Created
June 11, 2021 13:44
-
-
Save HumanRupert/43904fe7a731e39cb52c9117ac4d7b62 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
def initialize(context): | |
# avoid out of bounds error by dropping firstBottomDate col | |
patterns = pd.read_csv("data/patterns.csv").drop(["firstBottomDate"], axis=1) | |
patterns = convert_date_cols(patterns) | |
context.patterns = patterns | |
tickers = pd.read_csv("data/tickers.csv") | |
tickers = convert_date_cols(tickers) | |
context.stocks = [zp.api.symbol(ticker) for ticker in tickers.symbol] | |
context.position_dates = {} |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment