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Sort Pipeline output by Symbol

I cannot find in the documentation how to do this simple thing.
I have a simple Pipeline and want to sort the results by symbol or sid.

Here's what I am trying to do: sort the "result" by symbol --- should be simple enough?

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)

def make_pipeline():  
    mean_close_10 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=10)  
    volume_filter = (USEquityPricing.volume.latest > 1000000)  
    std_dev = StdDev(inputs=[USEquityPricing.close], window_length=5)  
    std_filter = (std_dev > 2)  
    price_filter = (USEquityPricing.close.latest > 5) and (USEquityPricing.close.latest < 50)  
    return Pipeline(  
            '10 MA of closing price' : mean_close_10,  
            'Volume': USEquityPricing.volume.latest,  
            'std_dev': std_dev  
        } , screen=(std_filter & price_filter & volume_filter)  

result = run_pipeline(make_pipeline(), '2016-12-15', '2016-12-15')

result.sort_values(symbol)   <----------this doesn't work.   How do you sort output by Symbol/Sid ????  

Help !

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5 responses

The dataframe returned from a pipeline has a multi-index by date and security (inside the research environment). The sort_values method only works on columns. Use the sort_index method instead. You could also reset the index using the reset_index method which would turn the security index into a regular column. You could then use the sort_values method.

# result has a multi-index with date as level_0 and the equity object as level_1  
# use sort_index to sort the dataframe on the index.  
# this will sort by SID  
result.sort_index(axis=0, level=1, ascending=True, inplace=True)  

Thank you. Sorting by SID, works. I have a better idea now what to do. I'll examine the index more closely. Thanks again.

Hm, @Dan - thank you!

How about trying to sort by another column, let's say -'Volume' - in this case?

As mentioned above, the dataframe returned from a pipeline indexed by date and security (inside the research environment). The sort_values method can be used to sort by columns. See the pandas docs . So something like this

# use sort_values to sort the dataframe on one or more columns.  
# this will sort by market_cap (assuming one of the column names is 'market_cap'  

Additionally, an interactive way to sort and filter dataframes in the research environment is to use qgrid. See this post .


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Yup, pardon me, now I did it! Thanks a lot!