Hey guys,
I am new to this community and working on my first algo right now. For that, I would like to use the moving average of fundamental data as a variable in my pipeline. To use this on every single asset is fairly easy but how do I calculate the mean of those values?
To be more explicit: I want to know whether the sentiment data of the whole universe for the last 3 days: for one asset it is easy
sentimentScore = SimpleMovingAverage(
inputs=[twitter_sentiment.bull_scored_messages],
window_length=3,
)
but how can I get that data into one integer to use it in my pipeline calculations?
Appreciate any help! Thank you so much
