Hello, all
I have a question that need you help. I googled around and searched on this forum, but I still have no idea.
I run a pipe line to screen all stocks that meet my criteria for a period (a year, for example). It works fine. After I print out, I can see the time stamp with all records.
I need count how many stocks that meet my criteria each day. How can I do that? It seems that there is no column called 'timestamp' or 'datetime', etc. How can I access the time stamp?
jason
The output of a pipeline is a pandas dataframe with a multi-index. Index level 0 are the dates while level 1 are the securities. The 'timestamp' isn't a column but rather in the index. So to count the stocks in the pipeline by day, first group by level 0 then use the count method. Something like this.
# Assumes we have previously defined the pipe as 'pipe'
result = run_pipeline(pipe, '2017-01-01', '2017-12-31')
result.index.rename(['date', 'stock'], inplace=True)
result.groupby(level='date').my_criteria.count()
Is this something like you were looking for? See the attached notebook which also shows how the results can easily be plotted.
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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.
