Hi,
I am new to Quantopian. I was working with pipeline and custom factors. I understand that in/out in custom factor is narray. How do I log it for debugging purpose?
update_universe(context.my_universe.index)
def handle_data(context, data):
for security in context.my_universe.index:
if security in data:
print "security : %s" % str(security.symbol)
order_target_percent(security, -0.10)
In the above code how do I save the orders (security and order date) so that I can cover the short after say X number of days?
I think I should save some kind of order mapping in dictionary. Any pointers on this?
Any help is appreciated!