variable as record series name

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Hi,

If I set a universe and would like to plot each stock in the universe, how can I do this?
This doesn't work. Is there any other way?

    for stock in data:  
        record(str(stock)=data[stock].price)

Thanks!

7 responses

Alisa Deychman

Hi Noam,

Try the code below - it should work to track the universe. It records the 20 day moving average for the 98 - 100% universe of stocks based on trading volume.

def initialize(context):  
   set_universe(universe.DollarVolumeUniverse(98, 100))

def handle_data(context, data):  
    for all_stocks in data:  
        record(position = data[all_stocks].mavg(20))

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Rich Frank

Noam, if you want a series per stock in the universe, you'll need to modify your Python syntax a bit, to pass in the name dynamically:

for stock in data:  
    record(**{str(stock): data[stock].price})

I hope that helps!

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Noam Cohen

Thanks all for the replies!
Still new to python, can you explain what it means? Are you dereferencing like in c?

Noam Cohen

Thanks all for the replies!
Still new to python, can you explain what it means? Are you dereferencing like in c?

Rich Frank

This is keyword argument unpacking, which provides keyword arguments to the function call via the dictionary's contents. So record(**{'stock1': 10.0, 'stock2': 20.0}) has the same effect as record(stock1=10.0, stock2=20.0).

The Python docs just refer to it as the **-operator, and it's defined by a Python syntax rule: "If the syntax **expression appears in the function call, expression must evaluate to a mapping, the contents of which are treated as additional keyword arguments."

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Dan Dunn

Unfortunately, record() is limited to 5 datasets at a time. You'll need to slim down which ones you're graphing.

I learned some Python today!

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Alisa Deychman

You can now pass variables as a series name by using positional arguments!

For example, you can now do something like this:

def initialize(context):  
    context.stocks = [sid(24), sid(300), sid(2)] 

def handle_data(context, data):  
    # You can pass a string variable into record().  
    # Here we record the price of all the stocks in our universe.  
    for stock in data:  
      price = data[stock].price  
      record(stock, price)

    # You can also pass in a variable with a string value.  
    # This records the high and low values for Apple.  
    fields = ['high', 'low']  
    for field in fields:  
      record(field, data[sid(24)][field])

For more information, take a look at the record section of the help doc.

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