This is the fault of a recent Zipline change that added support for grouping expressions to the Pipeline API. I'm currently working on a full announcement post with examples, but the gist of the change is that
.latest on dataset columns like
morningstar_sector_code no longer return
Factor instances. Instead, they return a
Classifier type, which semantically represents labels rather than numerical values.
One of the consequences of that change is that
Classifier doesn't provide most of the numerical operations that
Factor provides. For most of the Factor operators, that's probably what you want: what does it mean, for example, to multiply or divide by a sector code? On the other hand, being able to produce a
Filter by doing an equality comparison is a totally reasonable thing to want to do. The fact that
Classifier isn't overriding that operator is an oversight. I've opened an issue about this in the Zipline repo here: https://github.com/quantopian/zipline/issues/1081.
For the particular use-case here of excluding null values, I have a change currently in review that adds
notnull methods directly to
Classifier. Barring unforeseen developments, I'd expect it to be out on the Q platform early next week.
Sorry for the breakage,
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.