Hi there,
Don't know where the issue comes from. When I run the code I get 'make_pipeline() takes exactly 1 argument (0 given)' but I cannot see what the problem with the the pipeline function is. I am a complete noob so sorry if the question is kind of dumb.
class dollar_volume(CustomFactor):
#Defining Criteria
inputs = [USEquityPricing.close, USEquityPricing.volume]
def compute(self, today, assets, out, close, volume):
out[:] = close * volume
def make_pipeline(context):
m = QTradableStocksUS()
median_dollar_volume = np.median(inputs=[dollar_volume(mask=m)], window_length=126)
pipe = Pipeline(
columns={
'median_dollar_volume' : median_dollar_volume,
},
screen = Q1500US()
)
return pipe
#Run the pipeline to view output securities:
result = run_pipeline(make_pipeline(),'2019-05-24', '2019-05-24')
