Is there a way to use only the Q500US stocks as pipelien input?
I know I can use a filter, but that way the pipeline iterates througth 8000 stocks and then filters out the results. Im looking for a way to avoid iterating througth that many stocks.
Adding a screen to a pipeline only limits the rows in the resulting dataframe and doesn't generally limit the time pipeline factors spend computing. To reduce the calculation time, one can add a mask to individual factors. Something like this
my_universe = Q500US()
dollar_volume = AverageDollarVolume(window_length=10, mask=my_universe)
That will only pass the assets in 'my_universe' to the factor and therefore only calculate for those assets. Most factors, including custom factors, accept the mask parameter. There are a small few that don't (eg SimpleBeta). It's really the compute function in factors where all the computation is done. Limit the assets being passed to the factors and one can limit those computations.
Actually a trick I like to use for testing out a pipeline is to use a universe of just one or two assets. This often speeds up a pipeline and cuts down time debugging. Like this
# comment out the full universe when debugging / comment out the static universe in the final code
# my_universe = Q500US()
my_universe = StaticAssets(symbols(['AAPL']))
dollar_volume = AverageDollarVolume(window_length=10, mask=my_universe)
Good question.
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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.