I am trying to filter stocks out that have bad "growth grades" (from fundamental data).
growthGrade = morningstar.asset_classification.growth_grade.latest
goodGrade = growthGrade =="A" or growthGrade =='A-' or growthGrade =='A+'
pipe = Pipeline(,
columns = {
'goodGrade' : goodGrade
}
)
I get the following error...
AttributeError: 'bool' object has no attribute 'ndim'
If there is a better way to do this, I would love to hear it.
The 'growth_grade'is actually a classifier and not technically a factor. Classifiers have some helpful methods which factors don't. See https://www.quantopian.com/help#quantopian_pipeline_classifiers_Classifier .
The method that you may want to use is the 'element_of' method. Here's the code. I've attached a notebook where you can see it in action.
# Create your factor/classifiers. In this case 'growth_grade' is actually a classifier
growthGrade = morningstar.asset_classification.growth_grade.latest
# Create any filters. In this case using the '.element_of' method
goodGrade = growthGrade.element_of(['A', 'A-', 'A+'])
# Define a 'pipeline' with our classifier and our filter
pipe = Pipeline(
columns = {
'growthGrade' : growthGrade,
'goodGrade' : goodGrade,
}
)
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