Hi everyone,
I am still getting this error when trying to output the VIX data.
UnsupportedPipelineOutput: Cannot add column 'open' with term
Latest((yahoo_index_vix.open_::float64,), window_length=1). Adding
slices or single-column-output terms as pipeline columns is not
currently supported. There was a runtime error on line 28.
Any idea ?
Thanks
source code:
from quantopian.algorithm import attach_pipeline, pipeline_output
# General pipeline imports
from quantopian.pipeline import Pipeline
from quantopian.pipeline.factors import AverageDollarVolume
# Import the datasets available
# For use in your algorithms
# Using the full dataset in your pipeline algo
from quantopian.pipeline.data.quandl import yahoo_index_vix
def make_pipeline():
# Create our pipeline
pipe = Pipeline()
# Add pipeline factors
pipe.add(yahoo_index_vix.open_.latest, 'open')
pipe.add(yahoo_index_vix.close.latest, 'close')
pipe.add(yahoo_index_vix.adjusted_close.latest, 'adjusted_close')
pipe.add(yahoo_index_vix.high.latest, 'high')
pipe.add(yahoo_index_vix.low.latest, 'low')
pipe.add(yahoo_index_vix.volume.latest, 'volume')
return pipe
def initialize(context):
attach_pipeline(make_pipeline(), "pipeline")
def before_trading_start(context, data):
results = pipeline_output('pipeline')
return results
def handle_data(context, data):
pass 
