Hi all,
Is there a way to work with resampled data inside the pipeline? I would like to build a custom factor that works with monthly bars. I know how to do it with data.history (
data.history(stock, "high", bar_count=280, frequency="1d").resample('M', how='max')
), but I do not know how to do it with USEquityPricing inside the pipeline function.
Thanks in advance!!