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Fundamental factors in pipeline in Research
Maxim Sigalov
posted Mar 28, 2017

I'm trying to backtest in Research using Pipeline. I have no problems with purely technical factors,
but I cannot really use anything from quantopian.pipeline.data.morningstar.

For example, with 

class market_cap(CustomFactor):  
   inputs = [USEquityPricing.close, mstar.valuation.shares_outstanding]  
   window_length = 1  
   def compute(self, today, assets, out, close, shares):  
     out[:] = close[-1] * shares[-1]

I can then use this as a filter in my pipeline as with

   mcap_filter = market_cap >= 1e9

But if I try

    mcap = market_cap()  
    pipe.add(mcap, 'mcap')

Then the kernel dies silently (I get no error message) after some time. What am I doing wrong here? Thanks

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