Can anyone help me figure out how to compute the percentage standard deviation of trailing 12 month sales over the last 20 quarters (5 years)? So far I have,
import numpy as np
from quantopian.pipeline.data.factset import Fundamentals
class StdDev(CustomFactor):
window_safe = True
def compute(self, today, asset_ids, out, values):
out[:] = np.nanstd(values, axis=0)
sales_growth_ltm = Fundamentals.sales_gr_ltm
sales_growth_stddev = StdDev(inputs=[sales_growth_ltm], window_length=1260)