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Turning Eventvestor and Zacks data into CustomFactor

I'm trying to use EventVestor and Zacks data in a CustomFactor

from quantopian.pipeline.data.zacks import EarningsSurprises  
from quantopian.pipeline.data.eventvestor import EarningsCalendar

from quantopian.pipeline.factors.eventvestor import (  
    BusinessDaysUntilNextEarnings,  
    BusinessDaysSincePreviousEarnings,  
    BusinessDaysSinceBuybackAuth,  
    BuybackAuthorizations,  
    EarningsCalendar  
)

....

class test_factor(CustomFactor):  
        inputs=[  
                EarningsSurprises  
                BusinessDaysUntilNextEarnings,  
                BusinessDaysSinceBuybackAuth,  
                BusinessDaysSincePreviousEarnings,  
               ]  
        def compute(self, today, assets, out,a,b,c,d):  
            print "1"

I get the following error:

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

I'm tried removing EarningsCalendar since its data. The rest are factors. I get the same error. Anybody else seen this?