Example Pipeline and Slicing by Dates¶

# Imports for pipeline
from quantopian.pipeline import Pipeline
from quantopian.research import run_pipeline

# Import any required datasets
from quantopian.pipeline.data import USEquityPricing 

# Import any required built in filters and factors
from quantopian.pipeline.filters import QTradableStocksUS, StaticAssets

# Define our pipeline
def make_pipeline():
    stock_volume = USEquityPricing.volume.latest 
    
    # Create a filter for just the top 50
    # Add the 'isfinite' mask to filter out infinite and/or divide by zero values
    top_pct_volume = stock_volume.top(5, mask=QTradableStocksUS())
  
    return Pipeline(columns={'stock_volume': stock_volume},
                    screen=top_pct_volume
                   )

# Run the pipeline over desired days
start_date = '2006-01-01'
end_date = '2008-08-1'
result = run_pipeline(make_pipeline(), start_date, end_date)

# Get the dates from the index and create a series to use as a 'mask'
dti = result.index.get_level_values(0)  
query =  ( dti > '2006-01-01') & (dti < '2007-01-01')  
result_slice_2006 = result.loc[query]
display(result_slice_2006)

# Display the values of the date index
display(result_slice_2006.index.get_level_values(level=0))