Getting NaN when attempting to pull fundamental data using pipeline: HELP!

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Getting NaN when attempting to pull fundamental data using pipeline: HELP!

posted Mar 28, 2018

Research Pipeline

Hi there,
I have run into a problem in the notebook environment when trying to view the data values within my Pipeline. I am relatively new to Quantopian and programming, so bare with me as I attempt to explain my problem (my notebook is attached).

I am trying to create an algorithm that trades purely on Fundamental data. However, when I go to view the output values for some of the Fundamentals that I have put into my pipeline, I am getting a NaN in the cell boxes. Essentially, what I need to know is how to get rid of the NaN either by defining the variables in a different way (ex. I currently have: 'REV = Latest([Fundamentals.total_revenue])' and am a little concerned this is what is causing the issue since the 'latest' data of some companies may not be released to the public yet), or by putting in some parameter that does not let a NaN value show up.

I have a suspicion that the window_length function may allow me to bypass this issue by lengthening the time frame in which the Fundamental data is pulled, but I have no idea how to properly use that function within my code.

If you have any ideas, please help!

Justin

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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.