Despite using a clone as an example I'm getting and error when placing orders. The stocks must be in the universe to have passed through the if statement, so I'm at a loss as too why the error is being kicked up. Any help would be appreciated.
Will
Hi William,
I took a look at your code and it seems that the value for the order_target_percent() function in line 173 (and also in 180) was not evaluating to a float. Note that to get this value out of your dataframe, you'll want to do something like:
context.shorts[context.shorts.index==security]['Factor'][0]
I've attached a functioning version to this post.
I can't seem to find where you cloned this algo from, do you think you could point it out to me so I can take a look at it as well?
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Hi Jamie,
Thanks a lot, that's brilliant! The factor itself was my own concoction (quite a clunky one at that) , but the framework I based it around were the algos here: https://www.quantopian.com/posts/long-short-pipeline-multi-factor.
Will
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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.