Python... it can be unforgiving at times. Especially when it comes to lower and upper case letters. The problem is 'longs' needs to be capitalized. So instead of
for sec in pipe_results[pipe_results['longs']].index.tolist():
It should be
for sec in pipe_results[pipe_results['Longs']].index.tolist():
Notice the capitalized 'Longs'. There is also the same problem a few lines after that with 'Shorts'.
for sec in pipe_results[pipe_results['Shorts']].index.tolist():
However, there is faster way to accomplish this. Use the pandas
query method and simply create a list.
# context.longs = 
# no need for the for loop below
# just query the dataframe
# for sec in pipe_results[pipe_results['longs']].index.tolist():
# if data.can_trade(sec):
context.longs = pipe_results.query('Longs').index.tolist()
Do something similar for the shorts
context.shorts = pipe_results.query('Shorts').index.tolist()
Because 'Longs' and 'Shorts' are boolean values, the above is really shorthand for
context.longs = pipe_results.query('Longs == True').index.tolist()
context.shorts = pipe_results.query('Shorts == True').index.tolist()
I believe the algo runs now.
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.