Hello Q,
How can I get the stock that is in 'picks' on line 14 to be in data.history on line 22?
It says that it isn't iterable , but when I print it out it is actually a stock.
If someone could help me with that, thanks.
def initialize(context):
schedule_function(trade, date_rules.month_start(), time_rules.market_open(minutes = 65))
def trade(context, data):
context.tlt = sid(23921)
mom, n, lev = 60, 1, 1.0
stocks = symbols('DIA', 'SPY', 'QQQ', 'MDY', 'IWM')
if get_open_orders(): return
C = data.history(stocks, 'price', mom + 1, '1d')
M = C.iloc[-1] / C.iloc[0]
M = M.dropna()
M.sort_values(ascending = False, inplace = True)
picks = M.head(n)
print picks
wt = lev / len(picks) if len(picks) != 0 else 0
D = data.history(context.tlt, 'price', mom + 1, '1d')
N = D.iloc[-1] / D.iloc[0]
for asset in stocks:
D = data.history(, 'price', mom + 1, '1d')
N = D.iloc[-1] / D.iloc[0]
E = data.history(context.tlt, 'price', mom + 1, '1d')
L = E.iloc[-1] / E.iloc[0]
if N > L:
if data.can_trade(asset):
if asset in picks:
order_target_percent(asset, wt)
else:
order_target(asset, 0)
else:
order_target_percent(context.tlt, 1.0) def before_trading_start(context, data):
record(leverage = context.account.leverage)
record(num_positions=len(context.portfolio.positions))
