Rounding error / no error

carcar

Hi I am new to coding so sorry if this is a dumb question. I am following along with the Cloudquant video on minute bars and when I tried to round the numbers like he does in the video I got an error so now I am trying to figure out how to round "bardata" I keep getting "progress failed" messages but no helpful error messages in the console.

from cloudquant.interfaces import Strategy

class CQ1444c91584764bbbb09649eb8c50c39e(Strategy):

@classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
    return symbol=="FB"

def on_minute_bar(self, event, md, order, service, account, bar):
    bardata = md.bar.minute(include_extended=True)
    bardata = bardata.astype(float)
    print(service.time_to_string(event.timestamp),round(bardata.close, 2),round(md.stat.prev_close, 2))
    pass

carcar

And when I take out the round() entirely it works. So I want to figure out how to round it like the guy does in the video on min bars from cloudquant.

ptunney

That sounds like an old video, it would be helpful if you included a link to the video or the page with the video on it.

In this case the bardata is a list of lists... bardata.close is a single list of close prices which can be one item long or many items long. Because you have not specified a 'start' it is defaulting to 1 to get the most recent value. But that is still a LIST.

You cannot round a list. This is not supported in current versions of python, it is possible it was supported when the video was made.

Instead, if it is a long list, you would need to either loop through the list rounding each item at a time or you could do it in a single line and put the values into a new list, then print that list.

In this case you simply have to select the only value in the list, you can use [0] or [-1] for this (again because the list is only one item long it does not matter but if it was longer -1 would get the most recent value. If you do not understand this watch this video...

from cloudquant.interfaces import Strategy
class rounding(Strategy):
    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        return symbol=="FB"
    def on_minute_bar(self, event, md, order, service, account, bar):
        bardata = md.bar.minute(include_extended=True)
        print(service.time_to_string(event.timestamp),round(bardata.close[-1],2),round(md.stat.prev_close, 2))
        #bardata = md.bar.minute(start=-5, include_extended=True)
        #close_pennies = [round(num, 2) for num in bardata.close]
        #print(service.time_to_string(event.timestamp),close_pennies,round(md.stat.prev_close, 2))

If you comment out the first two lines in on_minute and uncomment the last three, you will fetch more bars and see an extra line that loops through the close prices making a new list of just close prices rounded to 2 decimal places.

You should watch the entire introductory video series...

You should also have a strong grasp of Python, particularly lists, if you are going to make progress developing a trading model.