Can anyone tell me why the following doesn't work? I have a function that computes all the factors for my pipeline. I am trying to filter on the output of one factor, form_type. This factor can represents something like '10-Q','10-K', etc.
The function that pulls the form type is pretty straightforward.
from quantopian.pipeline.data import USEquityPricing, morningstar,Fundamentals
f = Fundamentals
def form_type():
return f.form_type.latest
I have my pipeline set up as follows.
factors = make_factors()
def make_pipeline(factors):
factors = {name: f() for name, f in factors.iteritems()}
factors['Sector'] = Sector()
ft_filter = (factors['form_type'] == '10-Q')
return Pipeline(columns=factors,
screen=base_universe & ft_filter
)
However, I get the following error. "NotImplementedError: couldn't find matching opcode for 'and_bbi'"
Does anyone know why this isn't working?