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Only a few stock are being taken into account #16

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edoreld opened this issue Sep 13, 2020 · 2 comments
Open

Only a few stock are being taken into account #16

edoreld opened this issue Sep 13, 2020 · 2 comments

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@edoreld
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edoreld commented Sep 13, 2020

Command to run:

python3 portfolio_manager.py --is_test 1 --future_bars 90 --data_granularity_minutes 3600 --history_to_use all --apply_noise_filtering 1 --market_index QQQ --only_long 1 --eigen_portfolio_number 3 --stocks_file_path stocks/stocks.txt

When loading data for all stocks:

Exception No objects to concatenate

Then, I see only info about 4 stocks, even though there's 15 in my stock file.

@silvavn
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silvavn commented Sep 13, 2020

@edoreld The stocks loaded have to have the same length historically as the other stocks. For example, it would be good practice to have stocks from the same exchange together. If you mix for example Nasdaq and Toronto some of the stocks might not be aligned, which will make them to be ignored.

@MitchellChen03
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Pretty new to this, but could you use a loop for every stock you have?

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