In [1]:
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data import Fundamentals
import matplotlib.pyplot as plt
from quantopian.research import run_pipeline
import numpy as np
In [2]:
def make_pipeline():
df = Fundamentals.cik.latest
return Pipeline(
columns={
'cik': df,
},
)
In [3]:
my_pipe = make_pipeline()
result = run_pipeline(my_pipe, '2015-05-05', '2015-05-05')
result.head()
Out[3]:
| cik | ||
|---|---|---|
| 2015-05-05 00:00:00+00:00 | Equity(2 [ARNC]) | 4281 |
| Equity(21 [AAME]) | 8177 | |
| Equity(24 [AAPL]) | 320193 | |
| Equity(25 [ARNC_PR]) | 4281 | |
| Equity(31 [ABAX]) | 881890 |
In [4]:
result.cik.dtype
Out[4]:
category
In [5]:
result.cik.dropna().astype('int').value_counts()
Out[5]:
70858 11
1393311 11
844150 10
1004980 9
72971 8
886982 8
899689 6
899051 6
36104 6
895421 6
1132979 6
1095651 6
831001 6
19617 6
1273801 6
1365555 5
879101 5
845877 5
1297996 5
109380 5
866368 5
92230 5
823277 5
83246 5
1175483 4
1495222 4
1043219 4
1045425 4
1029800 4
1267395 4
..
1350869 1
1307954 1
941221 1
1070296 1
1178841 1
885978 1
912603 1
1162461 1
1346830 1
1070304 1
1289419 1
775368 1
1364479 1
1126874 1
1123494 1
1111928 1
1424755 1
1371489 1
709804 1
1491778 1
1373835 1
1577552 1
1364728 1
1049782 1
728249 1
1082554 1
1422183 1
1498301 1
771266 1
1122304 1
Name: cik, dtype: int64
In [6]:
result.cik.dropna().astype('int').hist();
In [7]:
def make_pipeline_2():
df = Fundamentals.cik.latest
return Pipeline(
columns={
'cik': df,
},
)
In [8]:
my_pipe_2 = make_pipeline_2()
result_2 = run_pipeline(my_pipe_2, '2015-05-05', '2015-05-05')
result_2['cik'] = result_2['cik'].dropna().astype('int')
result_2.head()
Out[8]:
| cik | ||
|---|---|---|
| 2015-05-05 00:00:00+00:00 | Equity(2 [ARNC]) | 4281.0 |
| Equity(21 [AAME]) | 8177.0 | |
| Equity(24 [AAPL]) | 320193.0 | |
| Equity(25 [ARNC_PR]) | 4281.0 | |
| Equity(31 [ABAX]) | 881890.0 |
In [9]:
result_2 = result_2[~np.isnan(result_2.cik)]
In [10]:
result_2
Out[10]:
| cik | ||
|---|---|---|
| 2015-05-05 00:00:00+00:00 | Equity(2 [ARNC]) | 4281.0 |
| Equity(21 [AAME]) | 8177.0 | |
| Equity(24 [AAPL]) | 320193.0 | |
| Equity(25 [ARNC_PR]) | 4281.0 | |
| Equity(31 [ABAX]) | 881890.0 | |
| Equity(39 [DDC]) | 841071.0 | |
| Equity(41 [ARCB]) | 894405.0 | |
| Equity(52 [ABM]) | 771497.0 | |
| Equity(53 [ABMD]) | 815094.0 | |
| Equity(62 [ABT]) | 1800.0 | |
| Equity(64 [ABX]) | 756894.0 | |
| Equity(66 [AB]) | 825313.0 | |
| Equity(67 [ADSK]) | 769397.0 | |
| Equity(69 [ACAT]) | 719866.0 | |
