Problem With Algo - Build Error with no Deatails

import random def initialize(context): context.base_order = 100 context.sec_id = 24 context.amat = sid(24) context.max_notional = 1000000.1 context.min_notional = -1000000.0 sells = [-1, -2, -3] buys = [1, 2, 3] buyPoints = [5, 15, 25] sellPoints = [10, 20, 30] positions = [0, 0, 0] count = 0 def handle_data(context, data): mavg = data[context.amat].mavg(20) price = data[context.amat].price notional = context.portfolio.positions[context.amat].amount * price # if price > mavg: # order(context.amat, -25) # if price < 450: # order(context.amat, +20) for i in range(0, 3): if price > sellPoints[i]: order(context.amat, sells[i]) positions[i]-=((price)*(sells[i]) if price < buyPoints[i]: #Line above in Line 29, the one with the error order(context.amat, buys[i]) positions[i]-=((price)*(buys[i]) count++ if count == 7: temp = 0 best = null for i in range(0,3): if positions[i] >= temp: temp = positions[i] best = i bestSell = sells[best] bestBuy = buys[best] bestSellPoint = sellPoints[best] bestBuyPoint = buyPoints[best] for i in range(0,3): sells[i] = bestSellPoint*random.randrange(-2,2,.01) buys[i] = bestBuyPoint*random.randrange(-2,2,.01) sellPoints[i] = bestSellPoint*random.randrange(-2,2,.01) buyPoints[i] = bestBuyPoint*random.randrange(-2,2,.01) count = 0

Hi Edward:

I fixed up your algo here. The problems I saw were:
- to keep state around, you should use the context variable (or declare global variables). I stored all your state variables (sellPoints, buyPoints, etc) in context.
- Python doesn't have the ++ operator. I replaced it with += 1.

hope that helps,
Jean

import random

def initialize(context):  
  context.base_order = 100  
  context.sec_id = 24  
  context.amat = sid(24)  
  context.max_notional = 1000000.1  
  context.min_notional = -1000000.0  
  context.sells = [-1, -2, -3]  
  context.buys = [1, 2, 3]  
  context.buyPoints = [5, 15, 25]  
  context.sellPoints = [10, 20, 30]  
  context.positions = [0, 0, 0]  
  context.count = 0

def handle_data(context, data):  
  mavg = data[context.amat].mavg(20)  
  price = data[context.amat].price  
  notional = context.portfolio.positions[context.amat].amount * price  
 # if price > mavg:  
 #     order(context.amat, -25)  
 # if price < 450:  
 #     order(context.amat, +20)  
  for i in range(0, 3):  
      if price > context.sellPoints[i]:  
          order(context.amat, context.sells[i])  
          context.positions[i] -= (price * context.sells[i])  
      if price < context.buyPoints[i]:  
          #Line above in Line 29, the one with the error  
          order(context.amat, context.buys[i])  
          context.positions[i] -= (price * context.buys[i])  
  context.count += 1  
  if context.count == 7:  
      temp = 0  
      best = null  
      for i in range(0,3):  
          if context.positions[i] >= temp:  
              temp = positions[i]  
              best = i  
      bestSell = sells[best]  
      bestBuy = buys[best]  
      bestSellPoint = sellPoints[best]  
      bestBuyPoint = buyPoints[best]  
      for i in range(0,3):  
          sells[i] = bestSellPoint*random.randrange(-2,2,.01)  
          buys[i] = bestBuyPoint*random.randrange(-2,2,.01)  
          context.sellPoints[i] = bestSellPoint*random.randrange(-2,2,.01)  
          context.buyPoints[i] = bestBuyPoint*random.randrange(-2,2,.01)  
      context.count = 0