Total newb here...I want to pull the minimum volume over the past 10 days to use in the pipeline:
class minvol(CustomFactor):
#minimum volume over 10 days
inputs = [USEquityPricing.volume]
window_length = 10
def compute(self, today, assets, out, volume):
out[:] = np.minimum(volume, axis=0) ValueError: invalid number of arguments
USER ALGORITHM:377, in compute
out[:] = np.minimum(volume, axis=0)
Hi Levi,
Based on your custom factor definition, I think you might be looking for the numpy min function instead of minimum. It looks like minimum is meant to compare two arrays element-wise and come up with the lower element in each cell. On the other hand min can be applied to the 2-dimensional array in the custom factor definition. I think you should be all set if you just change np.minimum to np.min.
Let me know if this helps!
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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.
