I'm trying to return the a historical set of some number of days of historical data. I only need the data for the filtered set from pipeline. Here is an algo that prints out the type of data I want from pipeline and how I ideally would like the data like the history data comes back.
Has anyone had success returning a number of days worth of fundamental data for a given set of equities? Am I missing something really simple?
Thanks for the help!
John
So pipeline allows you to get historical fundamental data through the window_length argument, the idea being that you would do what ever calculations on that historical data within the custom factor, and surfacing the final value of your computations through the pipeline_output.
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James,
Yeah but I wouldn't want to do machine learning on every stock in the universe, it would be too costly. I think it would work to first filter but even so the amount of compute is still restricted to before the trading starts. Thats why I was trying to return a set of historical values that could then be used in the first couple minutes of the day. Is there no possible way of retrieving a historical set of fundamental data outside of pipeline?
Thanks for the response.
John
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.
