I tried for 5m to reproduce the results, no luck. Posting since it seems like an eminently doable quantopian algo. :)
What issue do you have?
I've run one of my existing algorithms with SPLV (SIS 41382) and it works fine. If I use SPHB (SID 41381) instaed I get an error I can't explain:
IndexError: index out of bounds File test_algorithm_sycheck.py:33, in handle_data File series.py:503, in __getitem__ File index.py:1092, in get_value File index.py:732, in get_value File tslib.pyx:333, in pandas.tslib.get_value_box (pandas/tslib.c:6954) File tslib.pyx:347, in pandas.tslib.get_value_box (pandas/tslib.c:6801)
Oh I meant I spent 5m writing a daily mean-reversion algorithm for SPLV but couldn't reproduce the results shown on this web page, I didn't have a technical problem per se.
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