Hi! I'm very new to Quantopian, but I'm trying to make an algorithm, and I'm having some trouble doing so. For this project, I uploaded my own dataset, which went fine.
For this project, I am trying to make a custom factor, in order to properly rank which securities I want to go long and short on.
For each security, I would to take its value that I recorded upon each date, and sum the values from certain dates. However, it seems that in a dataset entry, there is no way to loop through the dates, or even check the date for a given dataset cell.
Am I going about this all wrong, and should calculate the values in the CSV itself? Should I use the history function in order to convert the dataset to a pandas table and try to go from there? Or should I keep attempting to loop through the dataset, because I have looked all over and it doesn't seem like I can access the data by date.
Any help would be appreciated, thank you in advance!