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question about CustomFactor
API

In the tutorial https://www.quantopian.com/tutorials/pipeline#lesson10, provided an example of self defined custom factor as below:

class StdDev(CustomFactor):
def compute(self, today, asset_ids, out, values):
# Calculates the column-wise standard deviation, ignoring NaNs
out[:] = numpy.nanstd(values, axis=0)

My question: in above 'compute' function, there are four input parameters: self, today, asset_ids, out, values, besides out and values, today is not used, can we delete today?

1 response

"Can we delete today?" There are some days I do feel like that. But, no, today like the other input parameters are required and automatically populated when pipeline runs. You do not need to use this input (actually its very rarely used). It does however, contain the current date which pipeline is calculating. One could, for example, look at this date and return a different value based on the day of week.

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