from quantopian.pipeline.data import Fundamentals
from quantopian.pipeline.data import morningstar
from quantopian.pipeline.data import morningstar as ms
from quantopian.pipeline.factors import AverageDollarVolume
from quantopian.pipeline.factors.morningstar import MarketCap
from quantopian.pipeline.classifiers.morningstar import Sector, SuperSector
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
from pandas import DataFrame as df
import time
from quantopian.pipeline.filters import QTradableStocksUS

def make_pipeline():
    market_cap = Fundamentals.market_cap.latest
    price = USEquityPricing.close.latest
    volume = USEquityPricing.volume.latest
    sector = Sector()
    super_sector = SuperSector()
    industry_group = ms.asset_classification.morningstar_industry_group_code.latest
    industry_code = ms.asset_classification.morningstar_industry_code.latest
    return Pipeline(
        columns={
            'MarketCap': market_cap,
            'Price': price,
            'Volume': volume,
            'Super Sector Code': super_sector,
        #   'Sector Name', 
            'Sector Code': sector,
            'Industry Group Code': industry_group,
            'Industry Code': industry_code
        },
        screen=QTradableStocksUS()
    )

my_pipe = make_pipeline()