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HELP: Eliminating Deprecated Code

Hi all,

New dabbler into python and algo trading and would appreciate some help if anyone is able.

I used an older code as a template, added my own criteria for buying and selling, and got everything to jive; however, I am having a lot of trouble converting the old set_universe to pipeline and also having trouble eliminating the the iteration over data issue in the code.

Can anyone steer me in the right direction or at least provide an example of what I am trying to do with set_universe with the new pipeline stuff? I have read all the pipeline tutorials and other posts about this, but am really struggling.

Any help would be appreciated, thanks!

3 responses

Hi Nicholas,

Welcome. One resource you might find useful is this guide we wrote when we migrated the API: https://www.quantopian.com/quantopian2/

Thanks
Josh

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I attempted to attach a pipeline in place of set_universe again ... however, now I receive the error "TypeError: Index does not support mutable operations" on line 68.

The way I understand how this is working is that I am calling context and data from 2 different functions further down in the code ... it worked prior to adding the pipeline, so I am not sure how I am breaking this.

def handle_data(context, data):  
    # Get's the stocks with the highest return at market open  
    market_open(context, data)  
    winning_stock = market_after_open(context, data)

I did end up getting this settled out ... most of the issues had to do with with how I was trying to access the pipeline output in a function down the line ...