Only spent a short while on here but having fun exploring. Great setup/framework for research and playing around with data.
I'm working through one of the lectures through the Quantopian site: "Fundamental Factor Models". Is there an easy way just to reference MarketCap as a data point and continue forward or will I need to change more as I work through the lecture? Sorry....really new at this - even to python.
I'll keep working at it in case I can figure it out on my own. I see another posting referencing the error and just using MarketCap straight out - however, not sure how to continue with the pipeline example in research mode. Thanks.
When trying to find MarketCap it comes up with an error saying:
NotAllowedInLiveWarning: The fundamentals attribute valuation.shares_outstanding is not yet allowed in broker-backed live trading
app.launch_new_instance()
The part is
class MarketCap(CustomFactor):
# Here's the data we need for this factor
inputs = [morningstar.valuation.shares_outstanding, USEquityPricing.close]
# Only need the most recent values for both series
window_length = 1
def compute(self, today, assets, out, shares, close_price):
# Shares * price/share = total price = market cap
out[:] = shares * close_price 