Why can't a function see a variable that I declared global in a previous function

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posted

def initialize(context):  
    global preEMA10

    preEMA10=0  
    global preEMA15

    preEMA15=0  
    global preEMA20

    preEMA20=0  
    global preEMA30

    preEMA30=0  
    global preEMA50

    preEMA50=0  
    global preEMA80

    preEMA80=0  
    global preEMA100

    preEMA100=0  
    global preEMA150

    preEMA150=0  
    global preEMA200

    preEMA200=0  
    global preEMA250

    preEMA250=0  
# Will be called on every trade event for the securities you specify.

def handle_data(context, data):  
    for stock in data:  
        exchange_time=get_datetime()  
        if exchange_time.hour == 4:  
           price = history(bar_count = 2, frequency = '1d', field='price').iloc[0]  
           prices_10 = history(bar_count=10, frequency='1d', field='price')  
           SMA_p10 = prices_10.mean()  
           q10 = 2 / (10 + 1)  
           if preEMA10 == 0:  
              preEMA10 = SMA_p10  
           else:  
                pass  
           EMA_p10 = (price * q10) + (preEMA10 * (1 - q10))  
           preEMA10 = EMA_p10

the problem I run into is that in the
if loop, I get a warning that preEMA10 has not been declared yet, when I have clearly declared it and globally as well.

6 responses

Jason Owens

to specify the if loop:

if preEMA10 == 0:  
   preEMA10 = SMA_p10  
else:  
      pass

Seong Lee

Hi Jason,

Is there a specific reason why you're using global instead of context? In this case, if you use context.preEMA10, it would prevent the error messages from occurring any further. If you wanted to use globals in this case, you'd need to surround your preEMA10 statements with try/except.

Like so:



def initialize(context):  
    context.stock = sid(24)  
    global preEMA10  
    preEMA10 = 10

# Will be called on every trade event for the securities you specify.

def handle_data(context, data):  
    try:  
        print preEMA10  
    except:  
        pass  
    for stock in data:  
        exchange_time=get_datetime()  
        if exchange_time.hour == 4:  
           price = history(bar_count = 2, frequency = '1d', field='price').iloc[0]  
           prices_10 = history(bar_count=10, frequency='1d', field='price')

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Jason Owens

Hey Seong,

Thanks! Im pretty sure that fixes everything, but just to clarify.

it would be written as so:

def initialize(context):  
      preEMA10 = 10  
def handle_data(context, data):  
      preEMA10 = context.preEMA10

Seong Lee

The better way would be to have context.preEMA10 in intialize() first

def initialize(context):  
    context.preEMA10 = 10

def handle_data(context, data):  
    preEMA10 = context.preEMA10

Disclaimer

Jason Owens

Can I alter that variable in def handle_data(), using context.preEMA10 like so:

def initialize(context):  
      context.preEMA10 = 0  
def handle_data(context, data):  
      context.preEMA10 = 10  
      print context.preEMA10

would this print 10?

the purpose behind all of this is that I am calculated Exponential Moving Average, and that formula requires the result from its self on the previous day.
this is fine, the problem is the algorithm, on the first day, it would have nothing to compare the current price to. So, in order to lay the foundation that is needed for the algorithm, I want that algorithm to be able to reference the previous days simple moving avg, if it cannot find a EMA from the previous day, which it wont on day 1. so I need to be able to reference that variable that is in replace of the previous days moving avg, in the algorithm, as the SMA of yesterday, after that the algorithm can reference back to the previous EMA and can ignore that SMA for the rest of the backtest.

Alisa Deychman

That's exactly right, it will print 10 because the value gets updated. "context" is used to save states between functions and between bars of the backtest. If you need functions to share variables, or to have variables update between bars, you should create the variable with "context". Here's a more detailed description in the help docs: https://www.quantopian.com/help#ide-api

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