'BoundColumn' object has no attribute 'notnull'

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'BoundColumn' object has no attribute 'notnull'

posted Jun 18, 2020

I am having an error from running a simple alphalens code below. Could anyone help why I got this error. Thanks

from quantopian.pipeline.data import factset
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
from quantopian.pipeline.factors import CustomFactor, SimpleMovingAverage
from quantopian.pipeline.filters import QTradableStocksUS
from alphalens.tears import create_information_tear_sheet
from alphalens.utils import get_clean_factor_and_forward_returns
from quantopian.pipeline.data import morningstar

def make_pipeline():

ev_ebitda = factset.Fundamentals.entrpr_val_ebitda_oper_af  

factor_to_analyze = ev_ebitda

return Pipeline(  
    columns = {'factor_to_analyze': factor_to_analyze},  
    screen = QTradableStocksUS() & factor_to_analyze.notnull()  
)

pipeline_output = run_pipeline(make_pipeline(), '2015-1-1', '2016-1-1')
pricing_data = get_pricing(pipeline_output.index.levels[1], '2015-1-1', '2018-2-1', fields='open_price')
new_factor_data = get_clean_factor_and_forward_returns(pipeline_output, pricing_data)

create_information_tear_sheet(new_factor_data)

2 responses

The issue is with this line

    ev_ebitda = factset.Fundamentals.entrpr_val_ebitda_oper_af

The data fields, in this case entrpr_val_ebitda_oper_af are a class called a BoundColumn. It's the definition for how to get all the data for a particular field. You probably just want to reference the most recent, or the latest data, therefore, you need to specify that. Like this

    ev_ebitda = factset.Fundamentals.entrpr_val_ebitda_oper_af.latest

Add the latest attribute and it should work.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.