ValueError: The truth value of a Series is ambiguous.

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

edited Oct 16, 2016

Hi guys,

New to Python. I'm trying to run the following code but getting the ValueError: The truth value of a Series is ambiguous.

I've done some research and I understand that the error is occurring because of line "if current_price > high_price" and that I can't compare 2 panda series like that.

Could someone please enlighten me on how to correct this error?

Basic idea of the code is to compare the 20 day high/low to the current price. Thanks!

def rebalance(context,data):  
    #Return the 20 day high/low prices and current prices  
    high_price_history = data.history(context.security, 'high' , bar_count=20 , frequency='1d')  
    low_price_history = data.history(context.security, 'low' , bar_count=20 , frequency='1d')  

    current_price = data.current(context.security, 'price')  
    high_price = high_price_history.max()  
    low_price = low_price_history.min()  
    if current_price > high_price:  
        order_target_percent(context.security,1)  
    elif current_price < low_price:  
        order_target_percent(context.security,1)

1 response

Matthew Lee

Oct 28, 2016

The issue you might be having is from context.security which you are passing into current_price. If context.security is a list of sids, then current_price will return a Pandas Series, rather than a scalar value.

In this case where context.security is a single symbol, your code works

Hope this helps,
Matt

Disclaimer

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.

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

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.

Careers

Events

Status

Twitter

YouTube