Very simple programming question

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Can someone tell me why the context.tgtamt returns '0' in the second 'percent to hold' step below code? I am a newbie Python programmer and I am confused about this. The num holdings returns 2. 1/2 seems like it should return .5? The variable is defined as type float? So what am I missing? Thanks.

def initialize(context):  
    context.sb = symbols('SPY', 'IEF')  
    schedule_function(rebal,  
                      date_rule=date_rules.week_start(),                      time_rule=time_rules.market_close(minutes=1))  
    context.tgtamt = float(.5)  
def handle_data(context, data):  
    pass  
def rebal (context, data):  
   for s in data:  
    print ('value of cntxt.tgtamt step1 : %s' %context.tgtamt)  
    numholdings = (len(context.sb))  
    log.info("number of holding %s" % (numholdings))  
    context.tgtamt = 1/numholdings  
    log.info("percent to hold - tgtamtstep2 : %s" % (context.tgtamt))  
    order_target_percent(s,context.tgtamt)  
    log.info("buying %s" % (s.symbol))  
    record(leverage = context.account.leverage)

3 responses

Simon Thornington

This is a particularly bone-headed mis-feature of python version 2 - integer division leads to an integer. To do what you want, change it to 1.0/numholdings

Simon Thornington

Also, for future reference, you can't set the 'type' of any reference in python, as you believe you did in initialize; they are just names, and they can refer to anything, and they can change what they refer to.

x = True  
x = 'hello'  
x = 5

That is totally valid. Python is stupid.

Tom Austin

Simon,
THANKS on this. I was banging my head against a wall trying to find that error.
Best,
Tom

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