The issue is not supplying the final screen as a mask to the factors. Without a mask ALL securities are passed to a factor. The
enterprise_value_minmaxscaled factor therefore scales across all securities then, when the pipeline is run, some are excluded from the results because of the
QTradableStocksUSscreen. These excluded securities happen to be the min values.
So, add something like this
# Add the same factor mask as the screen to ensure the same 'universe' for both
# Add a mask parameter when creating each of the factors
return Nullfilling_minmaxscaled([Fundamentals.enterprise_value], mask=mask)
return Nullfilling_standardscaled([Fundamentals.enterprise_value], mask=mask)
return Nullindicator([Fundamentals.enterprise_value], mask=mask)
return Nullindicator_minmaxscaled([Fundamentals.enterprise_value], mask=mask)
return Nullindicator_standardscaled([Fundamentals.enterprise_value], mask=mask)
See attached notebook. The
enterprise_value_minmaxscaled min value is now zero after applying the mask.
Hope that helps.
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