I am brand new to this site and to python. I'm not new to coding but I need help getting started. I want to create a list of yesterdays top percent gainers using pipeline but cant quite it to work. Im not even sure if I should be using pipeline for this. Any help would be awesome thanks.
Can you attach a backtest?
Maybe try something like this. More: https://www.google.com/search?q="class+momentum"+site%3Aquantopian.com
Use .top() and .bottom() in pipeline and/or add the values and then sort/filter them in the dataframe coming from pipeline output.
class Momentum(CustomFactor):
inputs = [USEquityPricing.close]
window_length = 2
def compute(self, today, assets, out, close):
out[:] = close[-1] / close[0]
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