Hello all,
I am looking for a way(maybe function) that tells me if a stock from my context.stocks is actually in my portfolio. The purpose of this is to equally distribute weight across all holdings.
There might be a simple solution but i cant find it. I am aslo just strating using quantopian.
Thank you!
Hello Genevieve,
You can distribute your portfolio evenly across all holdings using the Optimize API and the TargetPortfolioWeights objective to rebalance. It would look something like this:
def rebalance(context, data):
num_positions = len(context.stocks_to_order)
if num_positions > 0 :
target_weights = {}
for security in context.stocks_to_order:
target_weights[security] = 1.0 / num_positions
order_optimal_portfolio(objective = TargetPortfolioWeights(target_weights), constraints = [])
To answer your original question, the context variable contains information about your portfolio and positions. Yo can access the dictionary of positions through context.portfolio.positions, and check if a stock is present as follows:
positions = context.portfolio.positions
for stock in context.stocks:
if stock in positions:
# do something if my portfolio has holdings for 'stock'
I hope this helps.
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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.
