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Usage of multiple Datafeeds



  • Hi,
    I built a simple strategy for learning purposes. The algorithm buys if the PE is lower than 5 and sells if its higher than 10 (please don't argue about the usefulness of this strategy since it's only for learning).

    My pricing data is stored in several Pandas Dataframe with each Dataframe representing one company. However, I don't want to apply my strategy to only one company, but all available ones. Additionally, I only want to apply the strategy to the five companies at once (guess I need to filter them daily before applying the strategy).

    So my questions:

    1. How can I bundle several DataFrames and add them to Cerebro at once?

    2. How can I filter out the companies with the best results every day (in zipline it worked with Pipelines)

    Thanks.



  • This was discussed several time in the forum. Just dig deeper, try to search for word multi. Also it was a blog post published which can give ideas -

    Blog - Multi Example