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