Doing some work this evening on the screen of stocks called QTradableStocksUS. There are 2,887 stocks being returned. Of those, 16 are duplicates. The 16 are:
Index([u'JCI', u'TIVO', u'WCN', u'SPB', u'KNX', u'CLNY', u'FCE_A', u'PNK',
u'PKY', u'EVHC', u'UPL', u'TDW', u'DD', u'BKI', u'ANGI', u'LILA_K',
u'ADT', u'SDRL'],
dtype='object')
Does anyone know why this is and how it is to be handled in creating algos? Thank you.
There should never be duplicated securities in any pipeline output. This includes those with a QTradableStocksUS filter. One shouldn't therefore need to do anything special to handle this. Securities can be duplicated across multiple dates but, on a specific date, there won't be duplicates.
How are you determining that these securities are duplicated? The 2887 number for the quantity of securities seems high for any particular day. Perhaps the multi-index isn't being accounted for?
Attached is a notebook which checks for duplicates in QTradableStocksUS between '2003-01-1' and '2019-07-1'. It indicates there are no duplicates during this timeframe.
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Thank you, Dan. I see my problem now. I used the following code (taken I think from one of the Research online examples) to rename a price column to just the ticker symbol. Since tickers get reused at times for various issues, this produces the duplicates. Thank you for your help.
QTU_pipeline1.columns = map(lambda x: x.symbol, QTU_pipeline1.columns)
Jay
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.
