Hello, first of all I'm not a coder. So my problem may be a result of doing things w/o understanding the practices.
In the attached code, if I select the data for three years [888 days] the code runs too slow. Secondly at each iteration I want to collect the custom factor out data in a new dataframe, I've no clue how to do so. Also every time custom factor is returning different length of factor data. is that going into the calculations? In order to run the code window length must match 888 days [window_length = len(R_F)
why is it that pipeline runs 888 times. in first fetch only it returns a dataset of prices [returns] 8407*888, then why run another 887 times??
if I keep number of days less then alphalens doesn't work: ValueError: No objects to concatenate [below]
please help me solve these problems.
