FBA_FML_AIforTrading Term1_Lesson 8 Quiz.ipynb

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    "## Quiz\n",
    "Using this information, implement `generate_positions` using Pandas's [`df.astype`](https://pandas.pydata.org/pandas-docs/version/0.21/generated/pandas.DataFrame.astype.html) function to convert `prices` to final positions using the following signals:\n",
    "- Long 30 share of stock when the price is above 50 dollars\n",
    "- Short 10 shares of stock when it's below 20 dollars"
   ]
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    "import project_tests\n",
    "\n",
    "\n",
    "def generate_positions(prices):\n",
    "    \"\"\"\n",
    "    Generate the following signals:\n",
    "     - Long 30 share of stock when the price is above 50 dollars\n",
    "     - Short 10 shares when it's below 20 dollars\n",
    "    \n",
    "    Parameters\n",
    "    ----------\n",
    "    prices : DataFrame\n",
    "        Prices for each ticker and date\n",
    "    \n",
    "    Returns\n",
    "    -------\n",
    "    final_positions : DataFrame\n",
    "        Final positions for each ticker and date\n",
    "    \"\"\"\n",
    "    # TODO: Implement Function\n",
    "    \n",
    "    return None\n",
    "\n",
    "\n",
    "project_tests.test_generate_positions(generate_positions)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Quiz Solution"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import project_tests\n",
    "\n",
    "\n",
    "def generate_positions(prices):\n",
    "    \"\"\"\n",
    "    Generate the following signals:\n",
    "     - Long 30 share of stock when the price is above 50 dollars\n",
    "     - Short 10 shares when it's below 20 dollars\n",
    "    \n",
    "    Parameters\n",
    "    ----------\n",
    "    prices : DataFrame\n",
    "        Prices for each ticker and date\n",
    "    \n",
    "    Returns\n",
    "    -------\n",
    "    final_positions : DataFrame\n",
    "        Final positions for each ticker and date\n",
    "    \"\"\"\n",
    "    # TODO: Implement Function\n",
    "    signal_long = (prices > 50).astype(np.int)\n",
    "    signal_short = (prices < 20).astype(np.int)\n",
    "    \n",
    "    pos_long = 30 * signal_long\n",
    "    pos_short = -10 * signal_short\n",
    "    \n",
    "    return pos_long + pos_short\n",
    "\n",
    "\n",
    "project_tests.test_generate_positions(generate_positions)"
   ]
  }
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