| Equity(76 [TAP]) | 24545.0 | |
| Equity(84 [ACET]) | 2034.0 | |
| Equity(88 [ACI]) | 1037676.0 | |
| Equity(100 [IEP]) | 813762.0 | |
| Equity(106 [ACU]) | 2098.0 | |
| Equity(110 [ACXM]) | 733269.0 | |
| Equity(112 [ACY]) | 1036848.0 | |
| Equity(114 [ADBE]) | 796343.0 | |
| Equity(117 [AEY]) | 874292.0 | |
| Equity(122 [ADI]) | 6281.0 | |
| Equity(128 [ADM]) | 7084.0 | |
| Equity(134 [SXCL]) | 709804.0 | |
| Equity(153 [AE]) | 2178.0 | |
| Equity(154 [AEM]) | 2809.0 | |
| Equity(157 [AEG]) | 769218.0 | |
| Equity(161 [AEP]) | 4904.0 | |
| ... | ... | |
| Equity(48892 [IGT]) | 1368511.0 | |
| Equity(48897 [KALV]) | 1348911.0 | |
| Equity(48903 [GLOG_PRA]) | 1534126.0 | |
| Equity(48910 [PZG]) | 1629210.0 | |
| Equity(48911 [NEXT]) | 1612720.0 | |
| Equity(48913 [BANC_PRD]) | 1169770.0 | |
| Equity(48918 [CLNY_PRC]) | 1467076.0 | |
| Equity(48925 [ADRO]) | 1435049.0 | |
| Equity(48926 [XBIT]) | 1626878.0 | |
| Equity(48932 [CDTX]) | 1610618.0 | |
| Equity(48933 [PRTY]) | 1592058.0 | |
| Equity(48934 [ETSY]) | 1370637.0 | |
| Equity(48935 [KMPH]) | 1434647.0 | |
| Equity(48939 [ARP_PRE]) | 1532750.0 | |
| Equity(48943 [VIRT]) | 1592386.0 | |
| Equity(48945 [HLTH]) | 1409916.0 | |
| Equity(48955 [TOO_PRB]) | 1382298.0 | |
| Equity(48961 [NYMT_O]) | 1273685.0 | |
| Equity(48962 [UNIT]) | 1620280.0 | |
| Equity(48969 [NSA]) | 1618563.0 | |
| Equity(48971 [BSM]) | 1621434.0 | |
| Equity(48972 [EVA]) | 1592057.0 | |
| Equity(48981 [APIC]) | 1324772.0 | |
| Equity(48997 [VKTX]) | 1607678.0 | |
| Equity(48998 [OPGN]) | 1293818.0 | |
| Equity(48999 [AAPC]) | 1630940.0 | |
| Equity(49000 [BPMC]) | 1597264.0 | |
| Equity(49001 [CLCD]) | 1348649.0 | |
| Equity(49004 [TNP_PRD]) | 1166663.0 | |
| Equity(49006 [BVXV]) | 1611747.0 |
5721 rows × 1 columns
In [11]:
result_2['cik'] % 2
Out[11]:
2015-05-05 00:00:00+00:00 Equity(2 [ARNC]) 1.0
Equity(21 [AAME]) 1.0
Equity(24 [AAPL]) 1.0
Equity(25 [ARNC_PR]) 1.0
Equity(31 [ABAX]) 0.0
Equity(39 [DDC]) 1.0
Equity(41 [ARCB]) 1.0
Equity(52 [ABM]) 1.0
Equity(53 [ABMD]) 0.0
Equity(62 [ABT]) 0.0
Equity(64 [ABX]) 0.0
Equity(66 [AB]) 1.0
Equity(67 [ADSK]) 1.0
Equity(69 [ACAT]) 0.0
Equity(76 [TAP]) 1.0
Equity(84 [ACET]) 0.0
Equity(88 [ACI]) 0.0
Equity(100 [IEP]) 0.0
Equity(106 [ACU]) 0.0
Equity(110 [ACXM]) 1.0
Equity(112 [ACY]) 0.0
Equity(114 [ADBE]) 1.0
Equity(117 [AEY]) 0.0
Equity(122 [ADI]) 1.0
Equity(128 [ADM]) 0.0
Equity(134 [SXCL]) 0.0
Equity(153 [AE]) 0.0
Equity(154 [AEM]) 1.0
Equity(157 [AEG]) 0.0
Equity(161 [AEP]) 0.0
...
