I'm looking at the Pipeline tutorial and trying to get a firmer grasp on how to pull data.
I've followed the tutorial and have the following code:
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import SimpleMovingAverage
def make_pipeline():
mean_close_10 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=10)
latest_close = USEquityPricing.close.latest
return Pipeline(
columns = {
'10_day_mean_close': mean_close_10,
'latest_close_price': latest_close
}
)
result = run_pipeline(make_pipeline(), '2015-05-05', '2015-05-07')
result There's a couple of things I want to do:
(1) I want to get hourly data instead of daily data. Is this possible? That is, does the data exist in USEquityPx and I just need to figure out how to do it? Or is it not possible?
(2) How do I filter out for one specific stock? For instance, SPY?
Thanks!
