Hi Is there a limit to how many fundamentals I can loop through, I keep getting an assertion error when I try 100+
import numpy as np
import time
import datetime
import pandas as pd
import talib
import scipy.stats as stats
import math
import time
import datetime
import matplotlib as plt
import scipy
from scipy import stats
from scipy.stats import pearsonr
from odo import odo
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.filters import QTradableStocksUS
from quantopian.research import run_pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import CustomFactor
from quantopian.research import run_pipeline
from quantopian.pipeline import Pipeline
from quantopian.pipeline.filters import QTradableStocksUS
from quantopian.research import run_pipeline
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data import factset
from quantopian.pipeline.data import Fundamentals
fd={'122':Fundamentals.roe.latest}
pe=0
def make_pipeline():
#ex_time= pd.Timestamp(get_datetime()).tz_convert('US/Eastern')
#relative_time= ((abs(9-ex_time.hour)*60)+ex_time.minute)-30
universe = QTradableStocksUS()
fund_list=[]
start=1
pipe = Pipeline()
for column in Fundamentals.columns:
#print(column)
start=1+start
next = str(column)
pipe.add(column.latest,next)
if start>500:
break
#print('{}:{},').format(next,column)
Blank=Fundamentals.cash_return.latest
pipe.set_screen(universe)
return pipe
#df2=get_pricing('SPY', start_date='2015-06-30', end_date='2016-06-30',
# symbol_reference_date=None, frequency='daily', fields= 'close_price', handle_missing='raise')
result=run_pipeline(make_pipeline(),start_date='2014-05-05', end_date='2014-06-05')
df=pd.DataFrame(result)
newdf=df.fillna(0, inplace=False)
nul_val=df.isnull().sum().sort_values()
#print(nul_val[df.isnull <100])
nul_val
#result
#{column.name: column.latest for column in Fundamentals.columns}