Hello! My knowledge of python and coding is very limited.
I'm trying to work on following custom factor. Stuck at line for quite a while now:
out[:] = rsqaured
could not broadcast input array from shape (8407,1) into shape 8407
could not broadcast input array from shape (8407,1) into shape 8407
The error you are getting simply implies that pandas can't subtract two dataframes if there are no common indexes or column names between the two. The dataframe 'ret' was created from the numpy array 'prices'. The index is just generic integers (ie 1,2, 3 etc). There will be a column for each asset and it will also have a generic integer label. The dataframe 'R_F' was created from your pipeline definition and has a datetime index of trading days between 2016-01-01 and 2019-07-15. The single column name is 'daily_returns_BIL'.
You will need to get the indexes of the two dataframes equal. Perhaps try resetting the index for 'R_F' (R_F.reset_index(drop=True, inplace=True) ). That will get dataframes with compatible indexes. Not sure it will be what you ultimately want, but it should be a step closer.
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R_F.reset_index(drop=True, inplace=True)
is returning None.
Changed (ret - R_F) to (prices - R_F.values) is returning numbers.
But out[:] is returning an error with
ValueError: could not broadcast input array from shape (888,8407) into shape (8407)
The array 'khs' has 888 rows. The output must be a single row. Did you mean to take just the last row? If so, then this will do it
out[:] = khs[-1]
Disclaimer
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.