Notebook
In [64]:
import pandas as pd
import numpy as np
from quantopian.pipeline import Pipeline
from quantopian.pipeline import CustomFactor
from quantopian.research import run_pipeline
from quantopian.pipeline.data.builtin import USEquityPricing

def initialize(context):

    ysc = local_csv('SHARADAR-SF1-AAPL.csv', date_column = 'Date', use_date_column_as_index = True)

class YieldC(CustomFactor):
    inputs = [ysc.Revenue]
    window_length = 1
    def compute(self, today, assets, out, ysc):
        out[:] = yc

pipe = Pipeline() 
  #  yc = YieldC()
  #  pipe.add(Yield, 'YieldC')
pipe.add(YieldC, 'Yield')

def before_trading_start(context, data):
    """
    Called every day before market open.
    """
    context.pipeline_fundamental_output = pipeline_output('pipeline_fundamental') 

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-64-77c9a373d046> in <module>()
     19   #  yc = YieldC()
     20   #  pipe.add(Yield, 'YieldC')
---> 21 pipe.add(YieldC, 'Yield')
     22 
     23 def before_trading_start(context, data):

/build/src/qexec_repo/zipline_repo/zipline/pipeline/pipeline.py in add(self, term, name, overwrite)
     74     @expect_types(term=Term, name=str)
     75     def add(self, term, name, overwrite=False):
---> 76         """
     77         Add a column.
     78 

/build/src/qexec_repo/zipline_repo/zipline/utils/input_validation.pyc in _check(func, argname, argvalue)
    422                     'funcname': _qualified_name(func),
    423                     'argname': argname,
--> 424                     'actual': actual(argvalue),
    425                 },
    426             )

TypeError: zipline.pipeline.pipeline.add() expected a value of type zipline.pipeline.term.Term for argument 'term', but got abc.ABCMeta instead.
In [47]:
run_pipeline(pipe, start_date='2015-11-01', end_date='2015-11-25')
Out[47]:
2015-11-02 00:00:00+00:00 Equity(2 [AA])
Equity(21 [AAME])
Equity(24 [AAPL])
Equity(25 [AA_PR])
Equity(31 [ABAX])
Equity(39 [DDC])
Equity(41 [ARCB])
Equity(52 [ABM])
Equity(53 [ABMD])
Equity(62 [ABT])
Equity(64 [ABX])
Equity(66 [AB])
Equity(67 [ADSK])
Equity(69 [ACAT])
Equity(70 [VBF])
Equity(76 [TAP])
Equity(84 [ACET])
Equity(86 [ACG])
Equity(88 [ACI])
Equity(100 [IEP])
Equity(106 [ACU])
Equity(110 [ACXM])
Equity(112 [ACY])
Equity(114 [ADBE])
Equity(117 [AEY])
Equity(122 [ADI])
Equity(128 [ADM])
Equity(134 [SXCL])
Equity(149 [ADX])
Equity(153 [AE])
... ...
2015-11-25 00:00:00+00:00 Equity(49587 [BLVD_W])
Equity(49588 [PRME])
Equity(49589 [CERC_W])
Equity(49590 [CERC_Z])
Equity(49591 [CERC])
Equity(49592 [GSD])
Equity(49593 [IAGG])
Equity(49594 [INST])
Equity(49595 [JHA])
Equity(49597 [MESO])
Equity(49599 [ANDA_U])
Equity(49600 [CSC_WI])
Equity(49601 [CSRA_WI])
Equity(49603 [COYN_W])
Equity(49605 [CONG])
Equity(49606 [MIME])
Equity(49607 [AXSM])
Equity(49608 [MTCH])
Equity(49609 [AFGH])
Equity(49610 [SQ])
Equity(49611 [KTOV])
Equity(49613 [BOXL])
Equity(49614 [KTOV_W])
Equity(49615 [DLTH])
Equity(49616 [ETHO])
Equity(49617 [HGSD])
Equity(49618 [NBLX])
Equity(49619 [TRUK])
Equity(49622 [ASET])
Equity(49623 [PMVAU])

151158 rows × 0 columns

In [36]:
pipe.show_graph(format='png')

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
<ipython-input-36-bd856e611121> in <module>()
----> 1 pipe.show_graph(format='png')

NameError: name 'pipe' is not defined
In [63]:
 ysc = local_csv('SHARADAR-SF1-AAPL.csv', date_column = 'Date', use_date_column_as_index = True)
ysc.Revenue
Out[63]:
Date
2003-02-10 00:00:00+00:00     1472000000
2003-05-13 00:00:00+00:00     1475000000
2003-08-12 00:00:00+00:00     1545000000
2003-12-19 00:00:00+00:00     1715000000
2004-02-10 00:00:00+00:00     2006000000
2004-05-06 00:00:00+00:00     1909000000
2004-08-05 00:00:00+00:00     2014000000
2004-12-03 00:00:00+00:00     2350000000
2005-02-01 00:00:00+00:00     3490000000
2005-05-04 00:00:00+00:00     3243000000
2005-08-03 00:00:00+00:00     3520000000
2005-12-01 00:00:00+00:00     3678000000
2006-02-03 00:00:00+00:00     5749000000
2006-05-05 00:00:00+00:00     4359000000
2006-12-29 00:00:00+00:00     4837000000
2007-02-02 00:00:00+00:00     7115000000
2007-05-10 00:00:00+00:00     5264000000
2007-08-08 00:00:00+00:00     5410000000
2007-11-15 00:00:00+00:00     6217000000
2008-02-01 00:00:00+00:00     9608000000
2008-05-01 00:00:00+00:00     7512000000
2008-07-23 00:00:00+00:00     7464000000
2008-11-05 00:00:00+00:00     7895000000
2009-01-23 00:00:00+00:00    10167000000
2009-04-23 00:00:00+00:00     8163000000
2009-07-22 00:00:00+00:00     8337000000
2009-10-27 00:00:00+00:00     9870000000
2010-01-25 00:00:00+00:00    15683000000
2010-04-21 00:00:00+00:00    13499000000
2010-07-21 00:00:00+00:00    15700000000
                                ...     
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
NaT                                  NaN
Name: Revenue, dtype: float64
In [ ]: