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SimpleBeta built-in factor - no mask argument allowed?

This code:

SimpleBeta(target=sid(8554),regression_length=260,mask=QTradableStocksUS())  

gives this error:

There was a runtime error.  
TypeError: __new__() got an unexpected keyword argument 'mask'  
USER ALGORITHM:48, in make_pipeline  
beta = SimpleBeta(target=sid(8554),regression_length=260,mask=QTradableStocksUS())  

The help page suggests that SimpleBeta should accept mask like every other built-in factor.

Is this a bug, or intentional? If the latter, I suggest adding a note to the help page, stating that mask is not allowed for SimpleBeta.

2 responses

I contacted support, and masking is not supported since SimpleBeta already runs fast enough (I didn't realize that masking was just for pipeline speed up). I recommended that it be added for consistency with other built-in factors, but I gathered from the response that the answer is "no" it won't be added.

Thanks for the post!