Sorry if this question is too lazy: I was checking and confirming the working of quantopian for corporate actions. Created a simple algo to buy apple shares in 2014 and check for the dividend (06-Feb-14 Ex; 13-Feb-14 paid) and stock split impact (1/7 on 09-Jun-14) that happened in 2014. I can confirm that Quantopian showed the impact in the Activity->Positions tab.
What I want to do is to see these transactions either in Activity->Transaction, Logs or Custom Data. Could you please tell me how to do this simple task? As I said, it is a lazy question from a newbie, but will save me a lot of time. Thanks.
|Returns||1 Month||3 Month||6 Month||12 Month|
|Alpha||1 Month||3 Month||6 Month||12 Month|
|Beta||1 Month||3 Month||6 Month||12 Month|
|Sharpe||1 Month||3 Month||6 Month||12 Month|
|Sortino||1 Month||3 Month||6 Month||12 Month|
|Volatility||1 Month||3 Month||6 Month||12 Month|
|Max Drawdown||1 Month||3 Month||6 Month||12 Month|
""" This algorithm defines a long-only equal weight portfolio and rebalances it at a user-specified frequency. """ # Import the libraries we will use here import datetime import pandas as pd def initialize(context): # In this example, we're looking at 2 ETFs for stocks and bonds. The algo always keeps 10% in cash. context.security_list = symbols( 'AAPL' ) # This variable is used to manage leverage context.weights = 1 # Rebalance every day (or the first trading day if it's a holiday). # At 11AM ET, which is 1 hour and 30 minutes after market open. schedule_function(rebalance, date_rules.month_start(), time_rules.market_open(hours = 1, minutes = 30)) def rebalance(context, data): # Do the rebalance. Loop through each of the stocks and order to # the target percentage. If already at the target, this command # doesn't do anything. A future improvement could be to set rebalance # thresholds. month_number = get_datetime().date().month if month_number not in [1,7]: return for sec in context.security_list: if data.can_trade(sec): order_target_percent(sec, context.weights) # Get the current exchange time, in the exchange timezone exchange_time = get_datetime('US/Eastern') log.info("Rebalanced to target portfolio weights at %s" % str(exchange_time))