Hi Fellows,
I am trying to select only one stock from a list with .top() function.
When I choose to put 2, the code below runs smoothly.
longs = sma_rank.top(2, mask=remove_penny_stocks)However, when I choose to select 1 stock, the code will have an error.
longs = sma_rank.top(1, mask=remove_penny_stocks)Can someone help me on this? Any ideas will be greatly appreciated.
Interesting. True. The '.top' method doesn't seem to like a 1 for the N parameter. Maybe Quantopian support could provide some insight.
from quantopian.pipeline import Pipeline
from quantopian.algorithm import attach_pipeline, pipeline_output
import quantopian.pipeline.factors as Factors
import quantopian.pipeline.filters as Filters
TOP = 2
def initialize(context):
schedule_function(print_top_market_cap, date_rules.month_start(), time_rules.market_open(minutes = 65))
attach_pipeline(pipeline(context), 'pipeline')
def pipeline(context):
mkt_cap = Factors.MarketCap(mask = Filters.QTradableStocksUS())
my_screen = mkt_cap.top(TOP)
pipe = Pipeline(columns = {'mkt_cap': mkt_cap}, screen = my_screen)
return pipe
def print_top_market_cap(context, data):
top_market_cap = pipeline_output('pipeline')
print top_market_cap " if TOP = 1 --> AttributeError: 'Sentinel' object has no attribute 'dependencies' "
How to select the only one?
Here is the documentation from Quantopian for top:
''''''''top(N, mask=sentinel('NotSpecified'), groupby=sentinel('NotSpecified'))
Construct a Filter matching the top N asset values of self each day.
If groupby is supplied, returns a Filter matching the top N asset values for each group.
Parameters:
N (int) – Number of assets passing the returned filter each day.
mask (zipline.pipeline.Filter, optional) – A Filter representing assets to consider when computing ranks. If mask is supplied, top values are computed ignoring any asset/date pairs for which mask produces a value of False.
groupby (zipline.pipeline.Classifier, optional) – A classifier defining partitions over which to perform ranking.
Returns:
filter (zipline.pipeline.filters.Filter)''''''
It does not indicate N cannot be 1.
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