Python: Logical Operations and Loops | Introduction To Financial Python on QuantConnect

# Python: Logical Operations and Loops | Introduction To Financial Python on QuantConnect > Source: https://www.quantconnect.com/learning/articles/introduction-to-financial-python/logical-operations-and-loops Python: Logical Operations and Loops | Introduction To Financial Python on QuantConnect Pricing Data Community Algorithm Lab Documentation Sign In learning center articles / Introduction To Financial Python Python: Logical Operations and Loops 2/14 Author Jing Wu 2018-06-02 Introduction We discussed the basic data types and data structures in Python in the last tutorial. This chapter covers logical operations and loops in Python, which are very common in programming. Logical Operations Like most programming languages, Python has comparison operators: print(1 == 0) # 1 equals 0 print(1 == 1) # 1 equals 1 print(1 != 0) # 1 is not equal to 0 print(5 >= 5) # 5 is greater than or equal to 5 print(5 >= 6) # 5 is greater than or equal to 6 [out]: False True True True False Each statement above has a boolean value, which must be either True or False , but not both. We can combine simple statements P and Q to form complex statements using logical operators: The statement "P and Q" is true if both P and Q are true, otherwise it is false. The statement "P or Q" is false if both P and Q are false, otherwise it is true. The statement "not P" is true if P is false, and vice versa. print(2 > 1 and 3 > 2) print(2 > 1 and 3 < 2) print(2 > 1 or 3 < 2) print(2 < 1 and 3 < 2) [out]: True False True False When dealing with a very complex logical statement that involves in several statements, we can use brackets to separate and combine them. print((3 > 2 or 1 < 3) and (1 != 3 and 4 > 3) and not (3 < 2 or 1 < 3 and (1 != 3 and 4 > 3))) print(3 > 2 or 1 < 3 and (1 != 3 and 4 > 3) and not ( 3 < 2 or 1 < 3 and (1 != 3 and 4 > 3))) [out]: False True Comparing the above two statements, we can see that it's wise to use brackets when we make a complex logical statement. If Statement An if statement executes a segment of code only if its condition is true. A standard if statement consists of 3 segments: if, elif and else. if condition1: # if condition1 is true, execute the code here # and ignore the rest of this if statement elif condition2: # if condition1 is false, and condition2 is true, execute the code here # and ignore the rest of this if statement else: # if none of the above conditions is True, execute the code here An if statement doesn't necessarily has elif and else part. If it's not specified, the indented block of code will be executed when the condition is true, otherwise the whole if statement will be skipped. i = 0 if i == 0: print('i == 0 is True') [out]: i==0 is True As we mentioned above, we can write some complex statements here: p = 1 > 0 q = 2 > 3 if p and q: print('p and q is true') elif p and not q: print('q is false') elif q and not p: print('p is false') else: print('None of p and q is true') [out]: q is false Loop Structure Loops are an essential part of programming. The "for" and "while" loops run a block of code repeatedly. While Loop A while loop will run repeatedly until a certain condition has been met. i = 0 while i < 5: print(i) i += 1 [out]: 0 1 2 3 4 When making a while loop, we need to ensure that something changes from iteration to iteration so that the while loop will terminate, otherwise, it will run forever. Here we used i += 1 (short for i = i + 1 ) to make i larger after each iteration. This is the most commonly used method to control a while loop. For Loop A for loop will iterate over a sequence of value and terminate when the sequence has ended. for x in [1,2,3,4,5]: print(x) [out]: 1 2 3 4 5 We can also add if statements in a for loop. Here is a real example from our pairs trading algorithm: stocks = ['AAPL','GOOG','IBM','FB','F','V', 'G', 'GE'] selected = ['AAPL','IBM'] new_list = [] for stock in stocks: if stock not in selected: new_list.append(stock) print(new_list) [out]: ['GOOG', 