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Runtime error
Olivier Decesse
posted

Hello, I'm new to Quantopian and I'm stuck by an runtime error in the schedule_function.

Yet it seems to me that the code is correct, can someone help me?
Thank you for your help.

The code is :

def initialize(context):  
    context.jj = sid(4151)  
    schedule_function(check_bands, date_rules.every_day())  
def check_bands(context,Data):  
    cur_price = data.current(context.jj, 'price')  
    prices = data.history(context.jj, 'price', 20, '1d')  
    avg = prices.mean()  
    std = prices.std()  
    lower_band = avg - 2*std  
    upper_band = avg + 2*std  

    if cur_price <= lower_band:  
        order_target_percent(context.jj,1.0)  
        print ('Achat')  
    elif cur_price >= upper_band:  
        order_target_percent(context.jj,-1.0)  
        print ('Vente à découvert')  
    else:  
        pass

    record(upper=upper_band,  
           lower = lower_band, mavg_20=avg, price=cur_price)
2 responses
Vladimir

@Olivier ,

Try this: 


def initialize(context):  
    context.jj = sid(4151)  
    schedule_function(check_bands, date_rules.every_day()) 

def check_bands(context,data):  
    cur_price = data.current(context.jj, 'price')  
    prices = data.history(context.jj, 'price', 20, '1d')  
    avg = prices.mean()  
    std = prices.std()  
    lower_band = avg - 2*std  
    upper_band = avg + 2*std  

    if cur_price <= lower_band:  
        order_target_percent(context.jj, 1.0)  
        print ('Achat')  
    elif cur_price >= upper_band:  
        order_target_percent(context.jj, -1.0)  
        print ('Vente à découvert')  
    else:  
        pass

    record(upper = upper_band, lower = lower_band, mavg_20 = avg, price = cur_price)
Olivier Decesse

Thank you very much @Vladimir

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