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Error with CustomFactor and multiple Outputs

Hey,

I'm just getting started with trading algorithms. After successfully testing some basics, I tried to use the Pipeline. I'm unable to implemet a CustomFactor with multiple outputs.

In the example I try to calculate mean and std of the logarithmic returns. But when using run_pipeline I get a inscrutable error. What am I doing wrong?

2 responses

It doesn't like you using "mean" and "std" as output names because they are also method names. Rename them and it seams to work fine. See attached notebook.

Good luck.

Wow, thank you for the fast reply. I would have never tried this.

I still find the quantopian pipeline hard to understand. It will take me some additional time to wrap my head around it.