I'm trying to implement bollinger bands with pipeline.
When I return and log my pipeline output, most of my results are nan, why is that?
Hello Manik,
All these nan results are because base_universe set is to the Q1500US and you're using base_universe as a mask in std_dev and mean_20. Most of those results are from stocks which aren't part of Q1500US list and are printed as nan. If you delete base_universe filter and mask, then results look like this:
Equity(2 [ARNC]) 15.790 13.659881 False
Equity(21 [AAME]) 2.060 1.922793 False
Equity(24 [AAPL]) 329.720 317.240759 False
Equity(25 [ARNC_PR]) 75.000 70.730008 False
Equity(31 [ABAX]) 27.120 26.727410 False
Equity(37 [ABCW]) 1.240 1.087551 False
Equity(39 [DDC]) 11.750 9.933782 False
Equity(41 [ARCB]) 27.930 26.173159 False
Equity(51 [ABL]) 6.880 4.278656 False
Equity(52 [ABM]) 26.650 22.727176 False
Equity(53 [ABMD]) 9.780 8.332186 False
Equity(58 [SERV]) 2.250 2.145220 False
Equity(62 [ABT]) 47.810 46.659560 False
Equity(64 [ABX]) 52.580 50.774199 False
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