Back to Community
Filtering by IPO Date

Hi there,

I had a look on the forums but could not find an answer that could help me out (I am still getting up to speed with Python + Quantopian API).

I am trying to create a boolean filter for the pipeline, by IPO date:

#filter by IPO date  
ipo_date = Fundamentals.ipo_date.latest > datetime.strptime('2015-01-01', '%Y-%m-%d')  

Clearly the issue is with the "Fundamentals.ipo_date.latest", but I am not sure how to convert it into a format that can be compared.

Any help on the issue is greatly appreciated!

2 responses

Hi Zigzag,

Pipeline factors cannot be directly compared to datetime objects. The best way to accomplish what you are trying to do would be to include the ipo_date factor in your pipeline's output, and then filter the resulting DataFrame in before_trading_start using the datetime object.

Attached you will find an example. I hope this helps.

Clone Algorithm
7
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5a0c75721c26f140b1ae8613
There was a runtime error.
Disclaimer

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.

Thanks Ernesto, much appreciated!