Track values

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Track values

edited Jan 10, 2016

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Example of track_val(context, var) to log current, average, high and low for a particular value.

Use, output and code:

    track_val(context, prices_list[stock][-1])

    ''' Out:  
    2015-04-01 track_val:49 INFO now 187.59  avg 226.49  lo 187.59  hi 284.09  
    2015-05-01 track_val:49 INFO now 225.96  avg 226.44  lo 187.59  hi 284.09  
    2015-06-01 track_val:49 INFO now 249.28  avg 228.20  lo 187.59  hi 284.09  
    2015-07-01 track_val:49 INFO now 269.14  avg 231.12  lo 187.59  hi 284.09  
    '''

def  track_val (c, var):  
    ''' Log current, average, high and low for a particular value.  
        Incoming 'c' for brevity is context  
    '''  
    if 'val' not in c:  
        c.val = {  
            'hi' : var,  
            'lo' : var,  
            'avg': [0, 0],  
        }  
    avg, num     = c.val['avg']  
    avg_new      = ((avg * num) + var) / (num + 1)  
    c.val['avg'] = [avg_new, num + 1]  
    if var > c.val['hi']: c.val['hi'] = var  
    if var < c.val['lo']: c.val['lo'] = var  
    log.info('now {}  avg {}  lo {}  hi {} '.format(  
        '%.2f' % var, '%.2f' % avg_new, '%.2f' % c.val['lo'], '%.2f' % c.val['hi']))

See 'Source Code' tab for working examples.

1 response

Adding some logging control.

    track_values(context, <THE VARIABLE TO BE TRACKED> )

def track_values(c, var):  
    ''' Log current, average, high and low for a particular variable.  
        Incoming 'c' for brevity is context  
    '''  
    log_level = 1  #  0   Off  
                   #  1   Each new minimum or maximum  
                   #  2   Everything always  
    if 'val' not in c:  
        c.val = {  
            'hi' : var,  
            'lo' : var,  
            'avg': [0, 0],  
        }  
    avg, num     = c.val['avg']  
    avg_new      = ((avg * num) + var) / (num + 1)  
    c.val['avg'] = [avg_new, num + 1]  
    new_str = ''  
    if   var > c.val['hi']:  
        c.val['hi'] = var  
        new_str = 'new max'  
    elif var < c.val['lo']:  
        c.val['lo'] = var  
        new_str = 'new min'  
    if (log_level == 1 and new_str) or log_level == 2:  
        log.info('now {}  avg {}  lo {}  hi {}  {}'.format(  
        '%.2f' % var, '%.2f' % avg_new, '%.2f' % c.val['lo'], '%.2f' % c.val['hi'], new_str))

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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.

About Quantopian

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.