I am trying to understand this snippet comment & code from the Sample Mean Reversion.
# pipeline_output returns a pandas DataFrame with the results of our factors and filters. context.output = algo.pipeline_output('mean_reversion_example') # Sets the list of securities we want to long as the securities with a 'True' value in the low_returns column. context.recent_returns_zscore = context.output['recent_returns_zscore']
As far as I can tell the second line just copies the recent_returns_zscore to another field of
. I do not understand what the second comment is referring to. The pipeline does not return a boolean low_returns column?
Hope this makes sense. Thanks in advance.