well,
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
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