stocks and stock IDs in a universe summoned by:
set_universe(universe.DollarVolumeUniverse(99.9, 100.0))
Any help is greatly appreciated!
Rich
Hello Rich,
This works:
def initialize(context):
context.stocks = []
set_universe(universe.DollarVolumeUniverse(floor_percentile=20, ceiling_percentile=20.5))
def handle_data(context, data):
context.stocks = [str(sid.symbol) for sid in data]
print ', '.join(context.stocks) However, you might run into logging limits if your list gets too long.
Grant
thanks grant! yeah, i'm seeing problems using set universe in my testing with dates prior to 2008, so this helps generate some specific sets to test with.
a follow up, it looks like the sec object changes once a security goes from "not yet existing" to "existing" i was reusing the old sec object so i was getting weird errors after the security becomes traded
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.