from quantopian.pipeline import Pipeline
from quantopian.pipeline.data import EquityPricing, factset
from quantopian.pipeline.domain import IN_EQUITIES
from quantopian.research import run_pipeline
pipe = Pipeline(
columns={
'price': EquityPricing.close.latest,
'volume': EquityPricing.volume.latest,
'mcap': factset.Fundamentals.mkt_val.latest,
},
domain=IN_EQUITIES,
)
result = run_pipeline(pipe, '2015-01-15', '2016-01-15')
result.head()
| mcap | price | volume | ||
|---|---|---|---|---|
| 2015-01-15 00:00:00+00:00 | Equity(1178883482794310 [526783]) | 5.104200e+08 | 140.00 | 4585.0 |
| Equity(1178883551416395 [511393]) | 5.346980e+07 | 3.32 | 29.0 | |
| Equity(1178883903207504 [530899]) | NaN | 17.50 | 0.0 | |
| Equity(1178884103362391 [532852]) | 4.589460e+08 | 34.40 | 11551.0 | |
| Equity(1178884122303042 [523716]) | 1.520430e+10 | 220.20 | 3553.0 |
result
| mcap | price | volume | ||
|---|---|---|---|---|
| 2015-01-15 00:00:00+00:00 | Equity(1178883482794310 [526783]) | 5.104200e+08 | 140.00 | 4585.0 |
| Equity(1178883551416395 [511393]) | 5.346980e+07 | 3.32 | 29.0 | |
| Equity(1178883903207504 [530899]) | NaN | 17.50 | 0.0 | |
| Equity(1178884103362391 [532852]) | 4.589460e+08 | 34.40 | 11551.0 | |
| Equity(1178884122303042 [523716]) | 1.520430e+10 | 220.20 | 3553.0 | |
| Equity(1178887760589892 [507894]) | NaN | 16.80 | 1200.0 | |
| Equity(1178887760659019 [531802]) | 3.296140e+08 | 21.55 | 5017.0 | |
| Equity(1178887845856839 [511411]) | 2.997000e+09 | 119.90 | 525.0 | |
| Equity(1178888048170060 [531613]) | 2.213690e+08 | 2.65 | 2250.0 | |
| Equity(1178888282588241 [512309]) | 4.300000e+06 | 4.30 | 0.0 | |
| Equity(1178888364512342 [700110]) | NaN | 35.00 | 0.0 | |
| Equity(1178892174112066 [504180]) | 4.628160e+07 | 9.75 | 220.0 | |
| Equity(1178892342281031 [533525]) | NaN | 31.30 | 60.0 | |
| Equity(1178892410377035 [500247]) | 7.817090e+11 | 1391.75 | 42055.0 | |
| Equity(1178892424600141 [530169]) | 6.650000e+07 | 8.03 | 2.0 | |
| Equity(1178892492748369 [500510]) | 1.352880e+12 | 1517.65 | 145908.0 | |
| Equity(1178892576764494 [522042]) | 5.197720e+07 | 4.10 | 0.0 | |
| Equity(1178896417632322 [524742]) | 3.345350e+09 | 416.85 | 2654.0 | |
| Equity(1178896620340295 [530543]) | 2.485350e+08 | 14.64 | 8908.0 | |
| Equity(1178896722178131 [533100]) | NaN | 13.89 | 560.0 | |
| Equity(1178896770351958 [501314]) | NaN | 550.00 | 1.0 | |
| Equity(1178896803836752 [500368]) | 9.737450e+09 | 36.15 | 34368.0 | |
| Equity(1178896872388168 [538875]) | NaN | 14.50 | 0.0 | |
| Equity(1178896956143184 [531861]) | NaN | 10.20 | 2517.0 | |
| Equity(1178900730697558 [519234]) | NaN | 16.65 | 52620.0 | |
| Equity(1178901064724819 [532879]) | 1.708870e+08 | 24.25 | 0.0 | |
| Equity(1178901098419787 [532324]) | 1.837970e+08 | 3.61 | 1269.0 | |
| Equity(1178901183674193 [524330]) | 2.102250e+09 | 121.00 | 1186.0 | |
| Equity(1178901301704528 [531352]) | NaN | 3.85 | 0.0 | |
| Equity(1178905007903060 [590088]) | 5.518560e+07 | 0.28 | 14000.0 | |
| ... | ... | ... | ... | ... |
| 2016-01-15 00:00:00+00:00 | Equity(1225218076004435 [536737]) | 2.958030e+08 | 38.00 | 0.0 |
| Equity(1225218194557514 [500777]) | 1.278490e+09 | 22.70 | 83403.0 | |
| Equity(1225226130771531 [523519]) | 5.318920e+07 | 4.55 | 0.0 | |
| Equity(1225226684881218 [515081]) | 3.543950e+07 | 5.35 | 0.0 | |
| Equity(1225226783569990 [511768]) | 3.328240e+08 | 36.50 | 126.0 | |
| Equity(1225226801335628 [531265]) | NaN | 14.75 | 0.0 | |
| Equity(1225230493307724 [532398]) | 1.043420e+08 | 3.00 | 599.0 | |
| Equity(1225230541402448 [532081]) | 3.417400e+08 | 0.36 | 493159.0 | |
| Equity(1225230742870092 [511076]) | 1.265000e+08 | 9.06 | 15785.0 | |
| Equity(1225231064183364 [532154]) | 4.250000e+08 | 6.86 | 0.0 | |
| Equity(1225234754778455 [526113]) | NaN | 12.13 | 0.0 | |
| Equity(1225234804327239 [531160]) | NaN | 1.42 | 5800.0 | |
| Equity(1225234838737483 [500407]) | 1.091390e+10 | 915.25 | 315.0 | |
| Equity(1225234855843917 [523207]) | 7.382360e+09 | 91.10 | 33942.0 | |
| Equity(1225235038090577 [515030]) | 3.489560e+10 | 162.05 | 4849.0 | |
| Equity(1225235122106702 [512489]) | NaN | 35.50 | 1.0 | |
| Equity(1225235156845137 [526737]) | 5.952000e+07 | 9.23 | 35.0 | |
| Equity(1225235173356880 [533227]) | 2.260660e+09 | 153.90 | 0.0 | |
| Equity(1225235258561110 [513291]) | NaN | 1.17 | 0.0 | |
| Equity(1225235375807042 [517224]) | 2.026090e+08 | 2.13 | 59020.0 | |
| Equity(1225235423835974 [516108]) | 1.335000e+09 | 105.00 | 2207.0 | |
| Equity(1225239166863432 [533336]) | 8.542150e+08 | 144.90 | 364.0 | |
| Equity(1225239349703248 [507260]) | 5.079790e+08 | 42.15 | 27477.0 | |
| Equity(1225239484837965 [532996]) | 1.210610e+08 | 3.25 | 600.0 | |
| Equity(1225239668412756 [508860]) | 1.619380e+07 | 0.78 | 3555.0 | |
| Equity(1225243411820884 [531832]) | 3.710160e+07 | 5.96 | 105.0 | |
| Equity(1225243647103819 [523467]) | 1.300000e+07 | 0.19 | 2500.0 | |
| Equity(1225243680196166 [513548]) | NaN | 12.00 | 0.0 | |
| Equity(1225243711910222 [505800]) | 8.745160e+09 | 610.00 | 191.0 | |
| Equity(1225243881523798 [535667]) | 1.326900e+08 | 8.90 | 0.0 |
1021039 rows × 3 columns