Hi,
I'm relatively new to python and quantopian.
I'm having difficultly writing a function that initialises context variables for each stock that I'm trading. Any help will be appreciated
My code is as follows:
def initalise_context(sid, context):
historical_close = history(bar_count=365, frequency='1d', field='close_price')
daily_close = historical_close[sid]
context.daily_sma30[sid] = ta.SMA(np.array(daily_close), timeperiod=30)
def initialize(context):
context.stocks = symbols('AAPL','MSFT')
context.max_notional = 100000.1
context.min_notional = 0
context.daily_sma30 = []
def handle_data(context, data):
if ( context.daily_sma30 == None ):
for sid in context.stocks:
initalise_context(sid, context)
I'm getting a problem saying that
Error Runtime exception: TypeError: list indices must be integers, not __builtins__.Security
So, how can I initialise this type of array? What else am I doing wrong?
Thanks in advance for your help.
Andrew