quantopian | Sample algorithmic trading strategies for the Bachelors
kandi X-RAY | quantopian Summary
kandi X-RAY | quantopian Summary
Sample algorithmic trading strategies for the Bachelors Thesis
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Top functions reviewed by kandi - BETA
- This function is called when the data is received from the database
- Calculate EwMA exchange rate
- Gets the ewma for a data exchange
- Calculate the EwMA rate for a data exchange
- Calculate EwMA rate
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Trending Discussions on quantopian
QUESTION
All of my virtual environments work fine, except for one in which the jupyter notebook won't connect for kernel. This environment has Zipline in it, so I expect there is some dependency that is a problem there, even though I installed all packages with Conda.
I've read the question and answers here, and unfortunately downgrading tornado to 5.1.1 didn't work nor do I get ValueErrors. I am, however, getting an AssertionError that appears related to the Class NSProcessInfo.
I'm on an M1 Mac. Log from terminal showing the error below, and my environment file is below that. Can someone help me get this kernel working? Thank you!
...ANSWER
Answered 2021-Apr-04 at 18:14Figured it out.
What works:
QUESTION
I am new to Python and wanted to code the VWAP Stock indicator by hand. I download a JSON over the net and then try to create the necessary placeholder arrays. Not sure what goes wrong with the totalVolume Array.
I have declared the totalVolume as Array of float. Still I get scalar error on line 81. totalVolume[i] = volume[i] + totalVolume[i-1] IndexError: invalid index to scalar variable.
...ANSWER
Answered 2020-Aug-03 at 00:38def getVWAP(data):
# if data is a pandas dataframe, just use data['o'].values instead
open = numpy.array(data['o'])
low = numpy.array(data['l'])
high = numpy.array(data['h'])
close = numpy.array(data['c'])
volume = numpy.array(data['v'])
# it's better to use logging.debug for debug output
print(len(open), len(low), len(high), len(close), len(volume))
# default dtype is float, but you can be more explicit
typicalPrice = np.zeros(len(open), dtype=float)
# another way to improve this is to use zeros_like,
# which will generalize beyond 1D arrays
VP = np.zeros_like(open)
# but actually, we don't need to initialize these arrays at all
# because we calculate them directly (see below)
# numpy arrays can be added/subtracted/... directly
# it is actually quite a bit faster
typicalPrice = (open + high + low)/3
VP = volume * typicalPrice
totalVolume = np.cumsum(volume)
totalVP = np.cumsum(VP)
VWAP = totalVP/totalVolume
# this line is different. A typo?
VWAP[0] = typicalPrice[0]
QUESTION
I have installed package from https://pypi.org/project/trading-calendars/
When i run get_calendar('XNYS')
it produces and object file. How can find out what method does this object have for viewing data? The reason i am asking is because in this case in the documentation shows no examples on its usage.
ANSWER
Answered 2020-May-20 at 14:04You must read the documentation. If there is none, the module is ... well ... crap. In such case do print(obj.__dict__)
to see all the properties of the object, and if anything is of use to you. Worst come to worst, read the source code of the module on Github.
Here is the documentation as mentioned in trading_calendars#107
(found by going to Issues and searching "documentation", for future reference).
QUESTION
The function I want to apply to each groupby object is the ATR function, it takes in three ndarrays and returns a dataframe object. And I also want to put the result in a new column of the original dataframe. Here is the code that i wrote:
...ANSWER
Answered 2020-Jan-29 at 11:17You can try create new column in function:
QUESTION
Quantopian which is powered by zipline does not support renko charts. All charts on quantopian is smooth line. I was wondering if zipline supports renko charts?
...ANSWER
Answered 2020-Jan-20 at 19:53Zipline does not support renko charts yet !
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You can use quantopian like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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