In my pipeline I have a simple calculation where i'd like to use an if clause.
# instead of
YOY_GROWTH_Q1_Q5 = (Q1_EPS - Q5_EPS + Q5_EPS.abs()) / Q5_EPS.abs()
# something like
if Q1_EPS > 0:
# do smth
else:
# do smth else
What's the best way to do this? Q1_EPS and Q5_EPS are custom factors.
Oh, I see: https://www.quantopian.com/posts/problem-with-pipeline.
Get all the data via pipeline and then do the math after.
@Radu Spineanu There is also a new filter method called if_else. This can be used within a pipeline definition to select one of two factor values based upon a filter. So, in the case above this could be used
positive_eps = Q1_EPS > 0
value_if_positive = some_growth_factor
value_if_negative = some_other_growth_factor
eps_growth = positive_eps.if_else(value_if_positive, value_if_negative)
There is a bit more on this in the docs
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