Equity(48892 [IGT]) 1.0
Equity(48897 [KALV]) 1.0
Equity(48903 [GLOG_PRA]) 0.0
Equity(48910 [PZG]) 0.0
Equity(48911 [NEXT]) 0.0
Equity(48913 [BANC_PRD]) 0.0
Equity(48918 [CLNY_PRC]) 0.0
Equity(48925 [ADRO]) 1.0
Equity(48926 [XBIT]) 0.0
Equity(48932 [CDTX]) 0.0
Equity(48933 [PRTY]) 0.0
Equity(48934 [ETSY]) 1.0
Equity(48935 [KMPH]) 1.0
Equity(48939 [ARP_PRE]) 0.0
Equity(48943 [VIRT]) 0.0
Equity(48945 [HLTH]) 0.0
Equity(48955 [TOO_PRB]) 0.0
Equity(48961 [NYMT_O]) 1.0
Equity(48962 [UNIT]) 0.0
Equity(48969 [NSA]) 1.0
Equity(48971 [BSM]) 0.0
Equity(48972 [EVA]) 1.0
Equity(48981 [APIC]) 0.0
Equity(48997 [VKTX]) 0.0
Equity(48998 [OPGN]) 0.0
Equity(48999 [AAPC]) 0.0
Equity(49000 [BPMC]) 0.0
Equity(49001 [CLCD]) 1.0
Equity(49004 [TNP_PRD]) 1.0
Equity(49006 [BVXV]) 1.0
Name: cik, dtype: float64
In [12]:
result_2[result_2['cik'] % 2 == 0]
Out[12]:
| cik | ||
|---|---|---|
| 2015-05-05 00:00:00+00:00 | Equity(31 [ABAX]) | 881890.0 |
| Equity(53 [ABMD]) | 815094.0 | |
| Equity(62 [ABT]) | 1800.0 | |
| Equity(64 [ABX]) | 756894.0 | |
| Equity(69 [ACAT]) | 719866.0 | |
| Equity(84 [ACET]) | 2034.0 | |
| Equity(88 [ACI]) | 1037676.0 | |
| Equity(100 [IEP]) | 813762.0 | |
| Equity(106 [ACU]) | 2098.0 | |
| Equity(112 [ACY]) | 1036848.0 | |
| Equity(117 [AEY]) | 874292.0 | |
| Equity(128 [ADM]) | 7084.0 | |
| Equity(134 [SXCL]) | 709804.0 | |
| Equity(153 [AE]) | 2178.0 | |
| Equity(157 [AEG]) | 769218.0 | |
| Equity(161 [AEP]) | 4904.0 | |
| Equity(168 [AET]) | 1122304.0 | |
| Equity(192 [ATAX]) | 1059142.0 | |
| Equity(197 [AGCO]) | 880266.0 | |
| Equity(225 [AHPI]) | 874710.0 | |
| Equity(239 [AIG]) | 5272.0 | |
| Equity(253 [AIR]) | 1750.0 | |
| Equity(266 [AJG]) | 354190.0 | |
| Equity(270 [AKRX]) | 3116.0 | |
| Equity(301 [ALKS]) | 1520262.0 | |
| Equity(311 [ALOG]) | 6284.0 | |
| Equity(312 [ALOT]) | 8146.0 | |
| Equity(351 [AMD]) | 2488.0 | |
| Equity(353 [AME]) | 1037868.0 | |
| Equity(368 [AMGN]) | 318154.0 | |
| ... | ... | |
| Equity(48629 [INOV]) | 1619954.0 | |
| Equity(48634 [AJX]) | 1614806.0 | |
| Equity(48635 [BLPH]) | 1600132.0 | |
| Equity(48722 [SMMT]) | 1599298.0 | |
| Equity(48780 [GSBD]) | 1572694.0 | |
| Equity(48781 [CHEK]) | 1610590.0 | |
| Equity(48804 [TANH]) | 1588084.0 | |
| Equity(48823 [SEDG]) | 1419612.0 | |
| Equity(48870 [JMU]) | 1527762.0 | |
| Equity(48871 [VDTH]) | 1629220.0 | |
| Equity(48885 [CCN]) | 1614818.0 | |
| Equity(48903 [GLOG_PRA]) | 1534126.0 | |
| Equity(48910 [PZG]) | 1629210.0 | |
| Equity(48911 [NEXT]) | 1612720.0 | |
| Equity(48913 [BANC_PRD]) | 1169770.0 | |
| Equity(48918 [CLNY_PRC]) | 1467076.0 | |
| Equity(48926 [XBIT]) | 1626878.0 | |
| Equity(48932 [CDTX]) | 1610618.0 | |
| Equity(48933 [PRTY]) | 1592058.0 | |
| Equity(48939 [ARP_PRE]) | 1532750.0 | |
| Equity(48943 [VIRT]) | 1592386.0 | |
| Equity(48945 [HLTH]) | 1409916.0 | |
| Equity(48955 [TOO_PRB]) | 1382298.0 | |
| Equity(48962 [UNIT]) | 1620280.0 | |
| Equity(48971 [BSM]) | 1621434.0 | |
| Equity(48981 [APIC]) | 1324772.0 | |
| Equity(48997 [VKTX]) | 1607678.0 | |
| Equity(48998 [OPGN]) | 1293818.0 | |
| Equity(48999 [AAPC]) | 1630940.0 | |
| Equity(49000 [BPMC]) | 1597264.0 |
2840 rows × 1 columns