Sorry, I found a bug at the bottom when I wasn't comparing to the lists.

Here is the updated algorithm that I have. Does this look right? Are returns supposed to be only 8% for 2011?

Hello Kai,

I really like your first_day, last_day approach, but unfortunately it doesn't always execute the order. For instance 28 May 2011 was a Saturday, so your algorithm misses the timing and gets out of sync from what you want.

I believe the quantopian people will introduce a new ordering feature to schedule an order in the future, which would make your algo a lot easier to implement.

Something like this?

I used order_target_percent instead as its more robust, depending on exactly what date you start the backtest.

Some code to show usage of zipline.utils.tradingcalendar and some other details such as generators (yield). But it doesn't seems a great idea... but that was a nice exercice ;-)

Welcome Kai,
Congrats on writing your first algo. It can be a lot to learn outside libraries when you are learning to program, but in this case I think it is pretty straight forward. Pandas has some useful date functionality that might help you out with this sort of thing. They have already written the code to get the fist and last business days of the month. It should work for you unless a market holiday falls on the first or last business day of the month.

cheers,
David

Hello Kai,

I know that this algo is more of an exercise to learn Quantopian's platform and all that but I am curious about your rationale for the strategy per se. Meaning, what does it mean for you to buy on the last day and sell on the end of the first day of the next month? Is that because of some particular reason or it's just about learning how to program on Quatopian?

Again, I'm just curious and always open to learn from others' ideas. Good luck with your learning!

Akram,
My main rationale is to capture the return from people investing in mutual funds, 401K's. Apparently, I read somewhere that people always add to their accounts on the first of each month.

So you aim at capturing the small bumps that happen between the end of the month and the end of the first day of the next one.

That's very interesting!

Yes, that's what I aim to capture. However, as you can see... my coding skills aren't up to par :(

But they will improve with time, especially with such a helpful and friendly community as Quantopian's.

Just keep coding!