Calculation Confusion

jl371304

The calculation of self.onedayvolper = self.sumadvvol / self.sumvol at the end of my code should yield a result of .63154. However I'm getting 0 returned as the answer?

def on_start(self, md, order, service, account):
self.advvol = []
self.decvol = []
mb4 = md.bar.minute(start=-390,end=None,include_empty=False,include_extended=False,bar_size=1,today_only=False)
opn = mb4.open
close = mb4.close
volume = mb4.volume
for x in range(len(close)) :
bar = close[x] - opn[x]
print x,"Open",opn[x],"Close",close[x],"Net",bar,"Volume",volume[x]
if bar >= 0 :
self.advvol.append(volume[x])
continue
if bar < 0 :
self.decvol.append(volume[x])
continue
print "Advancing Volume",self.advvol
self.sumadvvol = sum(self.advvol)
print "Sum Adv Vol",self.sumadvvol
print "Declining Volume",self.decvol
self.sumdecvol = sum(self.decvol)
print "Sum Dec Vol",self.sumdecvol
print "Volume",volume
self.sumvol = sum(volume)
print "Sum Volume",self.sumvol
self.onedayvolper = self.sumadvvol / self.sumvol
print type(self.onedayvolper)
print "1 Day Volume Percentage",self.onedayvolper

ptunney

JL

Looks like you got yourself 99% of the way there by the fact that you printed out the "type" of the variable at the end and it was an INT.
This is a pythonic thing... if you divide an int by an int you will get an int and if the result is less than 0.5 you will get 0.

The simple solution is to multiply your numerator by 1.0 thus converting it and the result to a float.
So instead of
self.onedayvolper = self.sumadvvol / self.sumvol

use
self.onedayvolper = self.sumadvvol*1.0 / self.sumvol

Note also, there is an icon in the toolbar that lets you insert code and it formats it, I won't say it formats it perfectly.. but it is better!

from cloudquant.interfaces import Strategy
class forum_Q_06_10_2018(Strategy):
    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
            return symbol=="SPY"
    def on_start(self, md, order, service, account):
        self.advvol = []
        self.decvol = []
        mb4 = md.bar.minute(start=-390,end=None,include_empty=False,include_extended=False,bar_size=1,today_only=False)
        opn = mb4.open
        close = mb4.close
        volume = mb4.volume
        for x in range(len(close)) :
            bar = close[x] - opn[x]
            print x,"Open",opn[x],"Close",close[x],"Net",bar,"Volume",volume[x]
            if bar >= 0 : 
                self.advvol.append(volume[x])
                continue
            if bar < 0 :
                self.decvol.append(volume[x])
                continue
        print "Advancing Volume",self.advvol
        self.sumadvvol = sum(self.advvol)
        print "Sum Adv Vol",self.sumadvvol
        print "Declining Volume",self.decvol
        self.sumdecvol = sum(self.decvol)
        print "Sum Dec Vol",self.sumdecvol
        print "Volume",volume
        self.sumvol = sum(volume)
        print "Sum Volume",self.sumvol
        self.onedayvolper = self.sumadvvol*1.0 / self.sumvol
        print type(self.onedayvolper)
        print "1 Day Volume Percentage",self.onedayvolper

ptunney

On what date. for what symbol?

jl371304

Note: run the code with mb4 = md.bar.minute(start=-10,end=None,include_empty=False,include_extended=False,bar_size=1,today_only=False)

jl371304

Apologies: SPY for 060818. Your response works, thank you again for your help. Much appreciated!