Hello all,
I am currently learning the pipeline way of doing things with quantopian as my favorite get_fundamentals is about to be depreciated. I have struggled, admittedly, in learning how to implement pipeline methods, so forgive me if this is a super simple question (hope there is a super simple answer).
In particular, I followed the tutorials that describe how to filter based off of classifiers, and this I understand alright. However, I cannot seem to get Fundamentals.growth_grade to cooperate (as Fundamentals.exchange_id does). The problem could be summarized with the following code (notebook attached also):
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
from quantopian.pipeline.data import Fundamentals
def make_pipeline():
good_xch = Fundamentals.exchange_id.latest.eq('NYS')
good_grade = Fundamentals.growth_grade.latest.eq('A')
return Pipeline(
columns={
'good_xch' : good_xch,
'good_grd' : good_grade
}
)
my_pipe = make_pipeline()
result = run_pipeline(my_pipe, '2017-08-20', '2017-08-20')
Produces:
TypeError: writable buffers are not hashable.
Edit:
I just noticed that this works with the morningstar namespace, but not the newly introduced Fundamentals namespace.
Many thanks.