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Trouble on creating of a CustomFactor since a Dataframe Column
Juan Sebastian Henao Parra
edited
Using Data Pipeline numpy/pandas Alphalens Fundamentals

Hello.

I'm new on this and I found a problem when I wanted to create a CustomFactor passing the column of my main modified dataframe ('my_factor'), which is a list of floats that represent my own calculus of a factor, but when I put this list of values (by the way: [class 'numpy.float64']) in my create CustomFactor class I get this error:

  • NonPipelineInputs: Unexpected input types in str. Inputs to Pipeline expressions must be Filters, Factors, Classifiers, or BoundColumns.
    Got the following type(s) instead: []

All of this is because to create a Pipeline with my factor column, but it throws and error:

  • TypeError: Pipeline.validate_column() expected a value of type Term for argument 'term', but got Series instead.

So I need to create a CustomFactor.

Please if you know how to figure it out, help me.

May the Force be with you.

1 response
Dan Whitnable

The only items which can be used to create a factor, including a custom factor, are

  • BoundColumns (eg USEquityPricing.close or Fundamentals.market_cap)
  • Other Factors (eg Returns())
  • Filters (eg Returns() > 1.0)
  • Classifiers (eg Fundamentals.morningstar_sector_code)

One can import and use their own data by using 'self serve' (see https://www.quantopian.com/docs/user-guide/tools/self-serve). This effectively creates a custom dataset where one then chooses a column (technically BoundColumn) from that dataset.

Can you reply to this post and attach the notebook or algo which is causing the error? It's much easier to troubleshoot with the actual code.

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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.