I have this weird problem that the screen is not working. If I check the unique length of index 1, it shows me 9930 which I assume is all the securities in the quantopian universe. Could someone please help me out here? What I am missing?
Ah, welcome to the world of dataframe indexes.
The simple answer/solution is to use get_level_values instead index. Like this
assets = result.index.get_level_values(level=1).unique()
display(len(assets))
That will display the number of assets you were expecting (~1300).
So, what's up? The issue is in understanding dataframe indexes. Basically the number of elements in the index isn't related to the number of rows in the dataframe. Jamie McCorriston just wrote a very good post on this same issue (https://www.quantopian.com/posts/am-i-doing-something-wrong-pipeline-row-count-star-not-consistent-star). There is also a thread on github discussing this behavior which may be of interest (https://github.com/pandas-dev/pandas/issues/2770).
I generally always use get_level_values when I want to look at the labels and am not concerned about the index itself.
Attached is a notebook showing this in action and how either method works in the tutorial and generates the same output from get_clean_factor_and_forward_returns.
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.
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.