record interpolating values?

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record interpolating values?

Samuel Ainsworth

posted May 2, 2014

I have an algorithm that records values that are either 0 or 1. However, when I look at the plot of recorded variables it shows all sorts of points in between like 0.8, 0.35, etc. Using log.debug I can clearly see that these values are never actually recorded. What's going on here?

4 responses

Hey Samuel,

Can you post part of the algorithm if you don't mind sharing publicly? That may make it easier to figure out what's going on.

Best,
Ryan

Jason Swearingen

@Samuel, if you are running a minute-step sim, then it uses one of the values (the last i think) for the day. however once you have a simulation run more than 1.5 years it will force-group datapoints into weekly, and at this point it will average your values for the week.

@Samuel, the interpolated values result from the grouping of data (and consequent plotting of the average), as Jason explained. Look at the bottom of the plot: you will find cursors to zoom at portions of the time axis. Zooming you will be able to see the original values.

Samuel Ainsworth

Ah I see, thanks for the explanation!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.