Hello,
I am simply trying to get the list of stocks that are considered in the QTradableStocksUS universe. My current method causes timeouts in the backtest:
def get_tradable_universe():
pipe = Pipeline(
columns={'blah':QTradableStocksUS()}
)
return pipe context.output = pipeline_output('my_pipeline')
df = context.output.unstack()
context.stocks = list(df.index.get_level_values(1)) How can I quickly get a list of all valid stocks without any conditions or filtering in the pipeline?
