Hi all -- I'm trying to run a simple pipeline and am getting the following error:
'DataFrame' object has no attribute 'domain'
I plan to add additional technical factors to analyze through Alphalens through this notebook but can't get it off the ground yet because of this error -- does anyone know where I can find a good template notebook for this?
Thank you!
Here is a sort of template to use for getting a factor and then analyzing it with Alphalens. The problem with the original notebook was the line
alphas = run_pipeline(factor_data, start_date='2015-12-31', end_date='2019-12-31')
The error message 'DataFrame' object has no attribute 'domain' is only half helpful. It's complaining about a dataframe. The problem is you want to run a pipeline and not a dataframe ('factor_data' is a dataframe). This may have been a typo. The pipeline was already run so no need to run it again. However, since the dataframe results from the pipeline can have more than one factor (ie column) the specific factor one wishes to analyze needs to be specified. So the line should be
# Set alphas to whatever column (ie factor) in the pipeline dataframe one wants to analyze.
alphas = factor_data.momentum_factor
Made a couple of others changes to the original notebook to get you started.
Good luck!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.