I haven't been around Quantopian for a while. The changes in the API look great but I'm having trouble adapting. I've been using get_fundamentals to build dynamic universes but have never used morningstar.category.my_field or classifiers.morningstar. I think everyone is using the 'get-stock-list, then filter, then use' paradigm now, so it should be pretty easy but I keep struggling with the filtering part. I've put together the two ways on a backtest, without filtering any of the new input. Any recommendations?
Hi Aitor,
I cloned your algorithm and added the pipeline logic you are missing within
make_pipeline. This way, construction of your dynamic universe is all done within pipeline. Let me know if you have any questions and feel free to learn more about pipeline construction here.
Best,
Robert
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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.