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Counting Up days in a Notebook
Jake Atnip
posted Nov 10, 2017
Seeking Help Using Data Tools and Tips Research Pipeline

I am fairly new to python and I am struggling to put my idea into code. Using a Notebook I want to create a customfactor that I can use in a pipeline to return some stocks.

I want to create a customfactor that counts the number of Up days (days with positive returns) over the past 126 days.
So say stock ABC has had 100 up days in the past 126 days. I want to create a customfactor that would return the number 100
I want to do this in a Notebook.

If anyone knows how to do this in a Notebook your help would be greatly appreciated!
Thank you

1 response
Ernesto Perez
Nov 10, 2017

Hello Jake,

The notebook attached has an example of how to build the CustomFactor you are looking for. It uses some numpy features to count the number of positive values in the returns array.

To get familiar with the API I would recommend you checking out lesson 10 from the Pipeline tutorial, which covers CustomFactors.

I hope this helps.

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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.