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Sentiment Analysis Algorithm Pipeline
Mustafa Tambawalla
posted
Seeking Help Sentiment Pipeline

I tried to implement pipeline into a sentiment algorithm by Harrison Kinsley, using the rules from his algorithm in this post : https://www.quantopian.com/posts/seeking-feedback-on-trading-based-on-sentiment-analysis-plus-intro

It doesn't order anything so there's definitely something wrong with the algo and I can't seem to figure out what the problem is. Any help would be greatly appreciated!

#I have yet to implement these pieces:  
elif (sentiment <= -1) and (current_position > 0):  
                    order_target(s,0)  
elif (sentiment >= -1) and (current_position > 0) and s in context.shorts:  
                        order_target(s, 0)
2 responses
Jamie McCorriston

Hi Mustafa,

If you change line 60 to if stock in context.longs.index: (and similar syntax in line 66), it should fix your problem. By default, if you check if a value is in a pandas dataframe, it will look across the column names instead of the index. I noticed you have a similar check in the bit of code that you pasted above but haven't implemented yet, so you'll likely want to add the .index there as well.

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Mustafa Tambawalla

Thanks Jamie

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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.