Why do I not see all the symbols in the pipeline in the log ? I only see symbols with A word
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import SimpleMovingAverage
from quantopian.pipeline.data.eventvestor import EarningsCalendar
#from quantopian.pipeline.factors.eventvestor import BusinessDaysUntilNextEarnings
import pandas as pd
import numpy as np
def initialize(context):
# Create and attach an empty Pipeline.
pipe = Pipeline()
pipe = attach_pipeline(pipe, name='my_pipeline')
# Construct Factors.
close=USEquityPricing.close.latest
#sma_10 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=10)
previous_announcement = EarningsCalendar.previous_announcement.latest
# Construct a Filter.
#prices_under_5 = (sma_10 > 10)
m50 = (close >= 50)
l150 = (close <= 150 )
# Register outputs.
pipe.add(previous_announcement, 'previous_announcement')
pipe.add(close, 'close')
# Remove rows for which the Filter returns False.
#pipe.set_screen(prices_under_5)
pipe.set_screen(m50 & l150)
def before_trading_start(context, data):
# Access results using the name passed to `attach_pipeline`.
results = pipeline_output('my_pipeline')
#print results.head(5)
print results
# Store pipeline results for use by the rest of the algorithm.
context.pipeline_results = results
2010-01-04 08:45 PRINT close previous_announcement
Equity(62 [ABT]) 53.950 2009-10-14
Equity(154 [AEM]) 54.010 2009-10-28
Equity(205 [AGN]) 63.020 NaT
Equity(216 [HES]) 60.460 2009-10-28
Equity(251 [AIP]) 67.240 NaT
Equity(368 [AMGN]) 56.570 2009-10-21
Equity(377 [AMN]) 63.500 2009-09-24
Equity(412 [ANAT]) 119.440 2009-10-26
Equity(448 [APA]) 103.180 2009-10-29
Equity(455 [APC]) 62.440 2009-11-02
Equity(460 [APD]) 81.000 2009-10-21
Equity(504 [ARDN_A]) 95.470 2009-11-11
Equity(542 [ASA]) 77.120 NaT
Equity(553 [ASEI]) 75.840 2009-11-05
Equity(576 [ASR]) 51.600 NaT
Equity(600 [OA]) 88.200 NaT
Equity(610 [ATNI]) 55.010 2009-10-29
Equity(698 [BA]) 54.090 2009-10-2...
2010-01-05 08:45 PRINT close previous_announcement
Equity(25 [ARNC_PR]) 61.313 NaT
Equity(62 [ABT]) 54.490 2009-10-14
Equity(154 [AEM]) 56.220 2009-10-28
Equity(205 [AGN]) 63.370 NaT
Equity(216 [HES]) 63.180 2009-10-28
Equity(251 [AIP]) 70.000 NaT
Equity(368 [AMGN]) 57.720 2009-10-21
Equity(377 [AMN]) 65.010 2009-09-24
Equity(412 [ANAT]) 120.440 2009-10-26
Equity(448 [APA]) 105.980 2009-10-29
Equity(455 [APC]) 64.750 2009-11-02
Equity(460 [APD]) 83.120 2009-10-21
Equity(504 [ARDN_A]) 95.980 2009-11-11
Equity(542 [ASA]) 79.560 NaT
Equity(553 [ASEI]) 79.840 2009-11-05
Equity(576 [ASR]) 55.170 NaT
Equity(600 [OA]) 89.760 NaT
Equity(610 [ATNI]) 56.290 2009-10-2...
This backtest didn't generate any logs.