I'm trying to get some technical ind. with some of those commands in this link:https://github.com/enigmampc/catalyst/blob/master/catalyst/pipeline/factors/equity/technical.py,
but in the quant.notebook I'm not able to get "from numexpr import evaluate", so evaluate is not defined.
How can I solve this?
def make_pipeline():
class FastochasticOscillator(CustomFactor):
inputs=(USEquityPricing.close,USEquityPricing.high,USEquityPricing.low)
window_safe=True
window_length=14
def compute(self, today, assets, out, closes, highs, lows):
highest_high= nanmax(highs, axis=0)
lowest_low= nanmin(lows, axis=0)
latest_close= closes[-1]
evaluate(
'((tc - ll) / (hh - ll)) * 100',
local_dict={
'tc':latest_close,
'll':lowest_low,
'hh':highest_high,
},
global_dict={},
out=out,
)
K= FastochasticOscillator(window_length=14)
return Pipeline(columns={
'K':K,
},screen=base) NameError: global name 'evaluate' is not defined
