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Looking for a way to tell if a stock is being hold

Hello all,

I am looking for a way(maybe function) that tells me if a stock from my context.stocks is actually in my portfolio. The purpose of this is to equally distribute weight across all holdings.

There might be a simple solution but i cant find it. I am aslo just strating using quantopian.

Thank you!

1 response

Hello Genevieve,

You can distribute your portfolio evenly across all holdings using the Optimize API and the TargetPortfolioWeights objective to rebalance. It would look something like this:

def rebalance(context, data):  
    num_positions = len(context.stocks_to_order)  
    if num_positions > 0 :  
        target_weights = {}  
        for security in context.stocks_to_order:  
            target_weights[security] = 1.0 / num_positions

        order_optimal_portfolio(objective = TargetPortfolioWeights(target_weights), constraints = [])  

To answer your original question, the context variable contains information about your portfolio and positions. Yo can access the dictionary of positions through context.portfolio.positions, and check if a stock is present as follows:

positions = context.portfolio.positions  
for stock in context.stocks:  
    if stock in positions:  
        # do something if my portfolio has holdings for 'stock'  

I hope this helps.

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