class PD(CustomFactor):
inputs = [morningstar.asset_classification.financial_health_grade]
window_length = 1
def compute(self, today, assets, out, financial_health_grade):
print(len(financial_health_grade))
out[:] = financial_health_grade[-1]
When I add this to pipeline, it returns
ValueError: setting an array element with a sequence.
How can I solve this?
Hello,
If you just want the latest value of the fundamental (window_length=1) then use:
Fundamentals.financial_health_grade.latest
A couple of things. Probably use the 'Fundamentals' namespace and not 'morningstar' to get fundamental data (ie Fundamentals.financial_health_grade). Check out this post https://www.quantopian.com/posts/faster-fundamental-data .
The basic issue is that 'financial_health_grade' returns a string (eg A or B). Python thinks of strings as ordered sequences of character data. Factors return numerical data. Hence, the error "ValueError: setting an array element with a sequence". One could do a bit of logic in the custom factor to translate the string grade to a numerical grade. Alternately, one could create a custom classifier instead but that isn't well documented and a bit more involved than a custom factor (one must specify the datatype). For more info on classifiers maybe see this post https://www.quantopian.com/posts/pipeline-classifiers-are-here .
I'd stick with @Mathieu Meynier suggestion and use the 'latest' method.
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.
