Notebook
In [2]:
import pandas as pd
In [1]:
bt = get_backtest('<your_backtest_id_here>')
orders = bt.orders

100% Time: 0:00:01|###########################################################|
In [17]:
orders['symbol'] = symbols(orders['sid']) # To convert SIDs to Asset objects
In [18]:
orders['symbol']
Out[18]:
2008-03-11 00:00:00+00:00    Equity(21513 [IVV])
2008-09-15 00:00:00+00:00    Equity(21513 [IVV])
2008-09-19 00:00:00+00:00    Equity(21513 [IVV])
2009-08-17 00:00:00+00:00    Equity(21513 [IVV])
2010-05-10 00:00:00+00:00    Equity(21513 [IVV])
2010-08-11 00:00:00+00:00    Equity(21513 [IVV])
2010-12-01 00:00:00+00:00    Equity(21513 [IVV])
2011-02-22 00:00:00+00:00    Equity(21513 [IVV])
2011-04-20 00:00:00+00:00    Equity(21513 [IVV])
2011-05-23 00:00:00+00:00    Equity(21513 [IVV])
2011-10-27 00:00:00+00:00    Equity(21513 [IVV])
2011-11-01 00:00:00+00:00    Equity(21513 [IVV])
2011-11-28 00:00:00+00:00    Equity(21513 [IVV])
Name: symbol, dtype: object
In [13]:
orders['ticker'] = [symbols(x).symbol for x in orders['symbol']] # To conver
In [14]:
orders['ticker']
Out[14]:
2008-03-11 00:00:00+00:00    IVV
2008-09-15 00:00:00+00:00    IVV
2008-09-19 00:00:00+00:00    IVV
2009-08-17 00:00:00+00:00    IVV
2010-05-10 00:00:00+00:00    IVV
2010-08-11 00:00:00+00:00    IVV
2010-12-01 00:00:00+00:00    IVV
2011-02-22 00:00:00+00:00    IVV
2011-04-20 00:00:00+00:00    IVV
2011-05-23 00:00:00+00:00    IVV
2011-10-27 00:00:00+00:00    IVV
2011-11-01 00:00:00+00:00    IVV
2011-11-28 00:00:00+00:00    IVV
Name: ticker, dtype: object