Yes, very helpful indeed. It makes it a great deal more obvious and tractable. And anything that improves speed is more than welcome.
On speed, working out of US hours seems to make a difference. The code below executed within 5 to 10 minutes this morning. Last night I finally shut it down when it had not completed after an hour.
To be honest I felt rather depressed. Your tools are innovative and fascinating (to me at least). But often unusable in terms of the time they take to run.
It is particularly helpful for instance to see how you are calculating "specific returns".
pipeline_output = run_pipeline(
end_date='2016-11-01' # *** NOTE *** Our factor data ends in 2014
pricing_data = get_pricing(
end_date='2017-11-01', # *** NOTE *** Our pricing data ends in 2015
factor_data = get_clean_factor_and_forward_returns(
periods=range(1,252,20) # Change the step to 10 or more for long look forward periods to save time