please help! Runtime exception: ValueError

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Hi everybody!

I am new to coding and I really dont understand why and how "Runtime exception: ValueError: The truth value of a DataFrame is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all()." is connected to my algo.

this is the code

import talib
import numpy as np
import pandas as pd

def initialize(context):
context.jpm = sid(25006)
context.xli = sid(19657)

def handle_data(context, data):

price_jpm = history(100, '1d', 'price')  
price_xli = history(100, '1d', 'price')  

diff_prices = price_jpm - price_xli  

avg_diff_prices = np.mean(diff_prices)  


if price_jpm > avg_diff_prices*1.01:  
    order(context.jpm, 10)

the error statement refers to the if line...

Thank you so much for your patience and help!

4 responses

Yatharth Narang

From what I understand you are trying to compare an array to a single value .
price_jpm is an array of prices containing 100 elements while avg_diff_prices is a single value.
Maybe you should try this:

jpm_last = price_jpm[-1]

if jpm_last > avg_diff_prices*1.01:  
    order(context.jpm,10)

Chirag Matkar

Hi Matteo,

This can be done in other way as shown below.


def initialize(context):  
    context.jpm = sid(25006)  
    context.xli = sid(19657)

def handle_data(context, data):  
    price_history  = history(100, '1d', 'price')  
    mean = price_history.mean()  
    price_jpm = mean[context.jpm]  
    price_xli = mean[context.xli]  
    diff_prices  =    price_jpm  -   price_xli 

    if price_jpm > diff_prices:  
        order(context.jpm, 10)

Matteo Cavaggioni

thank you guys! that's exactly what i was looking for!

Yatharth, could you please explain to me what [-1] stands for and when I should used it?

Kathryn Glowinski

Hi Matteo-

An array can be indexed (get a particular item) by giving the location where the item sits. So price_jpm[0] would be the first item in the prices array. Yatharth is using a feature of python which additionally allows you to index from the end of the array.

jpm_last = price_jpm[-1]

means "get the element -1 places from the end", or "give me the last element in the array." In this context, you would get the most recent price value.

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