Hi Sjors - welcome!
I think all you are missing is a .latest
at the end of each of the lines where you are defining your fundamentals terms. One important distinction to make in pipeline is the difference between a BoundColumn
and a Factor
. A BoundColumn
(which is what you get when you type Fundamentals.<field>
) informs pipeline about where to get the relevant column of data for each date in the simulation. However, you need to reduce this column to a single value per asset per day in order to include it in expressions with operators like <
, &
, *
, +
, etc.
If you instead write Fundamentals.<field>.latest
, you will get back a pipeline Factor
which you can then include in the output of your pipeline or in expressions with the operations listed above.
To learn more about pipeline, I'd highly recommend reading the pipeline user guide page in the documentation, as well as the pipeline tutorial. Specifically, lesson 3 of the tutorial talks about .latest
.
Let me know if this helps.
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