I am creating a pipeline to learn about how to use quantopian to do some research. My pipeline looks like
# Base Universe.
base_universe = Q500US()
# Revenue Growth.
revenue_growth = morningstar.operation_ratios.revenue_growth.latest
# Return on Invested Capital.
roic = morningstar.operation_ratios.roic.latest
# earning yeilds = EPS/Price
# earning_yield = morningstar.operation_ratios.earning_yield.latest
eps_today = morningstar.earnings_report.diluted_eps.latest
# Filtering top companies by revenue growth.
high_revenue = revenue_growth.percentile_between(80,100, mask=base_universe)
# Filtering top companies by return on invested capital.
high_roic = roic.percentile_between(80,100, mask=base_universe)
# Filter top companies by earning per share
# high_eps = earning_yield.percentile_between(80, 100, mask=base_universe)
high_eps = eps_today.percentile_between(80, 100, mask=base_universe)
# Setting filters.
securities_of_high_growth = (high_revenue & high_roic & high_eps)
from quantopian.research import run_pipeline
market_cap = morningstar.valuation.market_cap.latest
pe = Fundamentals.forward_pe_ratio.latest
pipeline = Pipeline(
columns={
'fpe': pe,
'market_cap': market_cap,
},
screen=securities_of_high_growth
)
pipeline_output = run_pipeline(
pipeline,
start_date='2017-01-01',
end_date='2017-12-31',
)
# Display last 10 rows
pipeline_output.tail(10)
This pipeline when I ran it will results in KeyError: '_29009'. Not sure what I did wrong.