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im facing ValueError: Can't specialize Fundamentals to new domain EquityCalendarDomain('IN', 'XBOM').

def make_pipeline():
base_universe = Q1500US()

daily_rtn = DailyReturns(window_length=30, mask=base_universe)  
high_daily_rtn = daily_rtn.percentile_between(80,100)  
top_20_base_industrial = base_universe & high_daily_rtn  

mean_10 = SimpleMovingAverage(inputs=[EquityPricing.close], window_length=10, mask=top_20_base_industrial)  
mean_30 = SimpleMovingAverage(inputs=[EquityPricing.close], window_length=30, mask=top_20_base_industrial)  
perc_diff = (mean_10-mean_30)/mean_30  

shorts = perc_diff < 0.5  
long = perc_diff > 0.5  
securities_to_trade = shorts | long  

return Pipeline(columns={  
    'Percentage Difference':perc_diff,  
    'Long On Stocks':long  
}, screen=securities_to_trade, domain=IN_EQUITIES)

result = run_pipeline(make_pipeline(), '2015-01-03', '2015-01-03')

1 response

The issue is the built-in filter Q1500US, which includes the 1500 largest US stocks, cannot be used in a pipeline with a domain other than US_EQUITIES. The Q1500US filter only includes US stocks. There is not a similar built-in filters for other markets. One would need to build a filter from the market cap and metadata fields of security_type and is_primary to do something similar for the IN_EQUITIES domain.

Hope that helps.


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