Hey guys, trying to use Pipeline, having some difficulty. I get I'm using a lot of filters, but it's a personal preference. Anyway to get this working? Thanks.
"""
This is a template algorithm on Quantopian for you to adapt and fill in.
"""
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import AverageDollarVolume
from quantopian.pipeline.filters.morningstar import Q1500US
from quantopian.pipeline.factors import MovingAverageConvergenceDivergenceSignal
from quantopian.pipeline.data import morningstar
def initialize(context):
"""
Called once at the start of the algorithm.
"""
macd = MovingAverageConvergenceDivergenceSignal(inputs=[USEquityPricing.close])
pipe_screen = (morningstar.valuation_ratios.pe_ratio<15, morningstar.valuation_ratios.pe_ratio>0, morningstar.earnings_ratios.diluted_eps_growth>25, morningstar.operation_ratios.current_ratio>1.2, morningstar.operation_ratios.net_margin>0, macd > 0)
price = [USEquityPricing.close]
pipe_columns = {'Price' : price}
pipe = Pipeline(columns = pipe_columns, screen = pipe_screen)
attach_pipeline(pipe, name='my_pipeline')
Error code I get is : "TypeError: zipline.pipeline.pipeline.init() expected a value of type zipline.pipeline.filters.filter.Filter or NoneType for argument 'screen', but got tuple instead.
There was a runtime error on line 22."