How do I test an irregular factor in alphalens?

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How do I test an irregular factor in alphalens?

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Sentiment Research Self Serve Data Alphalens

Hi all!
I recently got into Quantopian again and I have a question regarding testing an irregularly occuring custom factor in alphalens.
I created a self-serve dataset which consists of roughly 200 securities with sentiment scores occuring irregularly every 2-15 days.

As an illustrative example, say I have the following data.
AAPL 1.1.2015 0.014
TSLA 1.1.2015 0.482
CSCO 1.12015 -0.282

TSLA 1.4.2015 -0.132
CSCO 1.42015 0.721

AAPL 1.7.2015 0.810
TSLA 1.7.2015 0.654
CSCO 1.72015 0.591

If I use
pipe = Pipeline(
columns={
'my_dataset': dataset.sentiment_score.latest
},
screen=dataset.sentiment_score.latest.notnull()
) df = run_pipeline(pipe, '2015-01-01', '2018-12-11')

Then the AAPL score will be 0.014 for every day from 1.1.2015 to 1.7.2015.
Is there a way to only consider the actual values of my dataset?

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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.