I like to do some data manipulation (e.g. resample) inside a customfactor. I have two problems:
Suppose I use inputs = [USEquityPricing.close], when I print the length of assets inside its def, I got 1722. Does it mean USEquityPricing.close only support 1722 stocks?
When I force close to do resample, I got a message saying ndarray has no resample (), so I know close is a ndarray. If I want to resample close to monthly data inside, how can I do that?