Notebook
In [1]:
from quantopian.pipeline import Pipeline
In [2]:
from quantopian.pipeline.data.builtin import USEquityPricing
In [3]:
from quantopian.pipeline.filters import QTradableStocksUS
In [4]:
from quantopian.pipeline.data.morningstar import Fundamentals
In [5]:
from quantopian.pipeline.domain import US_EQUITIES
In [93]:
import pandas as pd
from quantopian.research import run_pipeline
from quantopian.pipeline.filters import StaticAssets
from matplotlib import pyplot as plt
In [94]:
def make_pipeline():
    
    universe = StaticAssets(symbols(['INTC','AMD','NXPI','AVGO','QCOM','QRVO']))
    market_cap = Fundamentals.market_cap.latest
    volume = USEquityPricing.volume.latest
    open_ = USEquityPricing.open.latest
    close_ = USEquityPricing.close.latest
    
    pipe = Pipeline(
            columns={
            'open': open_,
            'close': close_,  
            'volume': volume
                },
            screen = universe
            )
    return pipe
In [113]:
start = '2018-01-01'
end = '2018-01-05'
df = run_pipeline(make_pipeline(), start, end)











    






Pipeline Execution Time: 0.48 Seconds


















In [114]:



    


df.head(6)



    















    
Out[114]:










  
    

      
      
      close
      open
      volume
    

  
  
    

      2018-01-02 00:00:00+00:00
      Equity(351 [AMD])
      10.290
      10.570
      23435082.0
    

    

      Equity(3951 [INTC])
      46.180
      46.210
      10118422.0
    

    

      Equity(6295 [QCOM])
      64.069
      64.360
      3038214.0
    

    

      Equity(38650 [AVGO])
      257.320
      259.769
      1138916.0
    

    

      Equity(39994 [NXPI])
      117.080
      116.930
      1084999.0
    

    

      Equity(48384 [QRVO])
      66.610
      67.360
      484524.0
    

  






















In [134]:



    


for i in range(len(df)):
    print df.index[i]
    if df.index[i] == symbols('AMD'):
        print "hello"



    















    






(Timestamp('2018-01-02 00:00:00+0000', tz='UTC'), Equity(351 [AMD]))
(Timestamp('2018-01-02 00:00:00+0000', tz='UTC'), Equity(3951 [INTC]))
(Timestamp('2018-01-02 00:00:00+0000', tz='UTC'), Equity(6295 [QCOM]))
(Timestamp('2018-01-02 00:00:00+0000', tz='UTC'), Equity(38650 [AVGO]))
(Timestamp('2018-01-02 00:00:00+0000', tz='UTC'), Equity(39994 [NXPI]))
(Timestamp('2018-01-02 00:00:00+0000', tz='UTC'), Equity(48384 [QRVO]))
(Timestamp('2018-01-03 00:00:00+0000', tz='UTC'), Equity(351 [AMD]))
(Timestamp('2018-01-03 00:00:00+0000', tz='UTC'), Equity(3951 [INTC]))
(Timestamp('2018-01-03 00:00:00+0000', tz='UTC'), Equity(6295 [QCOM]))
(Timestamp('2018-01-03 00:00:00+0000', tz='UTC'), Equity(38650 [AVGO]))
(Timestamp('2018-01-03 00:00:00+0000', tz='UTC'), Equity(39994 [NXPI]))
(Timestamp('2018-01-03 00:00:00+0000', tz='UTC'), Equity(48384 [QRVO]))
(Timestamp('2018-01-04 00:00:00+0000', tz='UTC'), Equity(351 [AMD]))
(Timestamp('2018-01-04 00:00:00+0000', tz='UTC'), Equity(3951 [INTC]))
(Timestamp('2018-01-04 00:00:00+0000', tz='UTC'), Equity(6295 [QCOM]))
(Timestamp('2018-01-04 00:00:00+0000', tz='UTC'), Equity(38650 [AVGO]))
(Timestamp('2018-01-04 00:00:00+0000', tz='UTC'), Equity(39994 [NXPI]))
(Timestamp('2018-01-04 00:00:00+0000', tz='UTC'), Equity(48384 [QRVO]))
(Timestamp('2018-01-05 00:00:00+0000', tz='UTC'), Equity(351 [AMD]))
(Timestamp('2018-01-05 00:00:00+0000', tz='UTC'), Equity(3951 [INTC]))
(Timestamp('2018-01-05 00:00:00+0000', tz='UTC'), Equity(6295 [QCOM]))
(Timestamp('2018-01-05 00:00:00+0000', tz='UTC'), Equity(38650 [AVGO]))
(Timestamp('2018-01-05 00:00:00+0000', tz='UTC'), Equity(39994 [NXPI]))
(Timestamp('2018-01-05 00:00:00+0000', tz='UTC'), Equity(48384 [QRVO]))



















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