Python Forum

I am trying to create a multiple dimension array with predefined index:

    returns = []
    for s in context.securities:
        returns[s] = []
    print(returns)

but the above code returns

Quote:IndexError: list assignment index out of range

Thank you!

Ted

you don't explain what context.securities looks like
This what I think you want

returns = []
for s in context.securities:
    returns.append([])
print(returns)

Larz is right that you don't explain what context.securities looks like and what the solution is. I just want to explain the cause of the error.
List is mutable object and returns[s] = [] is the syntax for changing element at index s. However returns is empty list so, whatever the value of s is, there is no element at index s (i.e. index value s is out of the range of available indexes, which is in fact empty range)

>>> returns = []
>>> returns[0] = 10
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
IndexError: list assignment index out of range
>>> returns.append(10)
>>> returns
[10]
>>> returns[0] = 1
>>> returns
[1]
>>>

Sorry for the lack of information:
context.securities looks like this:

PRINT [Equity(24 [AAPL]), Equity(16841 [AMZN])]

returns = []
for s in context.securities:
    returns.append([])
print(returns)

Seems to be fine for creating the array for each element in the context.securities, but I wonder how can I create the index of s in the returns list so that I can call print(returns[s]) when I iterate through each?

Thank you so much!

well,

PRINT [Equity(24 [AAPL]), Equity(16841 [AMZN])]

is (i) not a valid python code and (ii) - not something you can iterate over
I take my words back - [Equity(24 [AAPL]), Equity(16841 [AMZN])] looks like a list of custom class objects. However it is not clear how you derive returns for each security, e.g. Equity(24 [AAPL])
what external package do you use to produce context.securities