Can someone show me a simple way to use the Morningstar fundamentals data in a pipeline? Documentation says I need to reference a column but I don't know what those columns are. What I have is:
def initialize(context): """ Called once at the start of the algorithm. """ p = attach_pipeline(Pipeline(), 'my_pipeline') my_factor = MyFactor(inputs=[morningstar.asset_classification.financial_health_grade], window_length=1) p.add(my_factor, 'my_factor')
I've subclassed CustomFactor but I'm just not sure how to get the various rankings out of the input.