Unstacking zipline.assets object to a list of tickers

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Unstacking zipline.assets object to a list of tickers

posted Jul 3, 2020

Hi everyone,

Is it possible to unstack the zipline.assets object and turn it into a list of stickers like the following:

0           Equity(24 [AAPL])  
1            Equity(62 [ABT])  
2           Equity(67 [ADSK])  
3            Equity(76 [TAP])  
4          Equity(114 [ADBE])  
5           Equity(128 [ADM])

into
['4I1', 'A4S', 'AA', 'AAL', 'AAPL', 'ABBV', 'ABT', 'ADBE', 'ADM', 'ADP', 'ADSK', 'AEE', 'AEP', 'AES', 'AET', 'AFL', 'AG8', 'AGN', 'AIG', 'AIS', 'AKAM', 'ALS', 'ALTR', 'AMAT', 'AMD', 'AMGN', 'ANF', 'ANTM', 'AON', 'APA', 'APC', 'APD']

I need to do that because I am trying to do a long/short strategy using custom data that I can't upload to Quantopian, but that has some untradeable stocks. So I need to take all unique stocks from that data in my Python environment, input it to my Quantopian pipeline that filters the data, take the tradeable output, and put it back to python. Calculate the deciles based on my specific values, get this list of five longs and five shorts, send it back to Quantopian and run the algorithm.
Would be much easier to upload that data to Quantopian instead of this crutch method, but it's impossible since my data does not have returns. Only tickers and carbon emissions (my factor variable).
Thanks!

1 response

@Ruslan,
In the IDE, try:

context.stocks = symbols("XLF","XLRE","XLE","XLU","XLK","XLB","XLP","XLY","XLI","XLC","XLV")  
context.stocks_symbols = [asset.symbol for asset in context.stocks]

alan

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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.