'FB', 'F', 'V', 'G', 'GE'] Here we iterated all the elements in the list 'stocks'. Later in this chapter, we will introduce a smarter way to do this, which is just a one-line code. Break and continue These are two commonly used commands in a for loop. If break is triggered while a loop is executing, the loop will terminate immediately: stocks = ['AAPL','GOOG','IBM','FB','F','V', 'G', 'GE'] for stock in stocks: print(stock) if stock == 'FB': break [out]: AAPL GOOG IBM FB The continue command tells the loop to end this iteration and skip to the next iteration: stocks = ['AAPL','GOOG','IBM','FB','F','V', 'G', 'GE'] for stock in stocks: if stock == 'FB': continue print(stock) [out]: AAPL GOOG IBM F V G GE List Comprehension List comprehension is a Pythonic way to create lists. Common applications are to make new lists where each element is the result of some operations applied to each member of another sequence. For example, if we want to create a list of squares using for loop: squares = [] for i in [1,2,3,4,5]: squares.append(i**2) print(squares) [out]: [1, 4, 9, 16, 25] Using list comprehension: foo = [1,2,3,4,5] squares = [x**2 for x in foo] print(squares) [out]: [1, 4, 9, 16, 25] Recall the example above where we used a for loop to select stocks. Here we use list comprehension: stocks = ['AAPL','GOOG','IBM','FB','F','V', 'G', 'GE'] selected = ['AAPL','IBM'] new_list = [x for x in stocks if x not in selected] print(new_list) [out]: ['GOOG', 'FB', 'F', 'V', 'G', 'GE'] A list comprehension consists of square brackets containing an expression followed by a "for" clause, and possibly "for" or "if" clauses. For example: print([(x, y) for x in [1,2,3] for y in [3,1,4] if x != y]) print([f'{x} vs {y}' for x in ['AAPL','GOOG','IBM','FB'] for y in ['F','V','G','GE'] if x != y]) [out]: [(1, 3), (1, 4), (2, 3), (2, 1), (2, 4), (3, 1), (3, 4)] ['AAPL vs F', 'AAPL vs V', 'AAPL vs G', 'AAPL vs GE', 'GOOG vs F', 'GOOG vs V', 'GOOG vs G', 'GOOG vs GE', 'IBM vs F', 'IBM vs V', 'IBM vs G', 'IBM vs GE', 'FB vs F', 'FB vs V', 'FB vs G', 'FB vs GE'] List comprehension is an elegant way to organize one or more for loops when creating a list. Summary This chapter has introduced logical operations, loops, and list comprehension. In the next chapter, we will introduce functions and object-oriented programming, which will enable us to make our codes clean and versatile. Try the world leading quantitative analysis platform today Sign Up Previous: Python: Data Types and Data Structures Next: Python: Functions and Object-Oriented Programming ON THIS PAGE Introduction Logical Operations If Statement Loop Structure List Comprehension Summary Share Try the world leading quantitative analysis platform today Sign Up QuantConnect™ 2022. All Rights Reserved TECHNOLOGY Algorithm Lab Documentation Community Tutorials Data Library Learning Articles System Status COMPANY About Affiliates Our Blog Contact Pricing Integration Partners Terms & Conditions Privacy Policy

Python: Logical Operations and Loops | Introduction To Financial Python on QuantConnect Source: Python: Logical Operations and Loops | Introduction To Financial Python on QuantConnect Pricing Data Community Algorithm Lab Documentation Sign In learning center articles / Introduction To Financial Python Python: Logical Operations and Loops 2/14 Author Jing Wu 2018-06-02 Introduction We discussed the basic data types and data structures in Python in the last tutorial. This chapter covers logical operations and loops in Python, which are very common in programming. Logical Operations Like most programming languages, Python has comparison operators: print(1 == 0) # 1 equals 0 print(1 == 1) # 1 equals 1 print(1 != 0) # 1 is not equal to 0 print(5 >= 5) # 5 is greater than or equal to 5 print(5 >= 6) # 5 is greater than or equal to 6 [out]: False True True True False Each statement above … Ứng dụng: nối nghiên cứu với programming, USD, lãi suất và risk regime — đưa vào journal và playbook. DOI/OA chỉ là rail tham chiếu; nội dung chính là summary, takeaways và ứng dụng thị trường.