Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Restricting pipeline universe of stocks?
Shuvro Biswas
posted Jun 29, 2016

Hi All,

Let's say I am interested in just 10 stocks that I have identified.

Now I want to run those 10 stocks through a pipeline involving say sentiment analysis. What is the most efficient way to do this?

I.e. by default quantopian pipelines seem to use every stock in the quantopian database. I guess one potential solution is to work with every stock, then use a for loop to pull out the 10 stocks of interest. But this sounds inefficient to me.

So, is there a way to restrict a pipeline's universe of stocks?

1 response
Nathan Wolfe
Jun 30, 2016

Hi Shuvro,

Here's an example custom filter by Scott that returns True only for stocks that are in a specified list. You could then use this filter as a mask and a screen to restrict factors' computation and the pipeline's output respectively to those stocks. 

from quantopian.pipeline import Pipeline  
from quantopian.pipeline import CustomFilter  
from quantopian.research import run_pipeline

import numpy as np

def specific_assets_filter(assets):

    sids = set(map(int, assets))  
    is_my_sid = np.vectorize(lambda sid: sid in sids)

    class SpecificAssets(CustomFilter):  
        inputs = ()  
        window_length = 1  
        def compute(self, today, assets, out):  
            out[:] = is_my_sid(assets)

    return SpecificAssets()

p = Pipeline(columns={'AAPL_or_MSFT': specific_assets_filter(symbols(['AAPL', 'MSFT']))})
Disclaimer

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.

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

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.