Hi,

I've been researching how to use the pipeline API, but all the documentation I've found seems somewhat incomplete. I'm trying to write a very simple algorithm that does the following.

• Creates a pipeline object
  
  • Uses SMAs like in the example to narrow down the stocks
    
  • Sort the stocks by ranking
    
  • Purchase 1 share each of the top 5 stocks

For now I'm just trying to get a basic understanding of Pipeline, later I'd like to add factors like RSI and EMA, but I'll figure that out when I come to it.

I'm having trouble with the order function, I can't seem to figure out how to convert the pipeline results to symbol objects to be able to order. Any help would be greatly appreciated!

Thanks,
Bryce

Here's what I'm working with:

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 SimpleMovingAverage  
from quantopian.pipeline.factors import RSI  
from quantopian.pipeline.data import morningstar

def initialize(context):  
    pipe = Pipeline()  
    pipe = attach_pipeline(pipe, 'my_pipeline')  
    sma_short = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=30)  
    sma_long = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=100)

    # Combined factors to create new factors  
    sma_val = sma_short/sma_long

    # Create and apply a screen to remove penny stocks  
    remove_penny_stocks = sma_short > 1.0  
    pipe.set_screen(remove_penny_stocks)

    pipe.add(sma_short, 'sma_short')  
    pipe.add(sma_long, 'sma_long')  
    pipe.add(sma_val, 'sma_val')  
    # Rank a factor using a mask to ignore the values we're  
    # filtering out by passing mask=remove_penny_stocks to rank.  
    pipe.add(sma_val.rank(mask=remove_penny_stocks), 'sma_rank')  
def before_trading_start(context):  
    context.output = pipeline_output('my_pipeline')

    # Set the list of securities to short  
    context.short_list = context.output.sort(['sma_rank'], ascending=True).iloc[:200]

    # Set the list of securities to long  
    context.long_list = context.output.sort(['sma_rank'], ascending=True).iloc[-200:]

    # Update your universe with the SIDs of long and short securities  
    update_universe(context.long_list.index.union(context.short_list.index))  


def handle_data(context, data):  
    for item in context.short_list[5:]:  
        stk = symbol(item)  
        order_target(stk,1)