Hi guys,

This website has been very helpful for me in learning about trading algorithms. I am attempting to write code that buys SPY when the put call ratio of SPX is < 1 and sells SPY when the ratio is >= 1 but am having some difficulties. Can someone please help to guide me in the right direction?

Best,
Joe

##Testing algos referencing put/call ratios##  
import numpy as np  
import datetime  
import pandas

def initialize(context):  
    # This is the search query we are using, this is tied to the csv file.  
    # User fetcher to get data. I uploaded this csv file manually, feel free to use.  
    context.query="SPX Put/Call Ratio"  
    url='https://dl.dropboxusercontent.com/s/4qaknmgfxbntz06/putcalltest.csv'  
    fetch_csv(url,  
               date_column = "Date",  
               date_format = "%m/%d/%Y",  
               symbol = context.query)  
    context.security = sid(8554) # S&P5000  

    # If the Put Call is below this value we buy. Otherwise we sell.  
    context.threshold = 1

def handle_data(context, data):  
    context.invested=False  
    #checks if put/call ratio is available for date  
    if context.query in data[context.query]:  
        indicator = (data[context.query][context.query])  

        if indicator < context.threshold:  
            order(context.security, 100)  
            context.invested = True  
            ##this ensures that there is no shorting.  
        elif indicator >= context.threshold:  
        #and context.portfolio.positions[sid(8554)].amount >= 100:  
            order(context.security, -100)  
            context.invested = False  
    #record(data[context.query][context.query])