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question about CustomFactor
Helen Irun
edited
API

In the tutorial https://www.quantopian.com/tutorials/pipeline#lesson10, provided an example of self defined custom factor as below:

class StdDev(CustomFactor):
def compute(self, today, asset_ids, out, values):
# Calculates the column-wise standard deviation, ignoring NaNs
out[:] = numpy.nanstd(values, axis=0)

My question: in above 'compute' function, there are four input parameters: self, today, asset_ids, out, values, besides out and values, today is not used, can we delete today?

1 response
Dan Whitnable

"Can we delete today?" There are some days I do feel like that. But, no, today like the other input parameters are required and automatically populated when pipeline runs. You do not need to use this input (actually its very rarely used). It does however, contain the current date which pipeline is calculating. One could, for example, look at this date and return a different value based on the day of week.

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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.