Blueshift : Issue in pipeline - EquityPricing

Blueshift
1

The custom factor class has the following line -

class DojiReturns(CustomFactor):

inputs = [EquityPricing.open, EquityPricing.high, EquityPricing.low, EquityPricing.close]

def compute(self,today,assets,out,open_price,high_price,low_price,close_price):

signals = np.apply_along_axis(

doji_pipe, 0, close_price, open_price,high_price,low_price)

out[:] = signals

-----------------------------------------------------------------

def doji_pipe(close_price, open_price,high_price,low_price):

print(open_price.size)

print(close_price.size)

print(low_price.size)

print(low_price.size)

-----------------------------------------------------------

Program send window-length = 126

Result - 63252,126,63252,63252



It is not sending 126 records for all other and causing the function terminate. Please advise.

 

2

This is has been addressed from blueshift support. This is an expected behaviour and arises out of the behaviour of the numpy function used.

3

Thank you Prodipta