If params is a list with only one argument -- it complains -- with two elements it works. Is this a bug? Any work around besides adding a dummy second argument??
class Prices(CustomFactor):
params = ('sel')
inputs = [USEquityPricing.open, USEquityPricing.close]
window_length = 1
def compute(self, today, assets, out, open, close, sel):
out[:] = sel Any custom factors (one or more) need to be defined as a list. The following will work with a single parameter. Note the brackets around 'sel'.
params = (['sel'])
inputs = [USEquityPricing.open, USEquityPricing.close]
window_length = 1
def compute(self, today, assets, out, open, close, sel):
out[:] = sel
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