Hey there I was just wondering if you could help me use the pipeline to create a universe of 500 securities that are under $10. Here's what I've got so far.
Thanks for your help
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import SimpleMovingAverage
from quantopian.pipeline import CustomFactor
import numpy as np
import pandas as pd
import datetime
class PriceRange(CustomFactor):
# define inputs for the compute method
inputs = [USEquityPricing.close]
def compute(self, today, assets, out, close):
out[:] = close[-1]
def initialize(context):
context.stocks = []
stock_prices = PriceRange(window_length=10)
#attaches a name to the pipeline
pipe = attach_pipeline(Pipeline(), name = 'pipeline')
# adds the stock_prices variable to the stock_prices pipeline
pipe.add(stock_prices, 'pipeline')
def before_trading_start(context, data):
# Access results using the name passed to `attach_pipeline`.
context.stocks = [sid for sid in data]
results = pipeline_output('pipeline')
for stock in context.stocks:
price = data[stock].price
if price < 5:
print results.iloc[:30]
# Define a universe with the results of a Pipeline.
update_universe(results.sort('pipeline').index[:10])
def handle_data(context, data):
variable = int