Hello,
Is it possible to set up a 'condition' and get an alert when a stock meets that condition? If so, can you please point me to the documentation/example.
I've tried to search the documentation / forum and I couldn't find anything.
Thanks!
Possible to set up alerts in quantopian?
The following example is adapted from http://zipline.readthedocs.org/en/latest/quickstart.html#dual-moving-average-example to show logs whenever a condition is met. Is that what you're looking for?
from collections import deque as moving_window
import numpy as np
def initialize(context):
# Add 2 windows, one with a long window, one
# with a short window.
# Note that this is bound to change soon and will be easier.
context.short_window = moving_window(maxlen=100)
context.long_window = moving_window(maxlen=300)
def handle_data(context, data):
# Save price to window
context.short_window.append(data[symbol('AAPL')].price)
context.long_window.append(data[symbol('AAPL')].price)
# Compute averages
short_mavg = np.mean(context.short_window)
long_mavg = np.mean(context.long_window)
# Trading logic
if short_mavg > long_mavg:
log.info('short_mavg {smavg} > long_mavg {lmavg}'.format(smavg=short_mavg, lmavg=long_mavg))
elif short_mavg < long_mavg:
log.info('short_mavg {smavg} < long_mavg {lmavg}'.format(smavg=short_mavg, lmavg=long_mavg))
# Save values for later inspection
record(AAPL=data[symbol('AAPL')].price,
short_mavg=short_mavg,
long_mavg=long_mavg)
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