wrong value type in for loop

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wrong value type in for loop

posted

in a pipeline algorithm, I am restricting my known universe, then I want to loop over my base_universe. I get the following error from this code. Much of the code was copied from a lecture or tutorial.

TypeError:
zipline.pipeline.term.__getitem__() expected a value of type zipline.assets._assets.Asset for argument 'key', but got int instead.

# Filter for primary share equities. IsPrimaryShare is a built-in filter.  
primary_share = IsPrimaryShare()

# Equities listed as common stock (as opposed to, say, preferred stock).  
# 'ST00000001' indicates common stock.  
common_stock = morningstar.share_class_reference.security_type.latest.eq('ST00000001')

# Non-depositary receipts. Recall that the ~ operator inverts filters,  
# turning Trues into Falses and vice versa  
not_depositary = ~morningstar.share_class_reference.is_depositary_receipt.latest

# Equities not trading over-the-counter.  
not_otc = ~morningstar.share_class_reference.exchange_id.latest.startswith('OTC')

# Not when-issued equities.  
not_wi = ~morningstar.share_class_reference.symbol.latest.endswith('.WI')

# Equities without LP in their name, .matches does a match using a regular  
# expression  
not_lp_name = ~morningstar.company_reference.standard_name.latest.matches('.* L[. ]?P.?$')

# Equities with a null value in the limited_partnership Morningstar  
# fundamental field.  
not_lp_balance_sheet = morningstar.balance_sheet.limited_partnership.latest.isnull()

# Equities whose most recent Morningstar market cap is not null have  
# fundamental data and therefore are not ETFs.  
have_market_cap = morningstar.valuation.market_cap.latest.notnull()

# Filter for stocks that pass all of our previous filters.  
tradeable_stocks = (  
    primary_share  
    & common_stock  
    & not_depositary  
    & not_otc  
    & not_wi  
    & not_lp_name  
    & not_lp_balance_sheet  
    & have_market_cap  
)

days_volume = 20  
# High dollar volume filter.  
base_universe = AverageDollarVolume(window_length=days_volume, mask=tradeable_stocks).top(40)

for symbol in base_universe:  
    print(symbol)

2 responses

Can anyone help me figure this out? Is this the most appropriate place to come with this sort of issue?

Ben,
That error should point to the line number associated with "for symbol in base_universe"
Within initialize() you are defining a filter called base_universe.
The filtered result does not exist until you call the pipeline in before_trading_start().

I pasted your code above into a file.
See that attached back test.

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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.