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Questions about pipeline screen-pipeline actual data remains same after screening
Felix gao
posted

Hi there,

I am exploring some concept of pipeline and screen function, I changed the screen high_dollar_volume = dollar_volume.percentile_between(10,100) from (10,100) to (99,100), and i count the length of the securities (len(factor_data.index.levels[1]))
it actually prints the same count. I simply printout the dataframe and I can see the securities changes if changing the filter, but the total count remains same.

so my question is, if the screen only filters the dataframe virtually but underlying in the pipeline, all data is there. otherwise, I am not able to explain why this happens.
could anyone share some ideas about this?
thanks a lot

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