Unfamiliar Error

Installations & Python Packages
1

So, I've been trying my hand at pipelne trading. Here is my code: 

import numpy as np
from zipline.api import(    symbol,
                            order_target_percent,
                            schedule_function,
                            date_rules,
                            time_rules,
                            pipeline_output,
                            attach_pipeline
                       )
from zipline.pipeline import Pipeline
from zipline.pipeline import CustomFilter
from zipline.pipeline.data import USEquityPricing

from zipline.pipeline.factors import SimpleMovingAverage, AverageDollarVolume
def initialize(context):
    schedule_function(rebalance, date_rules.week_start(), time_rules.market_open(hours=1))
    
    my_pipe = make_pipeline(context)
    attach_pipeline(my_pipe,name='pipeline')


def rebalance(context,data):
    for security in context.portfolio.positions:
        if security not in context.longs and security not in context.shorts and data.can_trade(security):
            order_target_percent(security,0)
    for security in context.longs:
        if data.can_trade(security):
            order_target_percent(security,context.long_weight)
    for security in context.shorts:
        if data.can_trade(security):
            order_target_percent(security,context.short_weight)
def my_compute_weights(context):
    if len(context.longs) == 0:
        long_weight=0
    else:
        long_weight = 0.5 / len(context.longs)
    if len(context.shorts)==0:
        short_weight=0
    else:   
        short_weight = -0.5 / len(context.shorts)
    return (long_weight,short_weight)
def before_trading_start(context,data):
    context.output = pipeline_output('pipeline')    
    context.shorts = context.output[context.outputs['shorts']].index.tolist()
    context.longs = context.output[context.outputs['longs']].index.tolist()     
    context.long_weight, context.short_weight = my_compute_weights(context)
def make_pipeline(context):
    
    high_dollar_volume = dollar_volume.percentile_between(90,100)
    top_open_prices = USEquityPricing.open.latest.top(50,mask=high_dollar_volume)
    high_close_price = USEquityPricing.open.latest.percentile_between(90,100,mask = top_open_prices)
    

    mean_close_30 = SimpleMovingAverage(inputs = [USEquityPricing.close],window_length=30,mask=high_close_price)
    mean_close_10 = SimpleMovingAverage(inputs = [USEquityPricing.close],window_length=10,mask=high_close_price)
    

    percent_difference = (mean_close_10-mean_close_30)/mean_close_30
    
    #combine
    shorts = percent_difference < 0
    longs = percent_difference > 0
    securities_to_trade = (shorts | longs)
    return Pipeline(columns={
    'longs' :longs,
    'shorts':shorts,
    'perc_diff':percent_difference},
    screen = securities_to_trade)

However, when I run this, I get this error:

line 25, in rebalance
AttributeError: 'TradingAlgorithm' object has no attribute 'longs'

'TradingAlgorithm' object has no attribute 'longs'

I have no idea what is wrong with my code. I suspected that it was because I hadn't referred to a specific set of stocks in my pipeline, but I don't know how to fix this. 



Could someone help me out here? 

2

I see a different error from the code above. It seems you have not defined the "dollar_volume" factor in the pipeline function. You possibly wanted to do something like below (change 30 to a number you want):

 

dollar_volume = AverageDollarVolume(
            inputs = [EquityPricing.close, EquityPricing.volume],
            window_length=30)

Also note: you need to change reference to USEquityPricing to just EquityPricing. I suggest you try and see if that works, else please send a mail to blueshift-support@quantinsti.com and we will get back to you soon!