Is reduce() function available in Quantconnect?

Andres Arizpe,

Try this

from functools import reduce


class CalculatingOrangeMule(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 12, 7)  
        self.SetCash(100000)  
        self.AddEquity("SPY", Resolution.Daily)

    def OnData(self, data):
        num_list = [1,2,3,4,5]
        avg=sum(num_list)/len(num_list)
        self.Log(reduce(lambda a,b:a+abs(avg-b),num_list,0)/len(num_list))

Hi Andres Arizpe , 

Please take a look at the attached notebook with couple of examples shown. Also, image of the notebook is shown below.

I am able to import functools module and use reduce() function.

Please let us know if there further questions.

Hi Andres Arizpe , 

Also please note, you have to use functools.reduce() and not just reduce() by itself in notebook.

Andres Arizpe,

This is your indicator calculated based on the SPY closing price. 

You guys are awesome!

Thanks for the feedback.

Cheers,

AA

Andres Arizpe,

If you multiply your indicator by sqrt (252) and normalize it to the last closing price, 
it behaves very similarly to volatility indicators.