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Unable to use pipeline filters in research environment
 from zipline.pipeline.filters import Filter  

results in:

InputRejected: Importing Filter from zipline.pipeline.filters raised an ImportError. No modules or attributes with a similar name were found.  

Is this intentional?

2 responses

You don't need to import filters from zipline to run a pipeline in research. If you look at this example, you can see that I am setting and using filters without having imported filter specifically from zipline.

If you are trying to do something different with pipeline and zipline in research, then I will have to defer to Scotty. I'll shoot him this thread so he can comment (but being Thanksgiving it might take a day or two).

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Of course, silly me!

Just thought it might be useful to subclass (for example to create an indicator - talib - filter subclass).

But no sweat if it's not possible.