Hi!
I am trying to build a custom factor to calculate pivots points.
The pipeline api provide all the data I need but my problem is that I don't find a way to get the data indexed by date.
In the documentation you talk about Normalizing results but I don't understand how to get that factor and have the data indexed the way I'd like.
In another algo I did a class to compute the pivots using the function history() in handle_data but I'd like to use pipeline api to screen stocks.
Thank you !