Why can't I use 'Series'?

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

Back to Community

Why can't I use 'Series'?

edited Dec 14, 2013

I get an error when I try to run this that says "Runtime exception: TypeError: 'Series' object is not callable"
Does anyone know why this happens?

def initialize(context):  
  set_universe(universe.DollarVolumeUniverse(80.0, 80.05))  
  context.max_notional = 1000000.1  
  context.min_notional = -1000000.0  
  set_commission(commission.PerShare(cost=.0035))  
def vwap(prices, volumes):  
    return (prices * volumes).sum() / volumes.sum()

def handle_data(context, data):  
  prices_a = history(15, '1d', field='price')  
  volumes_a = history(15, '1d', field='volume')

  prices_b = history(30, '1d', field='price')  
  volumes_b = history(30, '1d', field='volume')

  vwap_a = vwap(prices_a, volumes_a)  
  vwap_b = vwap(prices_b, volumes_b)  
  for s in data:  
        vwap_a_data=vwap_a(data)  
        s_vwap_a=vwap_a_data[s]  
        vwap_b_data=vwap_b(data)  
        s_vwap_b=vwap_b_data[s]  
        price = data[s].price  
        notional = context.portfolio.positions[s].amount * price  
        vwap_dif = s_vwap_a[s]-s_vwap_b[s]  
        if s_vwap_a[s] > s_vwap_b[s]:  
          order(s, 50)

2 responses

Hi Paul,

The return value from your vwap function is a Series object. You assign vwap_a to the return of vwap, so it is a Series object. On line 19, you are trying to use vwap_a like a function, so you are getting an exception. What is the intent of line 19? I took a guess that you just want the vwap for each security, so I just removed the lines that were trying to call the Series object and attached the backtest with the working code.

thanks,
fawce

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.

Hey John,
It works great!
That's just what I wanted.
Thanks,
-Paul

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

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.

About Quantopian

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.