I have used this algorithm many times. Before, it could run the result that the returns was not equal to 0 and the log "Number of unique industries: 81". But recently, I found that the returns become 0 and the log "Number of unique industries is equal : 0". I think that maybe there is not any data in dataframe or the pipeline does not get any data. But several days ago, everything is OK. Does anyone know how to solve this problem? Thank you!
Hello Joyce,
Using .naics in:
class Industry(CustomFactor):
inputs=[ms.asset_classification.naics]
window_length=100
def compute(self, today, assets, out, industry):
out[:] = industry[-1]
Seemed to return value of -1 for every stock rather than industry code and that's why Number of unique industries came back as 0 and weights wouldn't be assigned. So I used .morningstar_industry_code instead of .naics and got your algorithm to run.
Thank you for your help. Becuase I think nais is the most common industry classification, if I still want to use naics, how to modify my code? Thank you!
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.