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Custom Filter for Stocks in a list

If I have a list of SIDs, is there a way I can create a custom filter to only view pipeline data from those stocks?

Or perhaps is there a way to restrict my universe to that list of stocks so that Pipeline will only pull from that list?

I am trying figure this out in order to have Pipeline only work with stocks that are in the S&P 100. I have the list of SIDs, but I can't figure out how to restrict Pipeline to that list.

Thanks!

1 response

Hi Alex, here's an example created by Scott for the kind of filter you're looking for.

from quantopian.pipeline import Pipeline  
from quantopian.pipeline import CustomFilter

import numpy as np

def specific_assets_filter(assets):

    sids = set(map(int, assets))  
    is_my_sid = np.vectorize(lambda sid: sid in sids)

    class SpecificAssets(CustomFilter):  
        inputs = ()  
        window_length = 1  
        def compute(self, today, assets, out):  
            out[:] = is_my_sid(assets)

    return SpecificAssets()

p = Pipeline(columns={'AAPL_or_MSFT': specific_assets_filter(symbols('AAPL', 'MSFT'))})  
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