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Merge pull request quantopian#234 from quantopian/update-pipeline-tut…
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small fix to pipeline output
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@mmargenot
mmargenot authored Apr 16, 2018
2 parents ce5e295 + c46c783 commit 4571cc3
Showing 1 changed file with 27 additions and 289 deletions.
316 changes: 27 additions & 289 deletions notebooks/tutorials/2_pipeline_lesson11/notebook.ipynb
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{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"# Filter for primary share equities. IsPrimaryShare is a built-in filter.\n",
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{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"base_universe = AverageDollarVolume(window_length=20, mask=tradeable_stocks).percentile_between(70, 100)"
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{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"# 10-day close price average.\n",
Expand Down Expand Up @@ -290,13 +296,15 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"Running this pipeline will result in a DataFrame with 150 rows and 2 columns each day. Each day, the columns will contain boolean values that we can use to decide whether we want to open a long or short position in each security."
"Running this pipeline will result in a DataFrame containing 2 columns. Each day, the columns will contain boolean values that we can use to decide whether we want to open a long or short position in each security."
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {},
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
Expand All @@ -313,253 +321,28 @@
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th rowspan=\"50\" valign=\"top\">2015-05-05 00:00:00+00:00</th>\n",
" <th>Equity(351 [AMD])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(523 [AAN])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(1068 [BPT])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(1244 [CAMP])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(1595 [CLF])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(4668 [MAT])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(4752 [MDR])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(5166 [MYL])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(6856 [ICON])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(7064 [SPNC])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(7233 [SVU])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(7583 [TRN])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(8863 [RCL])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(8869 [SANM])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(10073 [AEC])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(11718 [ADTN])</th>\n",
" <td>True</td>\n",
" <th rowspan=\"5\" valign=\"top\">2015-05-05 00:00:00+00:00</th>\n",
" <th>Equity(39 [DDC])</th>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(12107 [SSYS])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(13197 [FCX])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(18655 [AMKR])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(20284 [SKX])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(21447 [SGMO])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(21448 [SINA])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(21813 [SOHU])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(22284 [UTIW])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(22660 [BTU])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(22846 [AAXN])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(23709 [NFLX])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(25134 [ARRS])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(26960 [CE])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(27496 [FTK])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(27993 [LINE])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(31032 [HK])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(33566 [GLUU])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(33609 [SMCI])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(38150 [HTWR])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(40815 [PCRX])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(41484 [YNDX])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(41766 [HZNP])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(42461 [CZR])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(42856 [FRGI])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(43472 [RGLS])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(43478 [OVAS])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(43513 [LNCO])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(44863 [RCAP])</th>\n",
" <th>Equity(351 [AMD])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(45618 [AR])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(45815 [TWTR])</th>\n",
" <th>Equity(371 [TVTY])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(46191 [EPE])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(47779 [CYBR])</th>\n",
" <th>Equity(474 [APOG])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(48317 [JUNO])</th>\n",
" <td>True</td>\n",
" <td>False</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Equity(48543 [SHAK])</th>\n",
" <th>Equity(523 [AAN])</th>\n",
" <td>False</td>\n",
" <td>True</td>\n",
" </tr>\n",
Expand All @@ -568,57 +351,12 @@
"</div>"
],
"text/plain": [
" longs shorts\n",
"2015-05-05 00:00:00+00:00 Equity(351 [AMD]) True False\n",
" Equity(523 [AAN]) False True\n",
" Equity(1068 [BPT]) False True\n",
" Equity(1244 [CAMP]) False True\n",
" Equity(1595 [CLF]) False True\n",
" Equity(4668 [MAT]) False True\n",
" Equity(4752 [MDR]) False True\n",
" Equity(5166 [MYL]) False True\n",
" Equity(6856 [ICON]) True False\n",
" Equity(7064 [SPNC]) True False\n",
" Equity(7233 [SVU]) True False\n",
" Equity(7583 [TRN]) True False\n",
" Equity(8863 [RCL]) True False\n",
" Equity(8869 [SANM]) True False\n",
" Equity(10073 [AEC]) False True\n",
" Equity(11718 [ADTN]) True False\n",
" Equity(12107 [SSYS]) True False\n",
" Equity(13197 [FCX]) False True\n",
" Equity(18655 [AMKR]) True False\n",
" Equity(20284 [SKX]) False True\n",
" Equity(21447 [SGMO]) True False\n",
" Equity(21448 [SINA]) False True\n",
" Equity(21813 [SOHU]) False True\n",
" Equity(22284 [UTIW]) True False\n",
" Equity(22660 [BTU]) True False\n",
" Equity(22846 [AAXN]) False True\n",
" Equity(23709 [NFLX]) False True\n",
" Equity(25134 [ARRS]) False True\n",
" Equity(26960 [CE]) False True\n",
" Equity(27496 [FTK]) True False\n",
" Equity(27993 [LINE]) False True\n",
" Equity(31032 [HK]) True False\n",
" Equity(33566 [GLUU]) False True\n",
" Equity(33609 [SMCI]) True False\n",
" Equity(38150 [HTWR]) True False\n",
" Equity(40815 [PCRX]) True False\n",
" Equity(41484 [YNDX]) False True\n",
" Equity(41766 [HZNP]) False True\n",
" Equity(42461 [CZR]) True False\n",
" Equity(42856 [FRGI]) True False\n",
" Equity(43472 [RGLS]) True False\n",
" Equity(43478 [OVAS]) True False\n",
" Equity(43513 [LNCO]) False True\n",
" Equity(44863 [RCAP]) True False\n",
" Equity(45618 [AR]) False True\n",
" Equity(45815 [TWTR]) True False\n",
" Equity(46191 [EPE]) False True\n",
" Equity(47779 [CYBR]) False True\n",
" Equity(48317 [JUNO]) True False\n",
" Equity(48543 [SHAK]) False True"
" longs shorts\n",
"2015-05-05 00:00:00+00:00 Equity(39 [DDC]) False True\n",
" Equity(351 [AMD]) True False\n",
" Equity(371 [TVTY]) True False\n",
" Equity(474 [APOG]) False True\n",
" Equity(523 [AAN]) False True"
]
},
"execution_count": 11,
Expand All @@ -628,7 +366,7 @@
],
"source": [
"result = run_pipeline(make_pipeline(), '2015-05-05', '2015-05-05')\n",
"result"
"result.head()"
]
},
{
Expand All @@ -641,7 +379,7 @@
],
"metadata": {
"kernelspec": {
"display_name": "Python 2 (virtualenv)",
"display_name": "Python 2",
"language": "python",
"name": "python2"
},
Expand Down

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