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Dynamically Ordering Sorted Pipeline Output?

If I my pipeline output and before_trading_start whittle my desired securities to a Pandas Frame of 10 stocks, how should I go about ordering an equal amount of each on that day?

I'm having trouble properly feeding the order_target_percent function the "Asset" object or SID in a For Each loop iterating over the pipeline.output.index

2 responses

Something like this?

def before_trading_start(context, data):  
    pipe = pipeline_output('pipe').dropna()  
    context.longs = pipe.sort_values(by='rank').head(10)

def buy_stuff(context, data):  
        for stock in context.longs.index:  
                order_target_percent(stock, 0.1)  
            except Exception as excpt:  
                log.warn("Exception: {ticker}-{exception}".format(ticker=stock, exception=excpt))  

Tar's example looks good. Also, check the my_rebalance function in Lesson 12 of the Pipeline Tutorial.


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