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Sentiment Analysis Algorithm Pipeline

I tried to implement pipeline into a sentiment algorithm by Harrison Kinsley, using the rules from his algorithm in this post :

It doesn't order anything so there's definitely something wrong with the algo and I can't seem to figure out what the problem is. Any help would be greatly appreciated!

#I have yet to implement these pieces:  
elif (sentiment <= -1) and (current_position > 0):  
elif (sentiment >= -1) and (current_position > 0) and s in context.shorts:  
                        order_target(s, 0)  

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
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
# Backtest ID: 59e7c9c693ea4f418f75bf20
There was a runtime error.
2 responses

Hi Mustafa,

If you change line 60 to if stock in context.longs.index: (and similar syntax in line 66), it should fix your problem. By default, if you check if a value is in a pandas dataframe, it will look across the column names instead of the index. I noticed you have a similar check in the bit of code that you pasted above but haven't implemented yet, so you'll likely want to add the .index there as well.


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Thanks Jamie