Hello Jeremy,

The Quantopian platform is pretty flexible. Can you be more specific about what you're trying to do?

Grant

Sorry, I think I was trying to ask how to make a code that generates the average of every historical price of a stock past and present.

Jeremy,

If you want a 10-year average, for example, it is possible by obtaining a trailing window of data with the history API, but I suspect you may want the average over a shorter time frame on a rolling basis (e.g. up to tens of days is typical). In any case, something like this will do the trick:

def initialize(context):  
    context.stocks = [sid(8554)]  
    context.computed = False

def handle_data(context, data):  
    if not context.computed:  
        prices = history(2520,'1d','price')  
        mean = float(prices.mean().values)  
        print mean  
        context.computed = True  

Thanks Grant! Can I clarify though what context.computed means because I am just confused by that.

You're welcome. The context.computed boolean flag just executes the mean calculation once (the first call to handle_data) as an illustration. --Grant

def initialize(context):  
    context.stocks = [sid(3597)]  
    context.computed = False  
    set_slippage(slippage.FixedSlippage(spread=.05))  
    set_commission(commission.PerTrade(cost=7))

    context.max_notional = 100000  
    context.min_notional = -100000  
def handle_data(context, data): 

    if not context.computed:  
        price = history(2520, '1d', 'price')  
        mean = float(price.mean().values)  
        print mean  
        context.computed = True  
    notional = context.portfolio.positions[context.stocks].amount * price  
    if price < (mean) and notional > context.min_notional:  
        message = context.portfolio.positions[context.jblu].amount  
        log.info(message)  
        message = context.portfolio.cash  
        log.info(message)  
        message = 'Buy'  
        log.info(message)  
        order(context.jblu, +10)  


    record(Cash=context.portfolio.cash)  

I am a little unsure what the error is here: it is telling me that when I define notional it is un-hashable and I am unsure what that really means. Thanks!

Try:

notional = context.portfolio.positions[context.stocks[0]].amount * price  

Or:

context.stocks = sid(3597)  

No guarantee...but simple to try.

Grant