Hi,
I am trying to do something with scipy.stats.multivariate_normal in the research framework, but I get
Importing multivariate_normal from scipy.stats raised an ImportError. No modules or attributes with a similar name were found.
which is strange because the version of scipy when I do scipy.version is 0.17.1 and that should contain multivariate_normal as per the official scipy documentation
Can someone please help ?
Thanks
One more question,
I am looking at the data from a pipeline run like this
def USTop500ADV60D():
return filters.make_us_equity_universe(
target_size=500,
rankby=factors.AverageDollarVolume(window_length=60),
mask=filters.default_us_equity_universe_mask(),
groupby=classifiers.fundamentals.Sector(),
max_group_weight=1.0,
smoothing_func=lambda f: f.downsample('quarter_start'),
)
universe = USTop500ADV60D()
last_close_price = EquityPricing.close.latest
sector = classifiers.morningstar.Sector()
# Define a pipeline and filter the output down to universe
pipe = Pipeline(
screen=universe,
columns={
'price': last_close_price,
'sector': sector
}
)
When I run this pipeline and look at the data these are closing prices unadjusted for stock splits. How can I get data that is adjusted for splits please?
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