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List sort

Hi pros,

Just want to get an index pipeline in the same order that i put on the StaticAssets() list symbols.

I have been trying with sort(), sorted() and sort_index() but no luck.

What im looking for, is to grab these results in the same order in order to include them in a spreadsheet which has data in that order.

Encosed an example notebook.

Any clue?

I appreciate your help.

Thanks in advance.


Loading notebook preview...
2 responses

The ubiquitous loc method to the rescue. The loc method is typically used to simply select specific rows of a dataframe. However, it also has the feature that it returns those rows in the same order they were selected. So, something like this should work.

# First create a list of stock tickers we want.  
# This list can be in any order.  
my_stock_list = ['APD','ILMN','WMT','MCD','GIS','DLTR','KHC','ALB','ETFC','ABBV','AMGN','SEE']

# Fetch the asset objects associated with those tickers.  
# The assets will stay in the same order as the list.  
my_stocks = symbols(my_stock_list)

# Define a pipeline  
def make_pipeline():  
    close_price = USEquityPricing.close.latest

    # Create a universe based on the stock list  
    universe = StaticAssets(my_stocks)  
    return Pipeline(columns={'Close': close_price}, screen=universe)

# Run the pipeline  
pipeline_output = run_pipeline(make_pipeline(), start_date='2020-07-24', end_date='2020-07-24')

# Probably just want the single date? Use the xs method.  
# To sort them in the same order as the original stock list use the `loc` method.  
# The `loc` method selects specific stocks and also returns them in the same order they are selected.  
sorted_output = pipeline_output.xs('2020-07-24').loc[my_stocks]

See the attached notebook. Hope that's what you were looking for.

Loading notebook preview...

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Hi Dan, thanks again for your very very very kind support even on Sunday!. You are the man! Thanks again!.