Factor values for specific assets can be fetched either within pipeline or once the pipeline dataframe is fetched. One common way to access specific values from a dataframe is by using the pandas at method (https://pandas.pydata.org/pandas-docs/version/0.18/generated/pandas.DataFrame.at.html). Something like this, in an algo, would fetch the sentiment for just APPL and return a scaler value.
# Fetch pipeline data
data = pipeline_output('my_pipe')
# Select the sentiment for a single asset using the 'at' method
apple = symbol('AAPL')
apple_sentiment = data.at[apple, 'mean_sentiment_5day']
Attached is a sample algo showing how this could potentially be used.
Now, one big issue. Sentdex only tracks sentiment for a limited number of stocks and doesn't track sentiment for ETFs including SPY. If you try to get sentiment data for SPY it will be all nans. As an alternative, one could create a factor which is the mean sentiment of the Q500US. That might be a similar indicator?
Disclaimer
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.
